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

Coverage

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

Data Frequency

Daily (other frequencies available on request).

Delivery

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.

 

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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.

Downloads

Whitepaper

Qi for Macro Risk

Dr. Brian Healy

Qi Risk White Paper

Whitepaper

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

Professor Michael Hobson

QI White Paper Prof M Hobson

Whitepaper

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

FAQ

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

Contacts

Mike Bournes

Euronext London

+44(0) 207 076 0941

mbournes@euronext.com

Buy side sales team

buyside_sales@euronext.com

Masami Johnstone

Euronext London

Tel: +44(0) 207 076 0954

mjohnstone@euronext.com

Lei Wang

Euronext Paris

+33(1) 70 48 28 86

lwang@euronext.com

Disclaimer

This publication is for information purposes only and is not a recommendation to engage in investment activities. This publication is provided “as is” without representation or warranty of any kind. Whilst all reasonable care has been taken to ensure the accuracy of the content, neither Euronext nor Quant Insight guarantees its accuracy or completeness. Neither Euronext nor Quant Insight will be held liable for any loss or damages of any nature ensuing from using, trusting or acting on information provided. No information set out or referred to in this publication shall form the basis of any contract. The creation of rights and obligations in respect of financial products that are traded on the exchanges operated by Euronext’s subsidiaries shall depend solely on the applicable rules of the market operator. All proprietary rights and interest in or connected with this publication shall vest in Euronext. No part of it may be redistributed or reproduced in any form without the prior written permission of Euronext. Euronext refers to Euronext N.V. and its affiliates.. Information regarding trademarks and intellectual property rights of Euronext is located at www.euronext.com/terms-use © 2019, Euronext N.V. - All rights reserved.

Quant Insight refers to Quant Insight Limited and its affiliates. Information regarding Quant Insight may be found at www.quant-insight.com. Quant Insight Limited [FRN: 708235] is an appointed representative of Duff & Phelps Securities Ltd. [FRN: 466588] which is authorised and regulated by the Financial Conduct Authority. Under the terms of its appointed representative arrangement with Duff & Phelps Securities Ltd. Quant Insight Limited is only permitted to market products to professional investors who are appropriately categorised as such in their relevant jurisdiction. Quant Insight Limited is registered as an investment advisor with the Securities and Exchange Commission.