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Macro Markets Insights
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Topical observations from the Qi macro lens. Build your investment roadmap with the best-in-class quantitative analysis and global data.
25.03.2021
An efficient 'risk off' play
Nervous about the re-opening trade? That the rotation trade of the last 3months is vulnerable to further unwinds?

Qi has a Divergence signal on the US Materials versus Industrial ratio (XLB vs. XLI). Both are cyclicals but one - Materials - is the more geared to 'risk off' & is currently cheap to Industrials relative to the macro environment.
See more
Jeremy Thomas E0Ahdsenmdg Unsplash
25.03.2021
Semiconductors
Earlier this month “Regime Shift in Tech” flagged how Technology was falling out of a macro regime. But while NASDAQ, US IT & European Technology all saw macro’s explanatory power fall, Semiconductors were the outlier – still a macro play.
See more
Rvdb
24.03.2021
Qi & Real Vision
Qi talk about the NASDAQ & the broader technology space. A change in factor leadership early in Feb left it the most vulnerable to a Fed Taper Tantrum style scenario. Then, early in March, it fell out of macro regime altogether. Real Vision's Jack Farley interviews Qi's Huw Roberts.
See more
Hs 2009 25 Hubble
24.03.2021
Beware Risk Off?
The Kiwi has turned sharply lower – a warning for broader risk appetite?

The fall in spot NZDUSD fx has prompted spot price to diverge from macro model value & open up a Fair Value Gap of -1.15 sigma (-4.7%)
See more
Nasa Hi5Dx2Obas Unsplash
23.03.2021
Momentum loves Value
The one year anniversary of the 2020 Covid lows has factor investors on watch for a potentially significant shift in momentum strategies. A shift where the composition of momentum pivots away from technology & towards value stocks.
See more
22.03.2021
US bond sell-off: What's the impact on EM rates
While Chairman Powell seems relaxed about recent moves in the long end of the US Treasury market, it does raise increasing concerns for EM debt markets. More specifically, which EM rates markets are most sensitive to the gyrations in US bond markets?
See more
Pexels Miriam Espacio 110854
19.03.2021
Crude Oil
The sharp fall in spot crude oil prices over the last 10days sits in sharp contrast to macro-warranted model value. In the case of Brent, while spot has fallen 5.2%, macro fair value has risen 8.7%. For WTI, the equivalent numbers are -6.0% & +11.6%.

Commodities always come with a health warning & require strong risk management given the propensity for adverse weather, geopolitical headlines or supply shocks to spark substantial volatility. However, macro model confidence is robust & both have now triggered Divergence signals on Qi. Moreover, back-testing the current -1.1 sigma FVGs on Brent & WTI, results in hit rates in the 70-75% area with double digit average returns.
See more
Pexels Sam Willis 3934512
18.03.2021
The big picture
After last night's Fed meeting the picture left is one of stronger growth, higher inflation, easy monetary policy – it’s a combination that inevitably leads investors to yield curve steepeners, cyclical & value stocks, EM & commodities. But what’s the quantitative picture?
See more
Pexels Luck Galindo 544268
17.03.2021
A cheap European reflation play
European Basic Resources are cheap versus their peers on macro model valuations; there is a new Qi Divergence buy signal; it is a bet on European reflation.
See more
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.
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25.03.2021
An efficient 'risk off' play
Nervous about the re-opening trade? That the rotation trade of the last 3months is vulnerable to further unwinds?

Qi has a Divergence signal on the US Materials versus Industrial ratio (XLB vs. XLI). Both are cyclicals but one - Materials - is the more geared to 'risk off' & is currently cheap to Industrials relative to the macro environment.
See more
PDF download
Jeremy Thomas E0Ahdsenmdg Unsplash
25.03.2021
Semiconductors
Earlier this month “Regime Shift in Tech” flagged how Technology was falling out of a macro regime. But while NASDAQ, US IT & European Technology all saw macro’s explanatory power fall, Semiconductors were the outlier – still a macro play.
See more
PDF download
Rvdb
24.03.2021
Qi & Real Vision
Qi talk about the NASDAQ & the broader technology space. A change in factor leadership early in Feb left it the most vulnerable to a Fed Taper Tantrum style scenario. Then, early in March, it fell out of macro regime altogether. Real Vision's Jack Farley interviews Qi's Huw Roberts.
See more
Hs 2009 25 Hubble
24.03.2021
Beware Risk Off?
The Kiwi has turned sharply lower – a warning for broader risk appetite?

The fall in spot NZDUSD fx has prompted spot price to diverge from macro model value & open up a Fair Value Gap of -1.15 sigma (-4.7%)
See more
PDF download
Nasa Hi5Dx2Obas Unsplash
23.03.2021
Momentum loves Value
The one year anniversary of the 2020 Covid lows has factor investors on watch for a potentially significant shift in momentum strategies. A shift where the composition of momentum pivots away from technology & towards value stocks.
See more
PDF download
22.03.2021
US bond sell-off: What's the impact on EM rates
While Chairman Powell seems relaxed about recent moves in the long end of the US Treasury market, it does raise increasing concerns for EM debt markets. More specifically, which EM rates markets are most sensitive to the gyrations in US bond markets?
See more
PDF download
Pexels Miriam Espacio 110854
19.03.2021
Crude Oil
The sharp fall in spot crude oil prices over the last 10days sits in sharp contrast to macro-warranted model value. In the case of Brent, while spot has fallen 5.2%, macro fair value has risen 8.7%. For WTI, the equivalent numbers are -6.0% & +11.6%.

Commodities always come with a health warning & require strong risk management given the propensity for adverse weather, geopolitical headlines or supply shocks to spark substantial volatility. However, macro model confidence is robust & both have now triggered Divergence signals on Qi. Moreover, back-testing the current -1.1 sigma FVGs on Brent & WTI, results in hit rates in the 70-75% area with double digit average returns.
See more
PDF download
Pexels Sam Willis 3934512
18.03.2021
The big picture
After last night's Fed meeting the picture left is one of stronger growth, higher inflation, easy monetary policy – it’s a combination that inevitably leads investors to yield curve steepeners, cyclical & value stocks, EM & commodities. But what’s the quantitative picture?
See more
PDF download
Pexels Luck Galindo 544268
17.03.2021
A cheap European reflation play
European Basic Resources are cheap versus their peers on macro model valuations; there is a new Qi Divergence buy signal; it is a bet on European reflation.
See more
PDF download
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