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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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.
Premium content, for a full analysis sign up to a month of insightsQuant Insight extracts the sensitivities of asset prices to various key macro factors covering economic fundamentals, financial conditions and measures of investor risk aversion.
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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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).
Premium content, for a full analysis sign up to a month of insightsS&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).
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.
Premium content, for a full analysis sign up to a month of insights9.4% for the Stoxx 600 (SXXP) Total Return Index.
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 insightsQi FX signals have a 63-66% win rate over 14 years
01.01.2020
White paper/backtest: Qi FX Portfolio
Qi FX Portfolio signal backtesting
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White paper/backtest: Summary of FVG
The Qi FVG report featuring all asset classes, hit rates and average returns.
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Methodology
Methodology and FAQs: A deeper dive into the concept, calculations, data and analysis
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White paper/backtest: Qi Rates portfolio
Methodology and Analysis whitepaper showcasing FVG
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