Actionable Indicators

The Next Generation of Actionable Indicators empowering Active Investors

Maybe our investment products don't fit your portfolio or you want to implement Alquant's insights in a tailored way. With our actionable indicators, you benefit from Alquant's insights while maintaining control of your portfolio. Our advanced data-driven and scientific models go beyond standard financial models and are applicable to every portfolio. So our indicators will help you become a better data-driven investor while still letting you have the final decision.

Indicators Benefits

Performance-Enhancing

Increasing long-term absolute performance by enhancing short-term risk-adjusted performance.

Clear

Designed to be simple to understand.

Actionable

Easy to translate into concrete actions.

Generic

Can be applied to every portfolio having an exposure correlated to equity.

Versatile

Can anticipate significant market movements arising from various sources.

Unbiased

Based on facts and data, not influenced by feelings.

Quant & Data Science

Access Outsourced Quantitative Expertise

Investors can now rely on outsourced quantitative expertise to better anticipate market movements while staying in control of the effective implementation. Professional and institutional investors can use the insights of our indicators as a supportive opinion during their investment committees. In-house quantitative researchers are expensive and often hard to get. We made it our mission to provide all investors access to top quantitative insights that are easy to understand and cost-efficient.

Reducing Drawdowns

An effective way to improve long-term performance

Our indicators focus primarily on anticipating drawdowns and risky situations. In this way, they can be used to protect portfolios from significant market drawdowns, thus adding value in the long term by acting like a portfolio airbag. An underestimated mathematical fact is that mitigating losses is an effective way to achieve long-term outperformance. After all, if you can reduce your drawdown from -50% to -20%, you only need a 25% recovery instead of 100% to get back to zero.

Accessible through our User-Friendly Platform

Interactive Charts

Easily analyze performance and zoom-in in any period thanks to interactive charts.

Transparent Insights

Nothing hidden - Get clear insights and details about Alquant's solutions.

Daily Updates

Each new data point is automatically published to keep up with the latest changes without delay.

Simplified Implementation thanks to Advanced Functionalities

Combine Indicators

The Combine Indicators tool gives investors the freedom to combine different indicators to get a comprehensive market view that fits their needs and risk management.

Get Automatically Notified

You can set up personal notifications so that you get automatically notified as soon as one of our indicators exceeds some threshold.

Unbiased and Effective Insights

Complex Indicators made easy to understand

Vega

Volatility Hedging Indicator

Volatility is the only asset whose value increases during market crashes with a very high probability. Thus, market volatility can be a formidable predictor of crashes. Nevertheless, the timing necessary to master this type of signal dynamics requires a high level of expertise and practice. Alquant is proud to offer all types of investors its own quantitative equity exposure indicator relying on volatility analysis. Entirely based on scientific methods and thus avoiding any human bias, this indicator is designed to anticipate market corrections.

Macroeconomic

Global Economy Indicator

The Macroeconomic indicator is keeping a bird-perspective of the real global economy (macroeconomic perspective) and not just focusing on financial markets, which is key to be able to identify financial bubbles and exuberances. It is based on non-financial data and brings an alternative outlook of equity markets.

Credit

High Bond Yields Indicator

The Credit indicator tracks credit/lending conditions which are often considered as a leading indicator of the equity market. Why? Because it is often the case that when lending dries up (credit/lending conditions are unfavorable), all the bad stuff happens. Or in Warren Buffet's words: "Only when the tide goes out do you discover who's been swimming naked."

Indeed, in unfavorable credit environments companies living on debt are unable to gain more financing and defaults or even bankruptcies happen, which in turn negatively impact the overall equity market and especially small caps.

Spike

Volatility Risk Indicator

The VIX (Cboe Volatility Index) is an index based on S&P 500 options that quantifies investors' expectation of market volatility. As high volatility is a recurrent symptom of stock market crashes, the VIX can be interpreted as an index of market fear for the coming month. The computation of the VIX is applied to several time horizons through a multitude of indices such as the VIX9D (Cboe 9-Day Volatility Index) or the VIX3M (Cboe 3-Month Volatility Index).

The Spike indicator takes a broad range of such S&P 500 market volatility measures and combines them to provide a robust and highly responsive risk signal that can be used to dynamically adjust equity exposures in short and mid term horizons.

Rebound

Market Rebound Indicator

The Rebound indicator is a fully price-based daily indicator for capturing short-term rebound movements in equity markets. The Rebound indicator uses a proprietary contrarian model to identify high probability short-term trades.

Monetary Policy

Interest Rates Risk Indicator

The FED's monetary policy and more specifically the entire US yield curve play a major role in the economy and contain important information and expectations about the future economy. The goal of the Monetary Policy indicator is to tell in which regime the economy currently is, to adapt investors' equity exposure.

Momentum

Trend Following Indicator

Take advantage of investor herding by using our quantitative momentum indicator and get notified when a certain market loses momentum. We use a combination of windows to build different moving average crossovers in order to get a diversified view of the current momentum, and we aggregate them into one simple risk indicator.

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