QAS provides actionable quantitative research on global financial markets to institutional investors around the world.
For four decades QAS helped market professionals improve their investment process by providing them with forward-looking and highly consistent alpha generation solutions.
QAS provides uniquely calculated highly sensitive score-based ratings. This quantitative system has proven its ability to adapt to a wide variety of market and economic conditions over many years.
Our proprietary algorithm produces reliable information that leads to a more consistent alpha generating investment performance.
Many of the world's most-acclaimed investment advisors have relied on QAS's comprehensive (Stocks, Interest Rates, Currencies, Commodities and Indices) ratings to produce industry-leading results over many decades.
QAS uses its own independent risk framework which is unique compared to any other risk methods. The QAS Risk Framework is based on Six distinct risk zones. It produces actionable information regarding possible regime changes for QAS clients allowing both variable and adaptive levels of sensitivity.
The QAS Six Risk Zones system regularly identifies market moves (in both directions) earlier than traditional ratings systems. For many clients the QAS ratings serve as an important risk management tool. In addition to utilizing QAS to identify opportunities, and manage risks, many long-time clients utilize QAS Ratings Classifications to validate opportunities uncovered by their own in-house fundamental and/or quantitative research.
Headquartered in Jersey City, NJ, the privately owned firm has served a loyal clientele for four decades.