Goldman Sachs Group has partnered with Quant Insight to leverage Qi’s macro analytics through Goldman Sachs Marquee, its digital platform for institutional investors.
Through this collaboration, Marquee users will be able to access Qi’s intelligence capabilities, allowing for further macro transparency on securities and markets.
Qi macro analytics allow clients to more accurately measure the exposure of their portfolios to key macro factors such as real GDP growth, inflation, monetary policy, financial conditions. Qi’s analytics extract macro sensitivities for thousands of securities.
Its macro factors and macro regime change indicators will be available via Goldman Sachs’ flexible portfolio analytics ecosystem—programmatically via application programming interface or through GS Quant, the firm’s open-source Python toolkit.
These new analytical tools are designed to enable institutional clients to construct, test, and monitor portfolios through a macro lens and gain a more accurate understanding of their portfolios’ risk profile.
Through Marquee, Goldman Sachs delivers data, risk analytics, market insights and trading solutions to institutional investors who leverage the platform for research, trade ideas and live market commentary.
Marquee is also used to regularly create, monitor and back-test investment strategies and manage risk.
“Macro dynamics continue to be important for global markets, and this collaboration will allow us to harness the latest innovations in data science and analytics to offer clients macro risk management capabilities that can assist in their decision-making process,” says
Anne Marie Darling, head of Marquee client strategy and distribution at Goldman Sachs.
She adds, “With Qi analytics embedded into Marquee, our clients can benefit from cutting-edge macro insights and signals, adding a critical extra layer to their investment analysis.”
Mahmood Noorani, co-founder and CEO of Quant Insight, adds, “This offering provides new levels of transparency over the macro exposures of entire portfolios, so that investors can measure how sensitive their securities and overall portfolios are to GDP growth, inflation, monetary policy, real rates and a host of other important macro and thematic factors.”
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