Macro Risk Insight

Visualise the potential macro risks on your equity portfolio

Measure portfolio macro risk with unique macro sensitivity analysis based on machine learning.

Alternative data for macro risk developed in partnership with Quant Insight™, an expert in machine-learning-driven macro sensitivity analytics. Using innovative quantitative techniques, the Macro Risk dataset provides users with scientific insight into the macro factors driving asset prices.

Data Access


Pan-European (coverage of other markets available on request).

Data Frequency

Daily (other frequencies available on request).


Flat file solution or API for easy integration with user’s internal system.

Pan-European Macro Risk data package

  • Per stock macro vs. micro exposure split
  • Sensitivity to over 30 macro factors
  • Estimated share price movement for the change in each macro factor value.


Pie Chart QI

Powerful insight into macro risk

  • Utilise science to enhance the risk monitoring process
  • Quickly scan the bias of a stock or a portfolio – is it macro-driven or micro-driven?
  • Use robust and technology-driven Macro Risk datasets to decompose the risk associated with macro factors smartly
  • Analyse the extent to which stock or portfolio returns will be at risk if certain macro factors move against you – or, in a portfolio, assess which stocks have the highest risk factor.



Qi for Macro Risk

Dr. Brian Healy

Qi Risk White Paper


Envision by Quant Insight: Financial data visualisation, pattern identi cation and fair valuation

Professor Michael Hobson

QI White Paper Prof M Hobson


Studying the Effectiveness of Qi's Fair Value Gap as a Trading Signal for the Euro Stoxx 600

Qi Data Analytics Team

Qi Euro Stoxx 600 White Paper


Frequently asked questions about QI and Macro Risk Insight

Qi FAQ's

Strong ADXY DXY Coppper 2y Infl. Expec. Brent ECB QT Expec. EUR fx Italian Sovereign Risk
A (€100,000) -1,016 951 -1,159 972 1,560 -493 -1,066 115
B (€100,000) -896 795 -1,101 892 936 -727 308 -415
C (€100,000) -734 687 -735 840 994 -331 -771 355
D (€100,000) -656 596 -465 89 752 -591 4 156
E (€100,000) -1,046 980 -461 964 211 -604 -1098 -1,108
TOTAL -€4,348 €4,009 -€3,921 €3,757 €4,453 -€2,746 -€2,623 -€897


Mike Bournes

Euronext London

+44(0) 207 076 0941

Buy side sales team

Lei Wang

Euronext Paris

+33(1) 70 48 28 86


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