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

Upcoming Webinar: Agility as Alpha: How Trading Infrastructure Determines Who Wins in Volatile Markets

Date: 21 May 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes Tariff shocks, geopolitical realignment and macroeconomic regime shifts are redrawing the investment landscape faster than most firms’ technology stacks can keep up. For hedge funds and asset managers, the ability to move quickly into new asset classes, geographies or...

BLOG

BCG Expand: Market Data Industry Tops $50bn as Growth Normalises and Cost Discipline Tightens

Global market data industry revenues surpassed $50bn for the first time in 2025, reaching $50.5bn, according to BCG Expand’s latest Market Data Market Sizing report. Total revenues grew 6.4% in 2025, down from 6.6% in 2024 and 8.3% in 2023, signalling a moderation after several years of stronger expansion. The slowdown, however, does not point...

EVENT

AI in Capital Markets Summit London

Now in its 3rd year, the AI in Capital Markets Summit returns with a focus on the practicalities of onboarding AI enterprise wide for business value creation. Whilst AI offers huge potential to revolutionise capital markets operations many are struggling to move beyond pilot phase to generate substantial value from AI.

GUIDE

Enterprise Data Management Europe 2010

he US may seem to be ahead of the rest of the world in terms of championing the data management cause with the inclusion of reference data focused items in the Dodd-Frank Act, but Europe is not too far behind. Senior European level officials such as European Central Bank (ECB) president Jean-Claude Trichet have taken...