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Search and analyse 6000 securities across asset classes in real time,
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Insights showcase topical observations from Qi.
How Qi data can be used to generate trade signals,
observe regime shifts or stress test different macro scenarios.
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12.01.2022
Thematic ETFs
Yesterday was the third consecutive day US retail investors bought more than $1bn of equities. History shows this is a rare event. The buy the dip mentality remains strong.
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10.01.2022
Smart Beta meets Macro
Stock pickers focused on company fundamentals face a new challenge – to understand how their holdings will react to the Fed’s hawkish pivot.
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Nasa Rtzw4F02Zy8 Unsplash
12.01.2022
Thematic ETFs
Yesterday was the third consecutive day US retail investors bought more than $1bn of equities. History shows this is a rare event. The buy the dip mentality remains strong.
While meme stocks often steal the headlines one of the biggest shifts in the investment industry is the growth in thematic ETFs.

From Qi’s watchlist of thematic ETFs it is notable how RETINA™ is flagging some of the valuation outliers.
Thematic Etfs
Of the five cheapest ETFs, RETINA™ has posted bullish signals on three, all of which are around 1.5 sigma below macro fair value. US Internet ETF FDN, Global FinTech ETF FINX & the Global X ETF MILN designed to provide exposure to the millennial generation.

To varying degrees all three speak to disruptive innovation, the area that has borne the brunt of the recent sell-off. In all cases a desire for Fed rate cuts is a dominant driver. The Fed’s policy pivot has been instrumental in their recent underperformance; but at these levels, a fair degree of Fed hawkishness is priced.

At the other end of the spectrum, global airlines ETF JETS speaks to a post Omicron re-opening trade; while the richness of the Global Infrastructure ETF IGF presumably hinges on hopes Biden can pass some kind of Build Back Better spending bill.

Only on BIZD has RETINA™ flagged a bearish signal. Investing in Business Development Centres is an income play but, given its SME exposure, a small company, value strategy too. Cyclical re-opening investments may have further to run in 2022 but these don’t look the levels to chase, at least from a macro perspective.
Anna Anikina Ath9Gmakfpe Unsplash
10.01.2022
Smart Beta meets Macro
Stock pickers focused on company fundamentals face a new challenge – to understand how their holdings will react to the Fed’s hawkish pivot.
Our partners at Omega Point provide next generation portfolio analytics. Their focus is predominantly on smart beta factors which means aligning their signals with Qi’s macro factors makes a powerful combination.

Their latest Factor Spotlight takes 3 Qi factors – Fed rate expectations, Fed QT expectations & 10y US real yields – to provide stock pickers with an empirical look at the securities most vulnerable to the early 2022 shift in financial conditions.
2022 01 10 10 42 18
Here we take the 9 NASDAQ stocks in their analysis & add Qi’s macro valuation overlay.

Three names – Atlassian, DexCom & Lululemon – have already moved to discount a fair degree of bad news. Interestingly, after a 6week downtrend, all 3 show model value potentially bottoming out. In the Lululemon chart above, macro-warranted fair value (red line) is showing tentative signs of stabilising at recent lows.

TEAM & DXCM are around 0.75 sigma cheap to macro; LULU is 1.1 sigma or 13% below macro-warranted fair value. All three back-test well at current FVGs.

Lululemon is the pick of the bunch – it is only been this cheap to model & in macro regime 14 times since 2009. Buying those dip produced a 93% hit rate & +7.8% average return.

Fed hawks may argue it’s too soon to buy dips. In which case note Splunk SPLK is 0.4 sigma (5.5%) above model. That’s a modest FVG but it is the one stock that has lagged in the down trade & is still rich to macro.
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