QSG® is a leading provider of independent global equity research, advanced trading analytics, and investment consulting services. We apply a systematic evaluation process to a variety of fundamental, technical, high-frequency and sector-specific signals. QSG employs a talented staff of analysts who are solely committed to the research and development of new sources of excess returns.

QSG does not manage assets or offer execution services, allowing us to provide clients with unbiased, objective research. The active equity managers, hedge funds and traders who leverage our research are focused on new idea generation, enhanced investment performance and lowering trading costs.



Available Research
5/10/2013 - Markit® KD - And They're Off! 4/24/2013 - Markit® KD - A Momentum Quarter for the Record Books 4/24/2013 - Markit® KD - A Momentum Quarter for the Record Books copy 4/17/2013 - Markit® RN - Short Suppliers: Does the Difference Matter? 4/8/2013 - Markit® KD - Incredible Runs 3/12/2013 - Markit® KD - Awaiting the White Smoke 3/5/2013 - Markit® RN - Unintended Consequences: Underfunded Pension Liabilities and Discount Rates 2/19/2013 - Markit ® II - Chasing Yield - REIT 2012 Review 2/11/2013 - Markit® KD - Black Out 1/28/2013 - Markit® KD - The Value of 2012 1/16/2013 - Markit® RN - Does Volume = Volatility in the CDS Market? 1/9/2013 - Markit® KD - Special Relativity 12/19/2012 - Markit® RN - From Paper to Profit 12/11/2012 - Markit® KD - Fiscal Cliff Notes 11/27/2012 - Markit® II - Spotlight on Performance - Japan Momentum 11/19/2012 - Markit® FI - Credit Default Swap Pricing and Equity Returns 11/9/2012 - Markit® KD - Defense as Offense 11/5/2012 - RN Markit® - Sector Betas Trends 10/25/2012 - Markit® RN - Enterprise Value-to-Invested Capital – ROIC Residual 10/17/2012 - Markit® KD - A Quarter of Acceptance 10/11/2012 - Markit® KD - Get Back 10/9/2012 - Markit® FI - Shining the Light on Short Interest 9/14/2012 - Markit® II - Spotlight on Performance - Australia New Zealand Value Models 9/7/2012 - Markit® KD - The Shift 8/30/2012 - Markit® FI - Enhancing the Bank and Thrift Factor Suite 8/23/2012 - Markit® RN - Quantifying the Quant Crisis – 5 years later 8/16/2012 - Markit® FI - CDS Liquidity Suite 8/12/2012 - Markit® KD - Price – A Dominant Performance 8/2/2012 - Markit® RN - Engineered Intuition: Systematic Approaches for CDS Trading 7/25/2012 - Markit® RN - Place Your Bets: Uncovering ETF Exposures 7/18/2012 - Markit® KD - A Quarter of Fading Optimism 7/11/2012 - Markit® II - The Intellectual Property Model: A Global Application Case Study 7/5/2012 - Markit® KD - The Heat is On 6/21/2012 - Markit® FI - Short-Term Residual Risk 6/11/2012 - Markit® KD - 50 Shades of Volatility 6/1/2012 - Markit® FI - CDS Sovereign Sensitivity Measures 5/25/2012 - Markit® II - Spotlight On Performance - What's Working in Retail 5/17/2012 - Markit® KD - Spotlight on Performance: The Asia-Pacific Credit Market 5/10/2012 - Markit® RN - Surprise! Surprise! 5/4/2012 - Markit® KD - A Factor Flush 4/25/2012 - Markit® KD - A Quarter of Transition 4/18/2012 - Markit® IR - Intellectual Property Model 4/11/2012 - Markit® FI - Credit Factor Suite 4/6/2012 - Markit® KD - A Master's in Management 3/29/2012 - Markit® RN - REITs: A Small Cap Effect? 3/12/2012 - Markit® KD - Spring Break 2/22/2012 - Markit® II - Spotlight on Performance - European Models 2/15/2012 - Markit® RN - Volatility Smirk and Future Returns 2/14/2012 - Markit® KD - The Awards Season 2/2/2012 - Markit® FI - Beyond Debt – A More Comprehensive Enumeration of Leverage 1/25/2012 - Markit® KD - A 2011 Retrospective 1/18/2012 - Markit® FI - Industry Focus - Oil and Gas 1/6/2012 - Markit® KD - The Safe House 12/14/2011 - Markit® RN - Financial Distress Factor Interactions 12/8/2011 - Markit® KD - The Next 'Real' Thing 11/30/2011 - Markit® RN - It’s All Relative II - A Sales-based Approach 11/23/2011 - Markit® FI - Enhancing Yield - A Look at Consecutive Years Paying Dividends 11/17/2011 - Markit® RN - The Value of Off-Exchange Liquidity 11/11/2011 - Markit® KD - Good Vibrations 11/2/2011 - Markit® FI - Seeking Fair Value - The Holy Grail of Investing 10/12/2011 - Markit® RN - Sovereign Turmoil Continues to Stir Discontent 10/5/2011 - Markit® KD - Comfortably Numb 9/28/2011 - Markit® RN - Spotlight on Performance: QSG Emerging Markets Style Models 9/22/2011 - Markit® RN - The Liquidity Shift: Implications for VWAP Algorithms 9/14/2011 - Markit® RN - Another Look at Implied Volatility 9/7/2011 - Markit® KD - Great Expectations 8/31/2011 - Markit® RN - The Information Content of Rank Changes - Revisited 8/24/2011 - Markit® KD - Moving Forward - by Looking Back 8/17/2011 - Markit® RN - Measuring Execution Qualitiy in a Fragmented Market: Order Difficulty 8/10/2011 - Markit® KD - Risk, Responsibility & Reality 8/3/2011 - Markit® RN - It's All Relative (to what?) 8/3/2011 - Markit® REIT Model - Second Quarter 2011 REIT Review 7/20/2011 - Markit® IR - Lets Get Together II - Stock Correlation and Investment Style 7/13/2011 - Markit® II - Spotlight on Performance: QSG Bank & Thrift II 7/6/2011 - Markit® KD - Dog Days 6/29/2011 - Markit® FI - Industry Focus: Airlines 6/22/2011 - Markit® RN - Lets Get Together - Global Trends in Stock Correlation 6/15/2011 - Markit® RN - FOREX Trading Under Scrutiny: The Trade FX Execution Quality Module 6/8/2011 - Markit® KD - Back to the Future 6/1/2011 - Markit® RN - Residual Reversal II: What’s the Cost? 5/25/2011 - Markit® IR - India Model 5/11/2011 - Markit® KD - A Matter of Time 5/4/2011 - Markit® REIT Model - First Quarter 2011 REIT Review 5/4/2011 - Markit® RN - Shock Therapy continued 4/27/2011 - Markit® RN - Markit's Equity Impact Cost Model: Unparalleled Accuracy 4/20/2011 - Markit® II - Residual Reversal 4/13/2011 - Markit® RN - Characterizing Speculative Activity 4/6/2011 - Markit® KD - The Strike Zone 3/30/2011 - Markit® II - Spotlight on Performance - The Global Dividend Model 3/23/2011 - Markit® FI - Regional Sales Segmentation 3/16/2011 - Markit® RN - Macroeconomic Data - A Closer Look 3/9/2011 - Markit® KD - Regime Change 3/2/2011 - Markit® FI - Cash Earnings Return on Equity 2/17/2011 - Webinar - QSG Announces TCAP Ratio: Measuring Liquidity Capture 2/16/2011 - Markit® II - Global Tactical Allocation 2/9/2011 - Markit® KD - Absolutely Relative 2/2/2011 - Markit® RN - Evaluating Liquidity Capture: The TCAP Ratio 2/2/2011 - Markit® REIT - 2010 Model Annual Review 2/1/2011 - Webinar: QSG Completes Macroeconomic Data Integration 1/26/2011 - Markit® II - Income Investing in the Emerging Markets 1/19/2011 - Markit® REIT - Q4 Attribution 1/19/2011 - Markit® FI - Macroeconomic Factor Suite 1/12/2011 - Markit® RN - The Elements of Surprise 1/5/2011 - Markit® KD - Trends and Traditions 12/23/2010 - Markit® RN - Pure Momentum? 12/15/2010 - Markit® RN - Measuring Execution Quality in a Fragmented Market-Update 12/8/2010 - Markit® KD - A Season of Solstice and Sobriety 12/1/2010 - Markit® RN - Backtest Bias: An Accruals Case Study 11/17/2010 - Markit® FI - Normalized Earnings Yield 11/10/2010 - Markit® FI - Volatility Spread 11/3/2010 - Markit® KD - Is the Market Restoring Sanity or Fear? 10/27/2010 - Markit® II - Conditional Factor Returns 10/20/2010 - Markit® RN - Wheres the Value - A REIT case study 10/20/2010 - Markit® REIT Model - Quarterly Review Q3 10/13/2010 - Markit® RN - Smooth Operators - A Closer Look at Normalized Earnings Measures 10/6/2010 - Markit® KD - Tails Wag the Dog 9/29/2010 - Markit® RN - Backtest Bias - An Earnings-to-Price Case Study 9/22/2010 - Markit® II - On the Nature of Value in Japan 9/7/2010 - Markit® KD - Eat Pay Love 9/1/2010 - Markit® RN - Implied Versus Historical Volatility 8/18/2010 - Markit® IR - Technology Model 8/11/2010 - Markit® RN - Volatility Regime Switching Factor 8/4/2010 - Markit® KD - The Reflexivity of Recovery 7/14/2010 - Markit® REIT - Quarterly Review - Q2 2010 7/14/2010 - Markit® KD - The View from the Wall of Worry 7/14/2010 - Markit® II - Ratio Dispersion: Does the difference matter? 