We partnered with equity specialists, academics, and data scientists to solve macro for equities.
For a decade, equity investors ignored macro. Low rates, stable inflation, muted geopolitical risk—it didn't matter. That world ended in 2020. Traditional equity factor models were built for the old regime. The new one needs a new lens.
Macro forces shape markets through growth, inflation, interest rates, policy, and commodity trends. History shows valuation multiples, more than earnings growth, are the key drivers of long-term equity returns.
Equity valuations move with thebusiness cycle. Growth expectations. Financial conditions. Risk appetite.
Advanced modeling links stockreturns to macro factors, revealing hidden relationships and distinguishingtrue company drivers from broader macro influences.
Strengthen your investment process with data driven repeatable and consistent macro perspectives in your portfolio. Easy to interpret and deploy.
Your risk model calls it residual. MFERM shows how much of it is macro — factor by factor, name by name — so you know which part of the book is genuinely yours.
Attribute the return to the decision that actually made it — and prove to an investment committee that a flat quarter was a skilled one.
The Qi Valuation Model prices every asset against live macro conditions, every day, across equities, rates, FX and commodities. It tells you whether macro is currently a headwind or a tailwind, which factors are driving it, and where price and macro have parted company.
A suite of systematic, rules-based indices from Quant Insight — absolute-return and outperformance strategies.
Copied from the live page, with three fixes: the source runs several words together (“thebusiness”, “stockreturns”, “distinguishingtrue”) and reads “See all our solution” in the singular. Both charts are placeholders — the live page uses AVIF assets that need copying across. Macro Indices has been added as a third tile to match the rest of the site.
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