Solutions

Qi’s market “brain” ingests millions of data points daily across real GDP growth, inflation, monetary policy and other key factors. All data is cleaned, normalised and processed. Solutions are delivered via web platform, messaging platforms, and by API straight into Excel or Python.

The result is clear value to:
Portfolio Managers, Asset Allocators, Traders, Quants, Risk Managers, Insurance companies and Corporate treasurers.

Highlights

Receive curated signals across asset classes several times a week through our Insights.

Delivered by email, this distills the most interesting developments during the week.

Asset Allocation

Monthly asset allocation for wealth and asset managers.

In one framework, asset allocators can quantify the macro regime; observe whether spot price is leading or lagging the macro fundamentals; add a momentum metric to see if the technical picture supports any valuation signal.

Web Platform

Access the power of Qi covering 6,000+ assets, with intraday updates.

Set up custom watchlists and dashboards.

Macro Factor Risk

Access data via API and gain transparency over your portfolio’s macro exposure and see exactly where it is coming from.

Custom Dashboards

Harness the power of Qi in a totally flexible way and integrate unique analytics into your Excel environment.

Thematic Baskets

Unique IP that constructs baskets of securities to track a theme.

Track GDP growth, hedge climate change or identify the portfolio that isolates exposure to inflation. Qi’s clients have traded hundreds of millions of notional exposure in baskets in Q1 2021 alone, via Qi’s partner banks.

All results are out-of-sample and do not “back fit”

API

Accessed via cloud based API in a Python development environment.
Seamlessly connect your applications to real-time quant macro analytics
Easy to access case studies via GitHub

Retina™

Real time notifications and alerts.

Our most powerful solution scans your instrument universe in real time and notifies you when valuation and momentum/trend align to generate a high probability trading signal.

Highlights

Receive curated signals across asset classes several times a week through our Insights.

Delivered by email, this distills the most interesting developments during the week.

High quality insights direct to your Inbox.
Unique observations across asset classes.
Actionable ideas for investment and risk management.

Asset Allocation

Across equity indices, equity sectors, government bond, credit & commodity ETFs, Qi adds another dimension to the asset allocator’s traditional investment clock.

Empirically identify which stage of the economic cycle any asset is in. Sensitivity to growth & inflation define the boom, bust, Goldilocks or stagflation regime.
Add a macro valuation overlay. Is the asset rich or cheap to its macro environment?
Include trend & momentum dynamics. Is an ETF on the cusp of a new uptrend; is the existing trend losing momentum?

Web Platform

Access the power of Qi covering 6,000+ assets, with intraday updates.

Set up custom watchlists and dashboards.

Cut through the sea of PDFs, conflicting opinions and data overload.
Save time and instantly view the macro regime, valuation metrics, and sensitivity to growth, inflation, credit, real rates, credit conditions, the Dollar, risk aversion measures and more for 6,000+ assets in real time.
Qi’s rigorous process effectively deals with the fact that macro variables are correlated and sometimes non-stationary. We ingest 6mm+ data points daily to deliver high probability trade ideas and signals.
All asset classes, across both DM and EM are covered. Create and save your own custom models, set up watchlists, dashboards and notifications

Macro Factor Risk

Access data via API and gain transparency over your portfolio’s macro exposure and see exactly where it is coming from.

Macro risk is more important than ever.

What is the implicit macro bet of your entire portfolio?

How exposed are you to a shift in inflation, real GDP growth, monetary policy or a big move in energy prices?

This is especially true for equity investors, who are increasingly frustrated by macro cross-winds blowing their portfolios off course and wiping out their alpha.
Qi presents a rigorous, proven, one-stop solution for managing your overall macro exposure.
We don’t need to know your portfolio either. Just take our sensitivity data directly via Rest API and apply it to your portfolio to measure your macro.

Custom Dashboards

Harness the power of Qi in a totally flexible way and integrate unique analytics into your Excel environment.

Signals for macro valuation and momentum/trend, regime shift indicators and key macro drivers piped from the cloud directly into Excel to give you total flexibility and easy integration into your process.

Rigorous back tests demonstrate the robust Qi edge

Thematic Baskets

There are infinite combinations of stocks.

Using unique optimisation IP and a machine learning framework with a dynamic training window, developed for Qi by Cambridge University academics, you can find the portfolio that tracks your theme with low out-of-sample tracking error.

Whether it is finding a way to get long inflation, a much cheaper way to be short China stocks, play for a widening of credit spreads without the punitive carry costs, or to strip out unwanted macro exposures from your portfolio, Qi’s baskets product is a powerful and unique solution.

We are not aware of any investment bank or other provider that offers this technology and solution.

Chart and data: Qi US Inflation basket

Notional split: 50/50
1 year correlation: 82%
Beta: 0.80% move in basket for 10bps move in 5yr inflation
Dividend Yield: 0.80% (estimated)

API

Accessed via cloud based API in a Python development environment.
Seamlessly connect your applications to real-time quant macro analytics
Easy to access case studies via GitHub

Our Rest API connects directly to Python and Excel.

Access 11+ years of daily data for thousands of instruments across stocks, sectors, indices, rates, FX, futures and commodities. Our quantitative macro valuation signals, sensitivities, risk measures and model confidence data are all easily accessible.

Qi’s API can power alpha signals, trade expression and risk management use cases and offers complete flexibility to systematic and discretionary asset managers. Full support, documentation and code examples are available.

Retina™

Qi searches across your asset universe in real time to notify you when specific conditions are satisfied.

1. A macro factor based valuation signal needs to be identified
2. Model confidence needs to be above a threshold - typically 65%
3. Enhanced numerical measures of price velocity and acceleration need to support the valuation signal.

Notifications are pushed to you via a Slack messaging channel.

Integration with other messaging platforms is in process.
Machines are ideal for scanning markets in this way and ensuring you do not miss any key market shifts.

Insights