QXI - Active Management of Passive Indices
QXI PTE LTD is a quantitative research firm focused on building solutions for investment management and asset allocation strategies to deliver long-term value in a constantly changing multi-asset universe.
QXI – Discipline, Decisions and Scaling Through Systematic Methodology
For over 15 years, QXI has applied a rigorous approach to active management of passive indices. QXI uses data intensive research, practical insights from our experiences, leverages technology and quantitative decision making to deliver a dynamic, systematic, consistent and disciplined evaluation of the investment landscape.
QXI - Doesn’t Follow the Herd
QXI’s work departs from orthodoxy in our views of risk and achieving consistent long-term out performance, but otherwise has similarities to some prominent long-term investors.
QXI - Theory Implemented
QXI partners with select investment managers to provide investors with the opportunity to benefit from our research and strategies in a liquid and cost effective manner.
QXI’s model systematically identifies and over-weights asset classes with high Risk Normalised Expected Returns (RNER) while underweighting asset classes with low RNERs. The methodology compares the relative attractiveness of a comprehensive set of asset classes, rebalancing portfolio weights in order to harvest alpha. The methodology assesses the relative value of asset classes at a given instant in time rather assessing the value of asset classes relative to their own history.
QXI’s process is data intensive with over 20,000 data points collected each day for input into its algorithms. This data covers a wide range of types and risks including market, financial, economic, fundamental, geopolitical, social and environmental measures.
QXI’s methodology does not result in just a single investment portfolio, but instead provides the tools for building, analysing and back testing a wide range of multi-asset portfolio solutions. This allows managers and investors to create a range of tailored model portfolios that over the medium-term, in all market cycles and environments, grow wealth whilst minimising capital impairment.
QXI’s process is repeatable and creates a sustainable, long term investment strategy, in marked contrast to strategies which attempt to string together a collection of one-off trades which are self-liquidating by their very nature.
QXI’s process has been implemented for the past decade and has been subjected to out of sample back-testing over the last 50 years, using almost 0.25 billion data points.
QXI’s outputs lend themselves to execution on transparent, liquid, exchange traded products and sovereign securities.
