Non-Sustainable Policy Doesn’t Produce Sustainable Growth

We want to revisit a paper we wrote on Aug 31, 2021 titled "Is Yesterday's Sell-Off Just the Tip of the Iceberg?” In this piece, we evaluate the concerns we shared about burgeoning global economic and geopolitical issues at the time.

Statistical Facts and the Anatomy of a Drawdown

From April 18 – June 30, 2022, our main fund was down 15.3%, the largest drawdown we have suffered since 2020. Fortunately, we started out the year on a very strong note and are poised to post a solid year.

Investor Behavior & Investor Decisions

Overcoming Bias and Instinct to Optimally Invest

Natural human instincts can be a barrier to optimal investing. A strong investment process is key to overcoming that barrier and finding the strategy that works for you.

Is Yesterday's Sell-Off Just the Tip of the Iceberg?

How can an investor expect sustainable, responsible growth when the policies that have created the environment we invest in are non-sustainable?

Institutional Illiquidity Modelling

Did Harvard Go Wrong in 2009?

In this paper, we take the liquidity crisis and drawdown that Harvard's endowment faced during the Great Recession as a case study to explore the implications of illiquidity.

Lessons Learned in Research

Neil Ramsey Featured in Marex Alternative Best Practices Video Series

Neil was recently featured in Marex's Alternative Best Practices series where he discussed current trends in the market and lessons learned from decades of trading experience.

A Guide to Understanding Systematic Investing

Systematic investing strategies have the benefit of producing historical expectations that can be compared to real experience and the further advantage of having rules that can be understood and replicated.

RQSI Champions Investor Transparency with Ravel Snapshot

Ravel Snapshot offers unparalleled transparency and insight into RQSI’s systematic global macro strategy by providing asset class exposures and reads from the firm’s econometric framework.

What is Risk?

How a Systematic Investor Assesses Risk in the Market

Risk is implicit in every decision we do or do not make. In our latest paper, we explore risk from both a philosophical perspective and objective framework.

Who Gets Harmed When You Ban Short Selling?

If your real problem with short selling is that you think it's an evil way for fat cats on Wall Street to get even richer by betting against the little guy, think again.

Should You Trust the Stock Market Bulls?

Even without inflation becoming the catalyst for higher interest rates and cascading risk across the system, it doesn’t take a lot of creativity to imagine many other scenarios that burst the euphoria of this equity rally.

Building the Case Against Bonds

Are bonds still a worthy addition to your portfolio? We discuss the disadvantages of allocating to domestic and foreign Treasury bonds along with recommendations for alternative action.

RQSI Reforms the Endowment Model

RQSI’s New Endowment Model seeks to counter shortcomings present in the classic Yale Model through a modified framework that prioritizes allocations toward foundational sources of return rather than simple asset class definitions.

RQSI Assesses the Attractiveness of the Market with New Whitepaper and Forecasting Tool

RQSI’s latest whitepaper and forecasting tool, Bear Tracker, uses systematic methods and a modified approach to the Dividend Discount Model to predict movements of the U.S. stock market.

Will the Stock Market Crash?

A Modified Approach to the Dividend Discount Model

Will the stock market go down in the next six months? We discuss a framework for assessing the relative attractiveness of the US stock market in the context of the Dividend Discount Model.

RQSI Launches Asset Allocation Tool

RQSI’s latest tool, Wizard of Odds, is a portfolio analysis and simulation tool that illuminates the implications of asset allocation strategies and provides insight into areas for improvement.

RQSI Launches Investment Fee Calculator

RQSI's latest release, Fee-Fi-Fo-Fum, is an alternative investment fee tool that enables investors to generate, evaluate, and compare hedge fund fee structures.

RQSI Pivots Toward Customizable Alternatives

RQSI's latest software platform offers investors unparalleled customization and transparency into the asset management firm's award-winning quantitative funds.

Institutional Investing in a Post-COVID World

A simple go-to strategy for institutional investors may be fraught with danger. Instead, we recommend rethinking your core tenets of investing on the whole.

RQSI Wins CTA Intelligence Award for Best Systematic Macro Fund

For the third time in 4 years, RQSI GAA Systematic Global Macro fund took home the award for best performer in the Systematic Macro Fund category at the HFM Global CTA Intelligence Awards.