About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

Quant Insight Adds Macro Research to RSRCHX Platform

Subscribe to our newsletter

Quant Insight (QI) has made its research available on the RSRCHX platform, a purpose-built aggregator and marketplace for institutional research that allows portfolio managers to buy reports in compliance with Markets in Financial Instruments Directive II (MiFID II) research rules.

QI came to market in January 2017 and offers macro research that provides quantitative analysis and actionable investment ideas to hedge funds, asset managers, asset allocators, pension funds and wealth managers. Its solution combines high-quality data, proprietary algorithms and artificial intelligence (AI) driven machine learning models to help investors make better investment decisions.

Mahmood Noorani, founder of QI, says: “Ultimately, we offer a fact-based, smarter approach in the pursuit of alpha and the ability to remain agile in a competitive environment.”

The QI platform analyses data sets from the 6,000 securities across major asset classes revealing macro factors driving asset prices and predicting regime changes ahead of the market. The QI analytics tool enables portfolio managers and asset allocators to identify actionable trade ideas and create bespoke hedging strategies designed to enhance execution performance.

The RSRCHXchange platform allows asset management firms to read, purchase and monitor research services from banks, brokers and boutique providers. Research providers can deliver reports to existing clients in a compliant way and make use of the marketplace to reach new customers and monetise research. The platform has a user base of over 1,100 buyside firms and more than 250 research providers.

Jeremy Davies, co-founder of RSRCHXchange, says: “We are always looking to work with innovative research providers that are using new approaches and datasets. QI’s macro analysis ideas are a prime example of new research which is additive and complementary to the more traditional forms of research already being used by our asset manager clients.”

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Navigating the Build vs Buy Dilemma: Cloud Strategies for Accelerating Quantitative Research

Date: 20 May 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes For many quantitative trading firms and asset managers, building a self-provisioned historical market data environment remains one of the most time-consuming and resource-intensive steps in establishing a new research capability. Sourcing data, normalising symbologies, handling corporate actions and maintaining...

BLOG

When Margin Moves Upstream: How TT is Reworking Trading Decisions After the OpenGamma Deal

More than a month after completing its acquisition of OpenGamma, Trading Technologies is beginning to articulate how the deal is intended to change the way firms think about margin, capital efficiency, and trading decision-making. Rather than positioning margin as a downstream risk or treasury concern, TT is now framing capital efficiency as a front-office variable...

EVENT

RepRisk Sustainability Breakfast Roundtable London

The London sustainability breakfast is part of the global roundtable thought leadership event series hosted by RepRisk in key markets, including, New York, Toronto, London, Frankfurt, Oslo, Copenhagen, Stockholm, Hong Kong and Singapore in 2026.

GUIDE

Regulatory Data Handbook 2021/2022 – Ninth Edition

Welcome to the ninth edition of A-Team Group’s Regulatory Data Handbook, a publication dedicated to helping you gain a full understanding of regulations related to your organisation from the details of requirements to best practice implementation. This edition of the handbook includes a focus on regulations being rolled out to bring order and standardisation to...