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Actionable Insights Data Store

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Long/Short Nasdaq State Predictor

This model uses various macroeconomic indicators, such as gold, government bonds, corporate bonds, NASDAQ, USD, commodities, and yield curve, to evaluate the current state of the equity markets and predict the direction of the NASDAQ in the next time period. The time interval can be customized based on user preference, with the following whitepaper and simple strategy derived from the daily model. The model considers various factors to provide a comprehensive analysis of the equity markets and help investors make informed decisions.

Key Points & Advantages

  • Good for risk management
  • Uncorrelated returns
  • Support large AUM
  • Can be used for different use cases

Industry Allocator Predictor

This investment analysis approach utilizes a quantitative methodology that relies on technical and relative data from various sectors, including Energy, Industrials, Basic Materials, Consumer Cyclicals, Consumer Staples, Technology, Financials, and Utilities, as well as VIX data. The model analyzes this data to determine the optimal industry for investment in different time horizons, such as daily, weekly, or monthly, based on the user’s preference.

Key Points & Advantages

  • Good when industries are uncorrelated
  • Substantial over performance over the S&P 5
  • Can be used for different use cases
  • Large AUM capabilities

Long/Short S&P 500 State Predictor

This model uses various macroeconomic indicators, such as gold, government bonds, corporate bonds, NASDAQ, USD, commodities, and yield curve, to evaluate the current state of the equity markets and predict the direction of the S&P 500 in the next time period. The time interval can be customized based on user preference, with the following whitepaper and simple strategy derived from the daily model. The model considers various factors to provide a comprehensive analysis of the equity markets and help investors make informed decisions.

Key Points & Advantages

  • Good for risk management
  • Uncorrelated returns
  • Support large AUM
  • Can be used for different use cases

Macro State Predictor

This approach leverages macroeconomic data from various asset classes including Gold, Government Bonds, Corporate Bonds, NASDAQ, USD, Commodities, and VIX. The model analyses the data to determine the optimal asset class for investment in the upcoming time interval, whether it be daily, weekly, or monthly, depending on the user’s preference. By considering a broad range of macroeconomic factors, this solution can provide a more comprehensive understanding of market conditions and help users make informed investment decisions.

Key Points & Advantages

  • Medium correlation to S&P 500
  • Support large AUM
  • Can be used for different use cases
  • Can add a new layer to equity strategy

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