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06.09.2022
How to outperform tighter financial conditions
Tighter financial conditions are a significant headwind for equities into year-end.

How can equity managers try to insulate themselves from macro shocks like wider credit spreads & higher real yields?

Qi factor sensitivities identify the stocks which are most vulnerable to tighter financial conditions, versus the ones that are comparatively resilient.

In the 3 weeks since the summer rally peaked & reversed lower, Qi’s pick of resilient stocks outperformed the most vulnerable by 7% & the S&P500 by 3%.
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Quant Insight’s Macro Analytics
on Goldman Sachs Marquee
Goldman Sachs is embedding Qi’s data-science-driven
macro factor risk data into Marquee to offer risk
management capabilities that help provide clarity to your
investment analysis as you navigate your portfolio exposures,
asset by asset, through dynamic market conditions.
Goldman Sachs is embedding Qi’s data-science-driven macro factor risk data into Marquee to offer risk management capabilities that help provide clarity to your investment analysis as you navigate your portfolio exposures, asset by asset, through dynamic market conditions.