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 Predata Geopolitical Predictive Risk Signals to Analysis Framework

Subscribe to our newsletter

Quant Insight and Predata have partnered to add Predata’s global geopolitical risk signals from its predictive analytics platform to Quant Insight’s quantitative macro analysis framework and processes. The aim of the partnership is to give institutional investors and traders a better grasp on political, financial and economic factors driving asset prices, and insight to help them optimise investments and quantify trades on assets that incorporate political risk.

Mahmood Noorani, founder and CEO at Quant Insight, explains: “Having the expertise to know which data is relevant, how to interpret that data and translate it into actionable investment ideas is crucial in today’s trading environment. By partnering with Predata we can ensure all financial market participants have access to our combined analytics capabilities and can evaluate both economic and geopolitical factors when choosing a trade expression that best suits their macro view.”

Hazem Dawani, CEO at Predata, adds: “Collaborating with Quant Insight provides a perfect application for our predictive intelligence, risk and geopolitical signals to create an anticipatory view into popular risk topics and events that investors can then translate into actionable ideas.”

Quant Insight is a macro research firm that provides actionable quantitative analysis to hedge funds, asset managers, pension funds and wealth managers. Predata builds models of human behaviour online using alternative data and machine learning techniques to identify and map patterns that precede major market and political events. The data and models are then transformed into risk signals, market indicators, and political and economic event predictions.

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: The Role of Data Fabric and Data Mesh in Modern Trading Infrastructures

The demands on trading infrastructure are intensifying. Increasing data volumes, the necessity for real-time processing, and stringent regulatory requirements are exposing the limitations of legacy data architectures. In response, firms are re-evaluating their data strategies to improve agility, scalability, and governance. Two architectural models central to this conversation are Data Fabric and Data Mesh. This...

BLOG

AI Personalization in Trading: Where We Are and Where We’re Heading

Ivan Kunyankin, Data Science Team Lead at Devexperts. AI may have started out its brokerage career in back-office, enhancing operational efficiency by providing human teams with actionable client insights, but it’s now being promoted to more sensitive client-facing roles. As AI tools continue to evolve and become normalized in more areas of daily life, financial...

EVENT

AI in Data Management Summit New York City

Following the success of the 15th Data Management Summit NYC, A-Team Group are excited to announce our new event: AI in Data Management Summit NYC!

GUIDE

Valuations – Toward On-Demand Evaluated Pricing

Risk and regulatory imperatives are demanding access to the latest portfolio information, placing new pressures on the pricing and valuation function. And the front office increasingly wants up-to-date valuations of hard-to-price securities. These developments are driving a push toward on-demand evaluated pricing capabilities, with pricing teams seeking to provide access to valuations at higher frequency...