7/14/2010 - Markit® II - Enhanced Liquidity Risk Estimates for VaR Models 7/14/2010 - Markit® IR - Emerging Market Model: Relative Value 6/10/2010 - Markit® RN - Forecasting Alpha Decay 6/10/2010 - Markit® KD - Volatility Reigns 6/10/2010 - Markit® II - Lightning in a Bottle: Performance-based Rotational Strategies 6/10/2010 - Markit® IR - Emerging Market Model: Price Momentum 5/17/2010 - Markit® RN - Measuring Execution Quality in a Fragmented Market 5/17/2010 - Markit® FI - The Aggregate Gamma Level and Expectations for Extreme Price Movement 5/17/2010 - Markit® II - Finding Value in Corporate Governance 5/17/2010 - Markit® IR - Value-Momentum Analyst II 5/5/2010 - Markit® KD - Twits Playing Tricks 4/14/2010 - Markit® REIT - REITS Looking for Clues 4/14/2010 - Markit® FI - Implied Volatility and Stock Returns 4/14/2010 - Markit® IR - QSG Bank & Thrift II 4/14/2010 - Markit® IR - QSG Emerging Markets: Earnings Momentum Model 4/7/2010 - Markit® KD - Hope Springs Eternal 3/11/2010 - Markit® RN - Idiosyncratic Volatility and Stock Returns 3/11/2010 - Markit® II - Slaying the Myth of Equity 'Impact' Cost Forecast Models 3/10/2010 - Markit® IR - QSG Emerging Markets Deep Value Model 3/3/2010 - Markit® KD - The March of Momentum 2/11/2010 - Markit® REIT - Model Analysis - January 2010: Does Size Matter? 2/11/2010 - Markit® REIT - Model: 2009 REIT Attribution & Year End Review 2/11/2010 - Markit® II - Liquidity Charge® & Price Reversals: Is High Frequency Trading Adding Insult to Injury? 2/10/2010 - Markit® IR - Global Dividend Model 2/8/2010 - Markit® KD - Sovereign Turmoil Stirs Discontent 1/14/2010 - Markit® RN - Trading Cost Adjusted Factor Returns 1/14/2010 - Markit® FI - Financial Distress and the Cross Section of Stock Returns 1/14/2010 - Markit® FI - Out-of-the-Money Put-to-Call Ratio 1/8/2010 - Markit® KD - The Rehabilitation of Momentum 12/9/2009 - Markit® RN - Realized Volatility and Price Reversals 12/9/2009 - Markit® RN - What Happened to Earnings Momentum 12/9/2009 - Markit® KD - Equal-Librium 12/4/2009 - Webinar: Integrating ESG Data into Model Portfolios 11/18/2009 - Markit® REIT - Model Analysis - November 2009 11/13/2009 - Markit® FI - Realized Volatility and Security Returns 11/11/2009 - Markit® RN - Beware of the VWAP Trap 11/11/2009 - Markit® RN - Macroeconomic Based Style Rotation Easier Said Than Done 11/11/2009 - Markit® KD - Is Growth the New Value? 11/11/2009 - Markit® KD - The Essence of Emerging Markets 10/22/2009 - Markit® REIT - Q3 2009 Performance Update 10/15/2009 - Markit® RN - The Risks of Flying Under the Radar 10/15/2009 - Markit® REIT - Model Analysis - September 2009 10/15/2009 - Markit® FI - Unexpected Profitability 10/13/2009 - Markit® II - The ASSET4 Framework: Adding Value through Environmental, Social & Corporate Governance Information 10/6/2009 - Markit® KD - Waiting For Godot 9/11/2009 - Markit® RN - Banks and Retail Model Adjusted Returns 9/11/2009 - Markit® FI - Profitability Ratio 9/11/2009 - Markit® FI - Time-Weighted Earnings Revision 9/9/2009 - Markit® KD - The Three Faces of August 8/12/2009 - Markit® RN - Reconsidering Leverage: Are Traditional Measures Letting us Down? 8/12/2009 - Markit® RN - Decomposing a Composite Factor - FCFFROE. 8/12/2009 - Markit® RN - Transaction Cost Adjusted Model Returns 8/12/2009 - Markit® KD - Todays Value Tomorrows Growth 7/13/2009 - Markit® RN - Searching for Value: Examining the Efficacy of Operating Cash Flow to Enterprise Value Around the World 7/13/2009 - Markit® RN - Earnings Suprise Redux 7/8/2009 - Markit® KD - Reversal Continues 6/16/2009 - Markit® FI - Banking on Capital Structure: The Texas & Reggie Ratios 6/16/2009 - Markit® FI - Paring Traditional Factor Models with Short Term Price Signals: Bollinger Bands 6/16/2009 - Markit® KD - Return to Fundamentals 5/19/2009 - Markit® RN - The Influence of Market Volatility on Value and Growth Stock Performance: A Macro Perspective 5/19/2009 - Markit® FI - Relative Strength Index 5/19/2009 - Markit® KD - Making Sense Out of Nonsense 5/11/2009 - Markit® RN - The Influence of Market Volatility on Value and Growth Stock Performance: A Micro Perspective 12/15/2008 - Markit® RN - Anatomy Of A Footprint 7/15/2008 - Markit® FI - Time Weighted Earnings Yield 6/11/2008 - Markit® RN - QSG Shines a Light on a Dark Pool 4/27/2008 - Markit® RN - QSG Strategy Classifications: Better Identify the Drivers of Portfolio Return 2/12/2008 - Markit® IR - Investment Recipe for Insurance 1/4/2008 - Markit® RN - Insider Trading 10/1/2006 - Markit® II - How Informative Are Customer- Supplier Relationships? 