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

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.

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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.

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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.

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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).

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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.

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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

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01.01.2020

White paper/backtest: Qi FX Portfolio

Qi FX Portfolio signal backtesting

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01.01.2020

White paper/backtest: Summary of FVG

The Qi FVG report featuring all asset classes, hit rates and average returns.