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

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.

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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

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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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