Ground breaking macro analytics that extract signal from https://xitter.cf/t.co/u2gZwW485l driven insights to uncover what's really going on. Look Up™ **Not financial advice**
London, UK
Joined October 2015
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Why have Spoos been so resilient in the face of the big rise in US 10y yields?
We join the dots
#sp500 #spy #factorinvesting
A L/S equity book can have clean factor exposures and still bleed through a regime shift. The exposure
tells you the shape of the position. It doesn't tell you how sensitive that position is to the macro
environment right now. Those are different inputs, and leaves a gap.
Quant Insight retweeted
EXCLUSIVE: Hedge fund titan Chris Rokos to leave the UK for Greece, the latest exit by one of the country’s top taxpayers and biggest names in finance. He ranked 3rd in the Sunday Times’ latest annual list of top tax payers, with a bill of £330m. bloomberg.com/news/articles/…
Daily attribution separates two things most PMs conflate: Returns earned because the environment cooperated. Returns earned because the stock pick was right. Buffett calls it "swimming naked at low tide." The environment eventually goes out, and you find out what you really own.
See it on your own book:
Request a Macro Factor analysis on a live equity portfolio inside @FactSet Portfolio Analytics.
Ask your @FactSet representative
#equities #portfoliomanagement
"What investors have lacked is a systematic measure of the macro environment their companies operate in."
Mahmood Noorani, CEO, Quant Insight.
Now you can identify, measure and action via @FactSet
No new platform. No new workflow. Macro exposure now sits beside the style & sector metrics your team already tracks in @FactSet
#RiskAnalytics
Separating skill from luck starts with knowing what the macro environment handed you. An equity portfolio return driven by conditions isn’t alpha. Quant Insight quantifies that gap daily across 18,000+ securities.
When the environment is top-down driven, most stocks move together. That’s not diversification failing - that’s regime information.
Knowing which conditions are in control changes how you read an equity portfolio.
Most funds track what their portfolio did.
Fewer track what the macro environment made their portfolio do.
Those are different questions, and measuring both leads to better investment and risk decisions next time.
When sizing, adding, or trimming a position, one question matters:
How much of the return is the stock — and how much is the macro environment?
Quant Insight measures macro exposure daily at the individual stock level, helping separate market tailwinds from genuine alpha.
Most funds can’t tell how much of their return is real alpha.
Macro tailwinds, factor tilts, and stock-specific insight all land in the same P&L line.
Strip the macro layer out first. What’s left is the only thing worth measuring.
That’s what MFERM was built to answer.
Most funds run three equity risk models and get three different answers about what’s driving returns.
The frustrating part isn’t the disagreement. It’s that none of them ask the environmental question first.
MFERM does. At the single-security level. Every day.
Conviction built on a stale read of the environment is a timing problem.
Rates move. Spreads reprice.
Quant Insight’s factor model updates daily across 18,000+ securities — so your thesis reflects where conditions actually are, not where they were.
The Macro Risk Pulse tells you, in real time, what proportion of S&P 500 risk is environmental versus stock-specific
When that number is elevated, bottom-up stock picking operates on a different premise
Most PMs discover regime shifts after the fact. This shows it as it happens
A long/short book can look well-constructed on any given day
Sector diversified. Factor neutral. Reasonable gross and net
But those attributes are measured against the book itself, not against the environment driving it
quant-insight.com can help measure these impacts
A portfolio can look right in one environment and wrong in another.
Some positions are driven more by rates, spreads, and growth expectations than by company fundamentals.
That's not a stock problem. It's a visibility problem.
Are you measuring it?
quant-insight.com/
📊 Nikkei/SPX at 5yr lows—mean reversion setup
💴 CHFJPY cheapest Yen cross—efficient short entry
⚠️ US 5s30s steepener stretched vs macro fair value
Mean reversion or regime change? 🎯
📥 Full PDF at the link below:
quant-insight.com/insight/ma…
SPY's GDP sensitivity is at a 5-year high. Markets just flipped regimes again:
➡️Jun '21-Sep '23: Good news = good news
➡️Sep '23-Jul '24: Bad news = good news
➡️Jul '24-now: Good news = good news
📥 Full PDF at the link below.
quant-insight.com/insight/ma…
