Build macro-resilient systematic strategies with historical precision
Macro factors represent both a significant source of risk and opportunity for systematic strategies. Our solution enables you to construct portfolios with enhanced macro resilience or purposefully incorporate macro signals into your model-building process. With point-in-time data spanning 15 years of market history, we provide the clean, structured datasets needed for robust algorithm development and rigorous out-of-sample testing across diverse market environments.
Our Solutions
Our Risk Models and Analytics help investors understand and measure how macro factors impact their portfolio risk and return
A robust cross-asset, valuation engine to identify dislocations, between macro information and price.
Enables investors to identify macro regimes and build portfolios resilient to macroeconomic shifts.
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Identify price dislocations, opportunities, regimes and sensitivities
1. Rate sensitive vs bond proxy stocks – too far, too fast?
2. EURGBP –upside risks
3. EM bonds –trend break or pause that refreshes?
In-depth coverage on specific assets, markets, or thematic topics. Explore trends, regimes, and exposures.
Can Equities & Rates Still Rise Together?
Qi’s Macro Risk Model Says — Not Right Now.
In-depth coverage on specific assets, markets, or thematic topics. Explore trends, regimes, and exposures.
Navigating Market Regimes & Seeing Icebergs Before They Hit