8/1/2006 - Markit® II - The Information Content of Rank Changes - Evidence from QSG's Seed Models 7/26/2006 - Markit® II - The Revere Data Hierarchy: A Better Classifi cation System? 6/13/2006 - Markit® IR - QSG Bank & Thrift Model 4/1/2006 - Markit® II - The Changing Nature of Earnings Surprise 3/1/2006 - Markit® FI - Price-to-Book Return on Equity Residual 1/24/2006 - Markit® RN - Stock Returns Following Large One-Day Price Shocks 11/12/2005 - Markit® RN - Sector Allocation 8/1/2005 - Markit® II - Special Items and Earnings Quality 7/1/2005 - Markit® FI - Sales Acceleration 6/28/2005 - Markit® II - Intangible Assets 6/3/2005 - Markit® RN - Index Size Decomposition and Factor Performance 5/20/2005 - Markit® FI - Total Capital Distribution 5/13/2005 - Markit® IR - QSG Seed Model Performance Review 4/12/2005 - Markit® FI - Trough Operating Margin 4/10/2005 - Markit® IR - Markit Equity REIT Model 4/1/2005 - Markit® II - Trends in Intra-Industry Correlation 3/31/2005 - Markit® II - Technical Indicators 3/15/2005 - Markit® IR - A Utility Sector Model 2/2/2005 - Markit® FI - Standardized Unexpected Cash Flow 1/26/2005 - Markit® IR - A Technology Sector Model 1/18/2005 - Markit® RN - Anomaly Decay 1/1/2005 - Markit® II - The Value of an "As Reported" Database 12/31/2004 - Markit® II - The Implementation Costs of Algorithmic Trading 12/15/2004 - Markit® FI - EBITDA-to-Price 11/23/2004 - Markit® II - Tactical Style Allocation 11/9/2004 - Markit® IR - The Health Care Sector 10/29/2004 - Markit® RN - Restating the Obvious 9/23/2004 - Markit® FI - The Attention Span Ratio 9/1/2004 - Markit® II - A Fresh Look At Money Flow 8/27/2004 - Markit® RN - Turnover of Factor-Based Portfolios 8/17/2004 - Markit® FI - Industry Relative Trailing 12-Month Cash Flow to Total Assets 7/30/2004 - Markit® II - Are All Analysts Created Equal? 7/26/2004 - Markit® IR - The QSG Value-Momentum Analyst 7/1/2004 - Markit® II - Interest Rate Sensitivity: Sectors, Styles and Factors 6/30/2004 - Markit® FI - Dividend Yield-Adjusted PEG Ratio 6/20/2004 - Markit® RN - Style Performance in Sectors 5/28/2004 - Markit® IR - A Relative Value Model 5/12/2004 - Markit® RN - The CUSUM Approach 5/1/2004 - Markit® II - Float Weighted vs. Cap Weighted: Is there a difference? 4/30/2004 - Markit® IR - A Price Momentum Model 4/29/2004 - Markit® FI - Wall Street Consensus Ratings 4/7/2004 - Markit® FI - The Visibility Raito 4/1/2004 - Markit® II - Is Everything Relative? 3/25/2004 - Markit® IR - A Historical Growth Model 3/19/2004 - Markit® RN - The Russell Effect: Persistence or Reversal? 3/1/2004 - Markit® II - Investing in REITs 2/29/2004 - Markit® FI - The Put-Call Ratio 2/21/2004 - Markit® IR - An "Enhanced" Earnings Momentum Strategy 2/1/2004 - Markit® II - Banks - A League Of Their Own 1/29/2004 - Markit® FI - Operating Liability Leverage 1/22/2004 - Markit® IR - A Deep Value Model 1/8/2004 - Markit® RN - The January Effect, From a Sector Perspective 1/1/2004 - Markit® II - In Search Of The Right Number: I/B/E/S vs. First Call 12/29/2003 - Markit® FI - 52-Week High 12/16/2003 - Markit® IR - Fundamental Analysis for Small-Cap Stocks 12/12/2003 - Markit® RN - The Rule of The Majority 11/30/2003 - Markit® II - Time-Lags in the Post EDGAR Era 11/20/2003 - Markit® FI - Trailing 12-month Sales to Invested Capital 11/5/2003 - Markit® RN - Multifactor Models: An Intersection of Art and Science 10/22/2003 - Markit® FI - Abnormal Capital Investment 10/8/2003 - Markit® IR - Trouble Ahead? 10/1/2003 - Markit® II - The Volatility Index 9/26/2003 - Markit® RN - Does the Accuracy of Beta Estimates Matter? 9/17/2003 - Markit® FI - Ohlson Bankruptcy Score 9/1/2003 - Markit® II - A Stylistic Investigation of Money Flow 8/31/2003 - Markit® II - Price Momentum: Lead, Follow or Get Out Of The Way 8/25/2003 - Markit® RN - Does Fallinig Unemployment Lift Equities? 