iQ Models of Models Portfolio

A STRATEGIC APPROACH to SELECTING iQUANT MODELS

With nearly 30 institutional-quality investment models from which to choose, iQUANT subscribers are often faced with the daunting task of determining which of our robust investment models to utilize for their clients’ portfolios.

We created the iQUANT Portfolio Optimizer to help Investment Professionals craft portfolios based on historical returns and correlations.  The Portfolio Optimizer provides an elegant and static approach to building portfolios.

Now we offer two iQUANT Models of Models to accommodate a strategic approach to selecting iQUANT models.

For the more risk-adverse Advisor, we offer the iQUANT Moderately Conservative Model of Models.  For Investment Professionals seeking more aggressive returns with a less historical standard deviation than the stock market, we offer the iQUANT Moderately Aggressive Model of Models.

PROCESSES

The Models follow the following rules-based and emotional selection process - each process combines multiple disciplines (i.e. MPT, Momentum, and macro correlation):

Moderately Conservative Model

The iQUANT Moderately Conservative Model of Models follows the following rules-based process (on a seasonal quarter basis):

1. Starting universe = every iQUANT model

2. Sort by Maximum Draw-down and keep the lowest 1/3.

3. Sort by 2-year correlation to Oil and keep the bottom 3 iQUANT models.

Moderately aggressive model

The iQUANT Moderately Aggressive Model of Models follows the following rules-based process (on a seasonal quarter basis):

1. Starting universe = every iQUANT model

2. Sort by downside capture ratio and keep the bottom 1/2

3. Sort by price momentum and keep the top 3 iQUANT models.