Protect your alpha by managing the embedded macro factor exposures in your portfolio.
There are non-traditional factors driving equity portfolio risk and return in this more volatile world. CROs and CIOs tell us they need to better understand these macro exposures in order to explain their returns to PMs and investors alike, and to forecast risk more effectively. There is a clear frustration with the usual ad hoc, backward looking correlation based approaches. It may appear hard to deal with, but it's not. Qi have developed a quantitative, robust and comprehensive macro factor risk model to help you complete your risk picture
Our Solutions
Macro factors increasingly challenge equity investors' ability to generate alpha, yet remain hard to quantify. Our solution is fine tuned for global equities and compliments traditional style factor models to tackle this critical driver of performance.
A robust cross-asset, valuation engine to identify dislocations, between macro information and price.
Enables investors to identify macro regimes and build portfolios resilient to macroeconomic shifts.