8/21/2003 - Markit® FI - Capital Acquisition Ratio 7/31/2003 - Markit® II - Dividend Increases; A Tradewind or Microburst? 7/24/2003 - Markit® FI - Pretax Return on Net Operating Assets 7/14/2003 - Markit® RN - Intraday Volume Patterns: The Key To VWAP Trading 7/2/2003 - Markit® IR - Tango & Cash 6/30/2003 - Markit® FI - Prior Fiscal Quarter Forecast Error - Scaled by Price 6/30/2003 - Markit® II - Long Managers & Short Interest 6/12/2003 - Markit® IR - Global Reach, Reliability & Results: The Old Math 5/30/2003 - Markit® RN - The Russell Reconstitution: Racers Start Your Engines. 5/29/2003 - Markit® FI - % Increase In Shares Outstanding 5/1/2003 - Markit® II - Quantitative Managers: A Style All Their Own 4/30/2003 - Markit® IR - Analysts & Accruals: The New A-Team 4/29/2003 - Markit® FI - Unexpected Change in Accounts Receivable 4/1/2003 - Markit® II - Pension Income & Expense 3/5/2003 - Markit® RN - A Definition of Style: You Know What It's Not 3/3/2003 - Markit® IR - Q-Score 2/10/2003 - Markit® II - Intra-Industry Correlation: The Next Big Thing 1/22/2003 - Markit® FI - Operating Cash Flow Margin 1/14/2003 - Markit® IR - R&D The Key 1/13/2003 - Markit® FI - Implied Equity Duration 1/13/2003 - Markit® II - Dividends: A bird in the hand is worth more due to Bush. 12/9/2002 - Markit® II - Stock Splits 12/5/2002 - Markit® IR - Growth Strategy for Equilibrium 11/22/2002 - Markit® RN - S&P Rankings 11/15/2002 - Markit® FI - Core Earnings Multiples 10/29/2002 - Markit® RN - Core Earnings 10/16/2002 - Markit® IR - Bargain Hunting 10/14/2002 - Markit® II - Implementation Costs 10/3/2002 - Markit® RN - Goodwill Hunting 9/26/2002 - Markit® FI - Tobin's Q Ratio 9/13/2002 - Markit® RN - EBITDA: Dead Measure Walking? 9/9/2002 - Markit® II - Accruals & Earnings Quality
QSG AD

Equity Research

Spotlight

Get Back
October 11, 2012 - There was a mini revolution in the month of September as a rotation to value and reversal of fortune was staged by signals around the world. It is clear that the leaders of nearly every category over the last year have gone red relative to their underperforming competition and the brightest performers are gathered in the Deep Value category. This reversal in Europe is emphasized, 7 of the top performing factors are from the Deep Value category including NAV to Price, Time Weighted Earnings Yield and PB/ROE Combination. A deeper review via the correlation of the top signals illustrates that most of these were very similar over the last year, with the exception of the new short interest factor Days to Cover, which is clearly covering something unique (the only uncorrelated factor in the group). In the US, the Deep Value category would come together with Liquidity and Management Quality to lead the performance list (Asset Composition, Net Current Assets-to-Price and Working Capital-to-Total Assets topped the list). The reversal in performance for the US was equally interesting, as 5 categories including Deep Value, Price Momentum and Earnings Quality all had their previous 12 month leader abdicate in favor of a new sun king for the month. You do not need the skills of a paperback writer to tell the story in Developed Asia, where three margin metrics and our Distress Measure had the best results for the month. Of special interest was the emergence of the new Short Interest signals, Demand Supply Ratio and Short Interest and their relation to the other successful factors in the region. Similar to the results in Developed Europe, the two Short Interest factors had low correlation to fundamental factors over the last year. In Emerging Markets, money was made focusing on big companies with high quality dividends and attractive relative valuations, a way of fixing a hole in any investing environment. In the end, the month’s performance confirmed that across the universe of investment themes valuation (both deep and relative) matter, especially if combined with the insights that only short interest can provide.

