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“This partnership enables our clients to see any significant shifts in real economic growth momentum across the world’s largest economies daily. Given the importance of economic growth as a factor influencing all asset classes this provides yet another edge for investors.

In this age of data overload, investors who incorporate hard evidence based on cutting edge quantitative analysis now have the advantage.”
Mahmood Noorani, CEO, Quant Insight

For this monthly Nowcasting episode, EPFR is joined by Quant Insight which builds models that provide quantitative frameworks relying on mathematical techniques. EPFR Director of Research Cameron Brandt and Quant Insight Director of Analytics Huw Roberts discuss the European Central Bank (ECB) turning hawkish and the effect of potential rate hikes in the upcoming weeks/months. Huw provides insight through Qi's key models like the FTSE MIB, BTP-BUN and Eurostoxx 600. More discussion on Brexit, energy and oil.

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Through Marquee, Goldman Sachs delivers market-leading data, risk analytics, market insights and trading solutions to institutional investors who leverage the platform for research, trade ideas and live market commentary. Marquee is also used to regularly create, monitor and back-test investment strategies and manage risk. Through this collaboration, Marquee users will be able to access Qi’s innovative intelligence capabilities, adding a new layer of macro transparency on securities and markets.

“Macro dynamics continue to be important for global markets, and this collaboration will allow us to harness the latest innovations in data science and analytics to offer clients macro risk management capabilities that can assist in their decision-making process,” said Anne Marie Darling, Head of Marquee Client Strategy & Distribution at Goldman Sachs. “With Qi analytics embedded into Marquee, our clients can benefit from cutting-edge macro insights and signals, adding a critical extra layer to their investment analysis.”

A robust, quantitative and rigorous macro framework is critical in risk management, especially for equities. Qi macro analytics allow clients to more accurately measure the exposure of their portfolios to key macro factors such as real GDP growth, inflation, monetary policy, financial conditions and more. Qi’s analytics are built on high-quality, high-frequency data and apply data science and machine learning techniques to extract macro sensitivities for thousands of securities. This will provide more perspectives to clients in their asset selection and portfolio risk management workflows.

“We are excited to collaborate with Goldman Sachs and to provide easy access to our macro analytics through their platform for institutional clients,” added Mahmood Noorani, Co-Founder and CEO of Quant Insight. “A comprehensive, robust and rigorous macro risk management framework is now available to aid their decision-making process. This offering provides new levels of transparency over the macro exposures of entire portfolios, so that investors can measure how sensitive their securities and overall portfolios are to GDP growth, inflation, monetary policy, real rates and a host of other important macro and thematic factors.”

Qi’s macro factors, macro regime change indicators, and more will be available via Goldman Sachs’ flexible portfolio analytics ecosystem—programmatically via API or through GS Quant, the Firm’s open-source Python toolkit. The curation of Qi’s macro data and the infrastructure behind their programmatic delivery is powered by Goldman Sachs Financial Cloud for Data, a suite of data management and analytics tools that redefine the way clients can discover, organize, and analyze data. These new analytical tools are designed to enable institutional clients to construct, test, and monitor portfolios through a rigorous macro lens and gain a more accurate understanding of their portfolios’ risk profile.