Ramsey Quantitative Systems, Inc. (RQSI) has launched Ravel Snapshot, a new dashboard that offers investors a daily synopsis of signals and reads generated by Ravel, the firm’s data visualization tool. Investors can use Ravel Snapshot to view asset class exposures, reads from RQSI’s Econometric framework, and macroeconomic market outlooks for context and transparency into the mechanics of the firm’s award-winning Systematic Global Macro program.
RQSI's Systematic Global Macro strategy has three distinct, broad categories of trading models: Econometric, Technical, and Relative Value. Ravel, and by extension Ravel Snapshot, is meant to illuminate the Econometric sleeve. The Econometric trading models utilize only global economic data rather than security price data to generate signals, which break into four categories: Growth, Yield, Fear and Inflation. Global macroeconomic data is used to build RQSI's view of each component. Ravel Snapshot shows the actual asset class exposure the firm has on a daily basis as a result of its Econometric models.
Most systematic strategies are viewed as a black box; Ravel Snapshot is RQSI’s counter to the opaque reputation of the liquid alternative industry. The dashboard provides quick access to the underlying signals that lead to the strategy’s positions along with a straightforward depiction of how the firm’s trading models expect markets to respond to conditions of the global macroeconomy.
"The liquid alternative industry is notoriously unwilling or unable to provide transparency,” said John Ramsey, Portfolio Manager at RQSI. “The simple explanation is that managers are greedy jerks who don’t want to answer to anyone, and maybe that holds some water. But clearly demonstrating how a complex, continuously updating machine like a systematic trading program works is difficult to do. We built Ravel to demonstrate how our program works. Ravel Snapshot is a sneak peek."
Along with the daily dashboard view of Ravel Snapshot, investors can subscribe to the Ravel Report to receive a more comprehensive report covering Ravel’s reads on a daily, weekly, or monthly basis. Both Ravel Snapshot and the Ravel Report are available for immediate use on www.rqsi.com/tools/ravel-snapshot.
Ramsey Quantitative Systems, Inc. (RQSI) is a quantitative asset management firm headquartered in Louisville, Kentucky. Founded in 1986 by Neil Ramsey, RQSI has been a pioneer in systematic trading for over 34 years. RQSI’s investment strategies have earned numerous accolades including a 2019 win for Best Systematic Macro Fund at the HFM Global CTA Intelligence Awards.