Available Research
Search: 

 Research TitleCategoryDate
1040Markit® MPR - April 2013 Model Performance ReportQSG Model Performance Report5/20/2013
1041Markit® KD - And They're Off!QSG Key Drivers Report5/10/2013
1039Markit® MPR - March 2013 Model Performance ReportQSG Model Performance Report4/24/2013
1038Markit® KD - A Momentum Quarter for the Record Books QSG Key Drivers Report4/24/2013
1042Markit® KD - A Momentum Quarter for the Record Books copyQSG Key Drivers Report4/24/2013
1037Markit® RN - Short Suppliers: Does the Difference Matter?Research Note4/17/2013
1036Markit® KD - Incredible RunsQSG Key Drivers Report4/8/2013
1033Markit® AD - Do product innovation and news about the R&D process produce large price changes and overreaction? The case of pharmaceutical stock prices Academic Digest3/20/2013
1034Markit® AD - Momentum Strategies in Futures Markets and Trend-Following FundsAcademic Digest3/20/2013
1035Markit® AD - Risk-Relevance of Fair Value Income Measures for Commercial Banks Academic Digest3/20/2013
1031Markit® MPR - February 2013 Model Performance ReportQSG Model Performance Report3/12/2013
1032Markit® KD - Awaiting the White SmokeQSG Key Drivers Report3/12/2013
1029Markit® RN - Unintended Consequences: Underfunded Pension Liabilities and Discount RatesResearch Note3/5/2013
1030Markit® MPR - January 2013 Model Performance ReportQSG Model Performance Report2/19/2013
1028Markit ® II - Chasing Yield - REIT 2012 ReviewInvestment Insights2/19/2013
1027Markit® KD - Black Out QSG Key Drivers Report2/11/2013
1026Markit® KD - The Value of 2012 QSG Key Drivers Report1/28/2013
1023Markit® RN - Does Volume = Volatility in the CDS Market?Research Note1/16/2013
1024Markit® MPR - December 2012 Model Performance ReportQSG Model Performance Report1/16/2013
1022Markit® KD - Special RelativityQSG Key Drivers Report1/9/2013
1018Markit® AD - Exploiting Option Information in the Equity MarketAcademic Digest1/3/2013
1019Markit® AD - Momentum in Japan The Exception That Proves the RuleAcademic Digest1/3/2013
1020Markit® AD - High Frequency Trading and Long-Term Investors-A View from the Buy-SideAcademic Digest1/2/2013
1017Markit® RN - From Paper to ProfitResearch Note12/19/2012
1016Markit® MPR - November 2012 Model Performance ReportQSG Model Performance Report12/17/2012
1021Markit® KD - Fiscal Cliff NotesQSG Key Drivers Report12/11/2012
1015Markit® II - Spotlight on Performance - Japan MomentumInvestment Insights11/27/2012
1013Markit® FI - Credit Default Swap Pricing and Equity ReturnsFactor Introduction11/19/2012
1014Markit® MPR - October 2012 Model Performance ReportQSG Model Performance Report11/19/2012
1012Markit® KD - Defense as OffenseQSG Key Drivers Report11/9/2012
1010RN Markit® - Sector Betas Trends Research Note11/5/2012
1009Markit® RN - Enterprise Value-to-Invested Capital – ROIC ResidualResearch Note10/25/2012
1008Markit® KD - A Quarter of AcceptanceQSG Key Drivers Report10/17/2012
1007Markit® KD - Get BackQSG Key Drivers Report10/11/2012
1011Markit® FI - Shining the Light on Short InterestFactor Introduction10/9/2012
1005Markit® MPR - September 2012 Model Performance ReportQSG Model Performance Report10/9/2012
1006Markit® AD - Jumps in Credit Default Swap Spreads and Stock ReturnsAcademic Digest9/20/2012
1001Markit® AD - Optimal Execution and Alpha Capture Academic Digest9/20/2012
1002Markit® AD - Short Interest as a Signal to Issue EquityAcademic Digest9/20/2012
998Markit® MPR - August 2012 Model Performance ReportQSG Model Performance Report9/14/2012
997Markit® II - Spotlight on Performance - Australia New Zealand Value ModelsInvestment Insights9/14/2012
999Markit® KD - The ShiftQSG Key Drivers Report9/7/2012
1003Markit® FI - Enhancing the Bank and Thrift Factor SuiteFactor Introduction8/30/2012
995Markit® RN - Quantifying the Quant Crisis – 5 years later Research Note8/23/2012
996Markit® MPR - July 2012 Model Performance Report QSG Model Performance Report8/23/2012
994Markit® FI - CDS Liquidity SuiteFactor Introduction8/16/2012
993Markit® KD - Price – A Dominant Performance QSG Key Drivers Report8/12/2012
991Markit® RN - Engineered Intuition: Systematic Approaches for CDS Trading Research Note8/2/2012
992Markit® RN - Place Your Bets: Uncovering ETF ExposuresResearch Note7/25/2012
988Markit® MPR - June 2012 Model Performance ReportQSG Model Performance Report7/18/2012
987Markit® KD - A Quarter of Fading OptimismQSG Key Drivers Report7/18/2012
986 Markit® II - The Intellectual Property Model: A Global Application Case StudyInvestment Insights7/11/2012
985Markit® KD - The Heat is OnQSG Key Drivers Report7/5/2012
983Markit® FI - Short-Term Residual RiskFactor Introduction6/21/2012
978Markit® AD - What Makes Stock Prices Move - Fundamentals vs Investor RecognitionAcademic Digest6/13/2012
