Extract Analytics is an independent, full-service, boutique research and consulting firm. We use data both to exploit the volatility and to quantify the opportunities that exist beyond traditional pattern and trend analysis. With 20 years of mutual fund, macro market and leveraged institutional trading desk experience at its core, we operate with rigor and integrity while helping clients complete the price, time, magnitude and risk puzzle.
In an industry beset by disruption, we recognize the growing need for unbiased, probability-based technical research that goes well beyond just trend lines. We go deeper (through proprietary models, extensive data visualization, etc.) to extract the volatility-based risks and opportunities that surround key technical developments, economic and monetary events, and portfolio review periods.
After two decades of serving both institutional and individual clients, we've established a foundation of rigor and integrity. As Subject Matter Experts (SME) for the industry leading Chartered Market Technicians Association, our clients benefit from superior, real-time consultation, as well as the next level of understanding needed to produce effective and robust reporting.
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We truly care about our customers! That's why we've worked so hard to provide individuals with the same quality of research that banks and hedge funds use to make their investment decisions, at affordable price points.
The Extract Essentials suite of publications was borne from two decades of mutual fund, macro economic and leveraged institutional trading desk experience. These publications are designed to complement each other by combining volatility -based market-timing tools with factor-based alpha generation, macro analysis and contrarian insights.
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Why Choose Us?
Let’s face it, market participants both need and deserve more from their technical research. By combining data-driven overlays with traditional trend and pattern analysis, we quantify both the probability of success and drawdown risk surrounding a qualitative thesis.
Whether you're a retail investor or a leveraged institutional trader, our research is designed to help you sleep a little better a night.
At the heart of our research lies volatility-based buffers that help members understand when manic price action caused by baseless tweets, rogue headlines and anomalous data should be viewed as either benign or trend altering.
Market participants need to know the regime-related risks and opportunities that surround discretionary market signals and key fundamental events.
While discretionary technical methods provide us with insights regarding direction and magnitude, we employ volatility-based probability studies to quantify the price levels that are likely to be targeted at certain points in time.
Our institutional products are driven by detrended data strategies that provide tactical participants quantified trade ideas and market timing insights, and help investor relations representatives and financial advisors understand the volatility characteristics and regime-related performance tendencies surrounding key corporate event windows & portfolio review periods.