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.

01.01.2020

Methodology

Methodology and FAQs: A deeper dive into the concept, calculations, data and analysis

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01.01.2020

White paper/backtest: Qi Rates portfolio

Methodology and Analysis whitepaper showcasing FVG

01.01.2020

White paper: Qi Volatility Indicator

Qi’s Vol Indicator is an alternative fear gauge.
It captures periods when financial markets (equities, bonds & currencies) have divorced themselves from macro fundamentals.
Back-tests show it has a strong track record of pre-empting spikes in VIX &, as such, should be viewed a tool to help investors’ risk management process.

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01.01.2020

White paper/backtest: Qi Rates portfolio

Methodology and Analysis whitepaper showcasing FVG

Qi’s machine learning process derives fair model value for any security relative to its prevailing macro regime. Qi’s Fair Value Gap
(FVG) is the difference between spot market price and model value. These FVGs can be used as trading signals to generate alpha.
Qi Labs back-tested the efficacy of model’s short term FVGs (83d look back) across its rates universe. This universe includes interest rate swaps, spreads, forwards, flys, Govt bonds, asset swaps and cross market spreads in US, Australian, UK, European, Canadian and Japanese markets. The sample period tested runs from 2nd January 2012 to 25th July 2019.

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