979 Markit® AD - Bulk Classification of Trading ActivityAcademic Digest6/13/2012
980Markit® AD - The Impact of Credit Risk and Implied Volatility on Stock ReturnsAcademic Digest6/13/2012
976Markit® KD - 50 Shades of VolatilityQSG Key Drivers Report6/11/2012
990Markit® MPR - May 2012 Model Performance ReportQSG Model Performance Report6/10/2012
982Markit® FI - CDS Sovereign Sensitivity MeasuresFactor Introduction6/1/2012
973Markit® II - Spotlight On Performance - What's Working in RetailInvestment Insights5/25/2012
970Markit® KD - Spotlight on Performance: The Asia-Pacific Credit MarketQSG Key Drivers Report5/17/2012
969Markit® RN - Surprise! Surprise!Research Note5/10/2012
989Markit® MPR - April 2012 Model Performance ReportQSG Model Performance Report5/10/2012
968Markit® KD - A Factor FlushQSG Key Drivers Report5/4/2012
967Markit® KD - A Quarter of TransitionQSG Key Drivers Report4/25/2012
966Markit® IR - Intellectual Property Model Investment Recipe4/18/2012
963Markit® FI - Credit Factor SuiteFactor Introduction4/11/2012
964Markit® MPR - March 2012 Model Performance ReportQSG Model Performance Report4/11/2012
962Markit® KD - A Master's in ManagementQSG Key Drivers Report4/6/2012
959Markit® RN - REITs: A Small Cap Effect?Research Note3/29/2012
954Markit® MPR - February 2012 Model Performance ReportQSG Model Performance Report3/22/2012
956Markit® AD - Can Changes in the Purchasing Managers’ Index Foretell Stock Returns?Academic Digest3/21/2012
957Markit® AD - Credit Default Swap Market DeterminantsAcademic Digest3/21/2012
958Markit® AD - High Frequency Traders and the New-Market MakersAcademic Digest3/21/2012
952Markit® KD - Spring Break QSG Key Drivers Report3/12/2012
950Markit® II - Spotlight on Performance - European ModelsInvestment Insights2/22/2012
947Markit® RN - Volatility Smirk and Future ReturnsResearch Note2/15/2012
946Markit® KD - The Awards Season QSG Key Drivers Report2/14/2012
953Markit® MPR - January 2012 Model Performance ReportQSG Model Performance Report2/8/2012
945 Markit® FI - Beyond Debt – A More Comprehensive Enumeration of LeverageFactor Introduction2/2/2012
943Markit® KD - A 2011 RetrospectiveQSG Key Drivers Report1/25/2012
955Markit® FI - Industry Focus - Oil and GasFactor Introduction1/18/2012
941Markit® MPR - December 2011 Model Performance ReportQSG Model Performance Report1/11/2012
938Markit® AD - Do Informed Traders Prefer Automated Electronic Markets?Academic Digest1/11/2012
939Markit® AD - To Trade or Not to Trade? Informed Trading with Short-Term Signals for Long-Term InvestorsAcademic Digest1/11/2012
940Markit® AD - What Factors Drive Analyst Forecasts?Academic Digest1/11/2012
937Markit® KD - The Safe HouseQSG Key Drivers Report1/6/2012
935Markit® RN - Financial Distress Factor InteractionsResearch Note12/14/2011
934Markit® MPR - November 2011 Model Performance ReportQSG Model Performance Report12/8/2011
933Markit® KD - The Next 'Real' ThingQSG Key Drivers Report12/8/2011
984Markit® RN - It’s All Relative II - A Sales-based Approach Research Note11/30/2011
931Markit® FI - Enhancing Yield - A Look at Consecutive Years Paying DividendsFactor Introduction11/23/2011
930Markit® RN - The Value of Off-Exchange LiquidityResearch Note11/17/2011
929Markit® MPR - October 2011 Model Performance ReportQSG Model Performance Report11/11/2011
928Markit® KD - Good VibrationsQSG Key Drivers Report11/11/2011
936Markit® FI - Seeking Fair Value - The Holy Grail of InvestingFactor Introduction11/2/2011
924Markit® AD - Are Momentum Profits Driven by the Cross-Sectional Dispersion in Expected Stock ReturnsAcademic Digest10/19/2011
925Markit® AD - Financial Distress and the Cross-Section of Equity ReturnsAcademic Digest10/19/2011
926Markit® AD - Underreaction to News in US Stock MarketAcademic Digest10/19/2011
922Markit® RN - Sovereign Turmoil Continues to Stir DiscontentResearch Note10/12/2011
923Markit® MPR - September 2011 Model Performance ReportQSG Model Performance Report10/12/2011
921Markit® KD - Comfortably NumbQSG Key Drivers Report10/5/2011
920Markit® RN - Spotlight on Performance: QSG Emerging Markets Style ModelsResearch Note9/28/2011
919Markit® RN - The Liquidity Shift: Implications for VWAP AlgorithmsResearch Note9/22/2011
917Markit® RN - Another Look at Implied VolatilityResearch Note9/14/2011
918Markit® MPR - August 2011 Model Performance ReportQSG Model Performance Report9/14/2011
916Markit® KD - Great ExpectationsQSG Key Drivers Report9/7/2011
915Markit® RN - The Information Content of Rank Changes - RevisitedResearch Note8/31/2011
914Markit® KD - Moving Forward - by Looking BackQSG Key Drivers Report8/24/2011
913Markit® RN - Measuring Execution Qualitiy in a Fragmented Market: Order DifficultyResearch Note8/17/2011
912Markit® MPR - July 2011 Model Performance ReportQSG Model Performance Report8/10/2011
