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 Releases Macro Analytics Desktop via OpenFin OS

Subscribe to our newsletter

Quant Insight (Qi), a provider of analytics that focus on macro factors to the buy-side quant community, has developed a client application within the OpenFin desktop operating environment. The move is aimed at reducing overhead while improving client experience and flexibility.

According to Mahmood Noorani, Qi’s founder and CEO, “Making Qi available through the OpenFin ecosystem will allow us to efficiently deliver continuous quant macro data to users without large overheads. Our customers including wealth managers, hedge funds, pension funds will benefit from the enhanced user experience and ease of access to complement their daily decision making and workflow processes.”

Qi provides quantitative macro analytics to buy-side quants operating across multiple asset classes and with emphasis ranging from discretionary to systematic, and from equity long/short to absolute return. Qi helps identify investment opportunities and manage risk, whether they are bottom-up or top-down in approach.

The company combines its own investment expertise with combined high-quality data, proprietary algorithms and AI-driven machine learning models to help clients make sense of complex trading environments and offer actionable buy/sell signals.

The collaboration with OpenFin enables the seamless deployment of Qi’s quantitative macro analytics using OpenFin’s OS, giving end-users a simple, comprehensive macro solution to aid their strategy, via an integrated API and an enhanced user experience dashboard.

In building its data analytics app on OpenFin, Qi reckons it will help clients adopt cutting-edge analytics with less need to develop and invest in quant personnel and the associated technology overheads.

The Qi will leverage the interoperability afforded by the OpenFin environment to expose the macro drivers and sensitivities of assets, indices and portfolios to other applications through OpenFin’s message bus. This will give clients greater understanding of the key influences driving asset prices, so their teams can more effectively manage their risk and performance.

Designed to help active managers evaluate and validate investment decisions, Quant Insight analyses data sets for over 6,000 securities across all major asset classes to uncover the macro factors driving the price of the assets traded and identify regime changes before the market narrative shifts. Using the QI analytics tools, portfolio managers are able to identify actionable trade ideas and create bespoke hedging strategies designed to enhance execution performance and understand their macro risk.

Quant Insight is the result of extensive collaboration between experienced traders and macro investors, data scientists and mathematical models from Cambridge University’s Astrophysics Group led by Professor Michael Hobson.

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: Unlocking value: Harnessing modern data platforms for data integration, advanced investment analytics, visualisation and reporting

Modern data platforms are bringing efficiencies, scalability and powerful new capabilities to institutions and their data pipelines. They are enabling the use of new automation and analytical technologies that are also helping firms to derive more value from their data and reduce costs. Use cases of specific importance to the finance sector, such as data...

BLOG

The New Shape of Market Data: Why Institutions Are Moving Toward a More Modular, Machine-Readable Architecture

For decades, the market-data ecosystem has been defined by reliance on a handful of dominant vendors. Their breadth, depth and entitlements frameworks became foundational to both the trading desk and the wider enterprise. But the requirements of the modern financial technology stack have shifted dramatically. Cloud-native development, agentic AI workflows, and a proliferation of analytics-driven...

EVENT

TradingTech Summit New York

Our TradingTech Briefing in New York is aimed at senior-level decision makers in trading technology, electronic execution, trading architecture and offers a day packed with insight from practitioners and from innovative suppliers happy to share their experiences in dealing with the enterprise challenges facing our marketplace.

GUIDE

Fatca – Getting to Grips with the Challenge Ahead

The industry breathed a sigh of relief when the deadline for reporting under the US Foreign Account Tax Compliance Act (Fatca) was pushed back to July 1, 2014. But what’s starting to look like perhaps the most significant regulation of the next 12 months may start to impact our marketplace sooner than we think, especially...