Financial Services - Wellesley, Massachusetts, United States
Innovative Quant Solutions LLC (IQS) was founded in 2004 to provide cutting-edge quantitative models and the highest quality research to institutional investors. Our product list includes dynamical stock ranking models and tactical signals for sector, style or country selection. We enjoy collaborating or consulting with clients.Our stock ranking models are based on fundamental factors. What separates us is that we implement dynamic weightings to our factors. Each month, our models are re-weighted to capture changing market environments. By recognizing the type of market environment, we are able to systematically adjust the factors to reflect the skill in that environment. For instance, if the market is very volatile, a p-e type model is less effective than in a normal, or less volatile, environment. All of our market environments indicators are proprietary. IQS indicators include various measures of volatility, size, style, etc. We find that some factors perform significantly better or worse in environments, and when we are in a particular environment, those factors weights are adjusted accordingly.Our tactical signals utilize our proprietary calculations and insights. The models are based on the premise that information is key. As such, the models are not a time series calculation, and do not incorporate every price in the calculation, but rather includes only those prices that register as relevant. This pattern-based model is effective for tactical asset allocation, building a portfolio, or risk control.Please follow us on twitter @IQS_Ian
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