QAS services are based upon a model of forecasting that has been developed
and tested over many years. Underpinning this model are the following
principles:
We analyse the price trend of a stock rather than
the underlying fundamentals of the company.
We are trend forecasters rather than trend extenders.
We forecast the sustainability of a trend or cycle, as opposed to trend
extenders, who indicate a change only after a break of the trend line.
In contrast, we provide notice of an impending trend change.
QAS models blend multiple time frames and seek to capture
price trends lasting:
• from 10-to-20 months/weeks, for Stocks and Industry Groups
• from 10-to-20 months/weeks/days, for Markets and Indices
• from 8-to-10 months/weeks/days, for Currencies, Interest
Rates and Commoditie
The main inputs to our system are price and
time. The price and time inputs help our clients to better
evaluate the market’s current and unfolding fundamentals.
QAS Models can be used as an overlay to the fundamental
and/or quantitative research that our clients perform.
Our Models are robust and apply to all key global
financial markets and commodities
Rather than issue the typical buy, sell, or hold indication, we provide
13 Ratings to forecast price trend expectations for
a stock or index.
