Macroeconomic Quantitative Model (MQM)
The first of these is the monthly Macroeconomic Quantitative Model (MQM), which is operated using a top-down approach. The model screens emerging countries’ using macroeconomic indicators and singles out an attractive country. The model then screens the various sectors within the market (often times organized in-house) to select the most attractive sector. Finally, a single company is selected using a comparables table between the companies within the selected sector. From here, diligent in depth analysis is done on the company specific fundamentals.  In the end the report details the findings of each screen, giving quantitative data driven results and qualitative commentary on the macro-economy, the sector and the company specific picks.

S&P 500 Quantitative Sector Model
The second is a quantitative-based sector model, which scores all S&P500 sub-sectors on a monthly basis, and outputs long/short candidates. The model uses proprietary weightings on various fundamental and technical indicators to select its positions, with the end result being a market neutral strategy that locks in returns no matter where the market is trending.

Company, Sector and Fund Snapshots (Snipers)
The third platform was designed for the company’s need to process research reports in a timely and standardized fashion, in order to approach every company, sector or fund investment opportunity through the same lenses. These reports, which we have tagged as “Snipers”, combine balance sheet information, comparables tables, third-party research, historic valuation, relative valuation, and ‘trackers’ which are indicators selected to foresee earnings surprises. These ‘trackers’ are also designed to track the underlying drivers behind revenues/costs of the company, as to provide a continuous monitoring of financial health.