Beyond Traditional Momentum Research
Customized Portfolio Solutions for Market Professionals
Global ● Institutional ● Actionable
"He (Anthony) has experimented with a number of different services over the years, but now relies mainly on Fidelity's own in-house technical analysts and an American service, QAS, for international stocks. The great advantage of the American service is that it routinely classifies where in the cycle the charts suggest each of the leading stocks in its universe has reached."
From the best-seller "Investing Against the Tides: Lessons From a Life Running Money"
Fidelity Special Situations Fund
"As CIO of the Robeco Group, I chaired the investment committee which was responsible for the asset allocation of our balanced portfolios. We used the QAS-signals for both the equity and the bond markets. As international managers, we also made regular use of the QAS-work on currencies. During my years as portfolio manager of the Robeco’s flagship global equity fund, I went through the US and international stock reports at least once a week, in order to pick up signals that could prompt a buy or sell decision. In fact I would never make a buy or sell decision, without having consulted the QAS reports."
Jacob Van Dujin
Former CIO Robeco Group
Global Equity Fund
“I have experience with QAS on multiple levels, particularly in terms of their in-house technology capabilities. Outsourcing the daily operational grind of data gathering and preparation to experienced QAS techs allowed my team to focus on other critical areas. By understanding and documenting our process, new efficiencies were identified and incorporated. Cross-training by their team provided the robust operational stability I needed, without additional personnel responsibilities. That was big to me.”
David H. Morton
Editor & Publisher
Objective ● Disciplined ● Adaptive
We are the “Big Data/Momentum Factor” experts. However, we go beyond traditional momentum methods.
The cornerstone of our methodology is a Highly-Sensitive Proprietary Price Cycle Eco-System consisting of the Eight Quant-Rating segments responsible for eight distinct and inter-related market conditions. QAS’ sophisticated algorithm simultaneously calculates and compares quantitative ratings within three different time-frames – Long-Term, Intermediate-Term and Short-Term for every security or index in our Global Database.
Our investment decision making process is based on a unique combination of multiple time-frame quantitative ratings.
For example, our Best Buying opportunities occur when multiple time-frame ratings are turning positive.
Request a call with a QAS specialist to discuss various portfolio construction ideas using QAS quant ratings.
In addition to our basic quant-ratings system, we created our own Risk Framework to analyze risk levels for every security and index in our Global Database, as well as a proprietary Relative Strength Score System to analyze a security’s relative market profile as compared to a benchmark.
By combining QAS Risk Zones with the QAS Relative Strength Score System you get a powerful analytical resource for your “OW/UW” decision making process as well as an overall Risk Management Overview of your investment portfolio.
For example, we would recommend to Overweigh the stocks with a low risk zone and positive relative score, and Underweigh stocks with a high risk zone and negative relative score.
QAS’ top alpha-generating thematic strategies in 2019 were US Large-Cap New Economy Focus, China, Global ESG and Global Small-Cap.
QAS ANALYST DESK QUICK NEWS (04-02-19): QAS CHINA ALL-CAP OPPORTUNITY W/PROTECTION STRATEGY IS UP +21.3% YTD
CHINA EQUITY MARKET PRESENTS SIGNIFICANT UPSIDE POTENTIAL IN 2019