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Macro Markets Insights
Make informed investment decisions with unique insights
 
Topical observations from the Qi macro lens. Build your investment roadmap with the best-in-class quantitative analysis and global data.
02.01.2020
Watching Credit TEST MODE PDF
This is draft example of the new idea and how to access the PDF

>Credit spreads continue to grind tighter and provide sponsorship for the equity rally. 

>A rally that is still being led by the Magnificent Seven but which has recently shown signs of broadening out.

>Various metrics show cash is coming in from the side-lines, shorts are being covered, speculative/high beta stocks are performing strongly.
See more
01.01.2020
Upgrade: Macro factor shifts
Qi now displays the top 10 moves in macro factors over the last week, immediately highlighting where big macro shifts have taken place. For time poor investors, the chart makes any big regime shift - a tightening in financial conditions, a deteriorating in risk appetite or a spike in inflation fears - obvious & easy to follow.
See more
01.01.2020
Upgrade: Tactical Asset Allocation framework
Qi takes the traditional investment clock to the next level, helping clients identify which regime – Goldilocks, boom, stagflation, recession - any security resides. No opinion but the empirically observed pattern of association over time.
See more
01.01.2020
White paper: Understanding China exposure
One way Qi can help investors navigate China dynamics is to screen your portfolio for sensitivity to our Chinese macro factors.
This white paper looks at the October / November 2022 period when markets got excited that China’s Covid rules would be relaxed & a re-opening trade helped fuel a ‘risk on’ rally in markets.
See more
01.01.2020
Upgrade: Volatility Indicator
The Qi Vol Indicator has a good track record for leading spikes in VIX. Qi provides clients an alternative to the traditional fear gauge as a way to track regime shifts between “risk on “ & “risk off” environments and acts as red flag for less stable market trading conditions.
See more
01.01.2020
White paper: Explaining what drives stock prices
14 years of evidence.
Quant Insight extracts the sensitivities of asset prices to various key macro factors covering economic fundamentals, financial conditions and measures of investor risk aversion.
See more
01.01.2020
White paper/backtest: Qi Equity LS RV trades - US
Testing the efficacy of Qi Fair Value Gaps as a trading signal in a long/short relative value strategy for single stocks in 4 US sectors.
See more
01.01.2020
White paper/backtest: Qi S&P500 L/S portfolio
Qi’s Fair Value Gap (FVG) analysis was used to construct a long/short portfolio consisting of the 50 single name US stocks in the
S&P 500 with the most extreme FVGs; 25 longs ranked as cheapest according to Qi’s macro models and 25 shorts ranked as the most expensive. Over the last 12 years this L/S strategy returned an annualised 12.3% compared to an annualised return of
2.0% for the HFRX EH - Equity Market Neutral Index (HFRXEH Index).
See more
01.01.2020
White paper/backtest: Qi EuroStoxx L/S portfolio
Qi’s Fair Value Gap (FVG) analysis was used to construct a long/short portfolio consisting of the 50 single name European stocks in the Stoxx 600 with the most extreme FVGs; 25 longs ranked as cheapest according to Qi’s macro models and 25 shorts ranked as the most expensive. Over the last 12 years this L/S strategy returned an annualised 13.4% compared to an annualised return of
9.4% for the Stoxx 600 (SXXP) Total Return Index.
See more
01.01.2020
White paper: Qi FX signals have a 63-66% win rate over 14 years
Trading FX using Qi signals.
Qi FX signals have a 63-66% win rate over 14 years
Premium content, for a full analysis sign up to a month of insights
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02.01.2020
Watching Credit TEST MODE PDF
This is draft example of the new idea and how to access the PDF

>Credit spreads continue to grind tighter and provide sponsorship for the equity rally. 

>A rally that is still being led by the Magnificent Seven but which has recently shown signs of broadening out.

>Various metrics show cash is coming in from the side-lines, shorts are being covered, speculative/high beta stocks are performing strongly.
See more
PDF download
01.01.2020
Upgrade: Macro factor shifts
Qi now displays the top 10 moves in macro factors over the last week, immediately highlighting where big macro shifts have taken place. For time poor investors, the chart makes any big regime shift - a tightening in financial conditions, a deteriorating in risk appetite or a spike in inflation fears - obvious & easy to follow.
See more
Clients can also choose the factor they are interested in to see the historical evolution of the driver z-score, providing a great way for investors to put macro factor shifts into a more meaningful context.
Macro Factor Shifts
For more details on on Qi macro factors and delivery options including API or RETINA please contact a Quant Insight representative:
info@quant-insight.com
PDF download
01.01.2020
Upgrade: Tactical Asset Allocation framework
Qi takes the traditional investment clock to the next level, helping clients identify which regime – Goldilocks, boom, stagflation, recession - any security resides. No opinion but the empirically observed pattern of association over time.
See more
All neatly captured in a time lapse chart that allows the user to travel through time to asses the evolution of each securities’:

1. Sensitivity to Economic growth
2. Sensitivity to Inflation
3. Valuation edge
4. Importance of Macro
Taa
For more details on Qi asset allocation reports or Qi data delivery options please contact a Quant Insight representative:
info@quant-insight.com
PDF download
01.01.2020
White paper: Understanding China exposure
One way Qi can help investors navigate China dynamics is to screen your portfolio for sensitivity to our Chinese macro factors.
This white paper looks at the October / November 2022 period when markets got excited that China’s Covid rules would be relaxed & a re-opening trade helped fuel a ‘risk on’ rally in markets.
See more
PDF download
01.01.2020
Upgrade: Volatility Indicator
The Qi Vol Indicator has a good track record for leading spikes in VIX. Qi provides clients an alternative to the traditional fear gauge as a way to track regime shifts between “risk on “ & “risk off” environments and acts as red flag for less stable market trading conditions.
See more
A spike in the Qi Vol indicator implies markets are being driven by more transient factors like flow, positioning & sentiment. All of which are typically more volatile than macro fundamentals
Vol Indicator
For more details on the Volatility indicator or if interested in testing this Qi dataset please contact a Quant Insight representative:
info@quant-insight.com
PDF download
01.01.2020
White paper: Explaining what drives stock prices
14 years of evidence.
Quant Insight extracts the sensitivities of asset prices to various key macro factors covering economic fundamentals, financial conditions and measures of investor risk aversion.
See more
PDF download
01.01.2020
White paper/backtest: Qi Equity LS RV trades - US
Testing the efficacy of Qi Fair Value Gaps as a trading signal in a long/short relative value strategy for single stocks in 4 US sectors.
See more
PDF download
01.01.2020
White paper/backtest: Qi S&P500 L/S portfolio
Qi’s Fair Value Gap (FVG) analysis was used to construct a long/short portfolio consisting of the 50 single name US stocks in the
S&P 500 with the most extreme FVGs; 25 longs ranked as cheapest according to Qi’s macro models and 25 shorts ranked as the most expensive. Over the last 12 years this L/S strategy returned an annualised 12.3% compared to an annualised return of
2.0% for the HFRX EH - Equity Market Neutral Index (HFRXEH Index).
See more
PDF download
01.01.2020
White paper/backtest: Qi EuroStoxx L/S portfolio
Qi’s Fair Value Gap (FVG) analysis was used to construct a long/short portfolio consisting of the 50 single name European stocks in the Stoxx 600 with the most extreme FVGs; 25 longs ranked as cheapest according to Qi’s macro models and 25 shorts ranked as the most expensive. Over the last 12 years this L/S strategy returned an annualised 13.4% compared to an annualised return of
9.4% for the Stoxx 600 (SXXP) Total Return Index.
See more
PDF download
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