Predictive Indices

Powerful predictive relationships translated into quantitative strategies.

Our proprietary research consists of unpublished, mid-frequency, asset-class level alpha, sourced from a diverse set of traditional and alternative datasources.

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A unique perspective on quantitative, systematic macro strategies.

A unique perspective on quantitative, systematic macro strategies.

Understand the macroeconomic & sentiment factors, cross-asset movements that drive future returns.
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Public Research

Our research publication series started with the desire to share lesser-known, low-frequency, interesting, intuitive predictive relationships that we believe deserve more attention.

Research

Does High Interest Rate Volatility Predict Market Turbulence?

A simple quantitative model to capture the predictive relationship between the volatility of the Short Term Interest Rate Index and the S&P 500 forward returns.