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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
Succinct in its delivery and strategic in its approach, this report delivers total market coverage of stocks, bonds, commodities and currencies every trading day.
We use data to create tools that bring a value-added layer to traditional technical signals in an effort to:
Establish probability-based price expectations leading into key fundamental and economic events
Identify volatility-based price expectations for the current trading session
Quantify the drawdown risk and profit potential surrounding key technical developments
Categorize the volatility caused by rogue headlines, baseless Tweets and anomalous data as either benign or trend--altering
5. Define trend strength using CTA trend following models
6. Find actionable Long and Short trade ideas
Weekend Macro Press
This comprehensive review of cross asset sentiment, macro trends and investor positioning is delivered every Sunday to get you ready for the week ahead.
Proprietary models are used to:
Quantify the drawdown risk and profit potential associated with weekly Commitments of Traders data
Gauge the sustainability of major cross asset trends and identify contrarian turning points
Establish volatility-based price expectations for the week ahead
4. Rank weekly momentum based on current regime characteristics
5. Find actionable Long and Short macro trade ideas
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.
Cost-Effective Outsourcing Solutions
Strategy Enhancement Overlays: Quantified technical overlays provide a powerful complement to your fundamental work
Portfolio Reviews: Event-driven reports offer clients unmatched insight into how they should be positioning ahead of key fundamental events like earnings reports, portfolio review periods and monetary policy decisions
Scenario Testing: Extract, detrend and test the data to generate statistical evidence to help build your market-based hypothesis
Stakeholder Engagement: White Label and other content services that provide your clients and shareholders insights that are unique and actionable