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.
Morning Market Squeeze
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Succinct in its delivery and strategic in its approach, this report delivers total market coverage of stocks, bonds, commodities and currencies every trading day.
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We use data to create tools that bring a value-added layer to traditional technical signals in an effort to:
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Establish probability-based price expectations leading into key fundamental and economic events
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Identify volatility-based price expectations for the current trading session
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Quantify the drawdown risk and profit potential surrounding key technical developments
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Categorize the volatility caused by rogue headlines, baseless Tweets and anomalous data as either benign or trend--altering​
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Define trend strength using CTA trend following models
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Find actionable Long and Short trade ideas
Weekend Macro Press
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This comprehensive review of cross asset sentiment, macro trends and investor positioning is delivered every Sunday to get you ready for the week ahead.
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Proprietary models are used to:
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Quantify the drawdown risk and profit potential associated with weekly Commitments of Traders data
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Gauge the sustainability of major cross asset trends and identify contrarian turning points
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Establish volatility-based price expectations for the week ahead​
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Rank weekly momentum based on current regime character
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Find actionable Long and Short macro trade ideas
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Factor Mash
Coming Soon