911Markit® KD - Risk, Responsibility & RealityQSG Key Drivers Report8/10/2011
909Markit® RN - It's All Relative (to what?)Research Note8/3/2011
910Markit® REIT Model - Second Quarter 2011 REIT ReviewResearch Note8/3/2011
905Markit® AD - Term Structure of Credit Default Swap Spreads and Cross-Section of Stock ReturnsAcademic Digest7/27/2011
906Markit® AD - Liquidity Level or Liquidity Risk? Evidence from the Financial CrisisAcademic Digest7/27/2011
907Markit® AD - Is the Trading of Inverse ETFs a Bearish Signal?Academic Digest7/27/2011
904Markit® IR - Lets Get Together II - Stock Correlation and Investment StyleResearch Note7/20/2011
903Markit® MPR - June 2011 Model Performance ReportQSG Model Performance Report7/13/2011
902Markit® II - Spotlight on Performance: QSG Bank & Thrift IIInvestment Insights7/13/2011
900Markit® KD - Dog DaysQSG Key Drivers Report7/6/2011
901Markit® FI - Industry Focus: AirlinesFactor Introduction6/29/2011
897Markit® RN - Lets Get Together - Global Trends in Stock CorrelationResearch Note6/22/2011
895Markit® RN - FOREX Trading Under Scrutiny: The Trade FX Execution Quality ModuleResearch Note6/15/2011
896Markit® MPR - May 2011 Model Performance ReportQSG Model Performance Report6/15/2011
894Markit® KD - Back to the FutureQSG Key Drivers Report6/8/2011
893Markit® RN - Residual Reversal II: What’s the Cost?Research Note6/1/2011
892Markit® IR - India ModelInvestment Recipe5/25/2011
888Markit® AD - On the Persistence of Style ReturnsAcademic Digest5/18/2011
890Markit® AD - High-Frequency Trading, Stock Volatility and Price DiscoveryAcademic Digest5/18/2011
891Markit® AD - New Era in Canadian TradingAcademic Digest5/18/2011
887Markit® MPR - April 2011 Model Performance ReportQSG Model Performance Report5/11/2011
886Markit® KD - A Matter of TimeQSG Key Drivers Report5/11/2011
884Markit® REIT Model - First Quarter 2011 REIT ReviewResearch Note5/4/2011
885Markit® RN - Shock Therapy continuedResearch Note5/4/2011
883Markit® RN - Markit's Equity Impact Cost Model: Unparalleled AccuracyResearch Note4/27/2011
881Markit® II - Residual ReversalInvestment Insights4/20/2011
879Markit® RN - Characterizing Speculative ActivityResearch Note4/13/2011
880Markit® MPR - March 2011 Model Performance ReportQSG Model Performance Report4/13/2011
878Markit® KD - The Strike ZoneQSG Key Drivers Report4/6/2011
877Markit® II - Spotlight on Performance - The Global Dividend ModelInvestment Insights3/30/2011
871Markit® FI - Regional Sales SegmentationFactor Introduction3/23/2011
870Markit® RN - Macroeconomic Data - A Closer LookResearch Note3/16/2011
863Markit® MPR - February 2011 Model Performance ReportQSG Model Performance Report3/9/2011
862Markit® KD - Regime ChangeQSG Key Drivers Report3/9/2011
860Markit® FI - Cash Earnings Return on EquityFactor Introduction3/2/2011
856Markit® AD - Cross Sectional Return Dispersion and Time VariationAcademic Digest2/23/2011
857Markit® AD - Does Smart Routing MatterAcademic Digest2/23/2011
858Markit® AD - One Effect or ManyAcademic Digest2/23/2011
855Webinar - QSG Announces TCAP Ratio: Measuring Liquidity CaptureWebinar2/17/2011
853Markit® II - Global Tactical AllocationInvestment Insights2/16/2011
851Markit® MPR - January 2011 Model Performance ReportQSG Model Performance Report2/9/2011
850Markit® KD - Absolutely RelativeQSG Key Drivers Report2/9/2011
848Markit® RN - Evaluating Liquidity Capture: The TCAP Ratio Research Note2/2/2011
861Markit® REIT - 2010 Model Annual ReviewResearch Note2/2/2011
854Webinar: QSG Completes Macroeconomic Data IntegrationWebinar2/1/2011
847Markit® II - Income Investing in the Emerging MarketsInvestment Insights1/26/2011
845Markit® REIT - Q4 AttributionResearch Note1/19/2011
846Markit® FI - Macroeconomic Factor SuiteFactor Introduction1/19/2011
843Markit® RN - The Elements of SurpriseResearch Note1/12/2011
844Markit® MPR - December 2010 Model Performance ReportQSG Model Performance Report1/12/2011
839Markit® KD - Trends and TraditionsQSG Key Drivers Report1/5/2011
835Markit® AD - Empirical Limitations on High-Frequency Trading ProfitabilityAcademic Digest12/29/2010
836Markit® AD - The Lure of the SlantAcademic Digest12/29/2010
834Markit® RN - Pure Momentum?Research Note12/23/2010
832Markit® RN - Measuring Execution Quality in a Fragmented Market-UpdateResearch Note12/15/2010
833Markit® MPR - November 2010 Model Performance ReportQSG Model Performance Report12/15/2010
831Markit® KD - A Season of Solstice and SobrietyQSG Key Drivers Report12/8/2010
830Markit® RN - Backtest Bias: An Accruals Case StudyResearch Note12/1/2010
827Markit® AD - Valuation Observability of Valuation and Future Stock ReturnsAcademic Digest11/24/2010
828Markit® AD - When Should You TradeAcademic Digest11/24/2010
829Markit® AD - Innovation Productivity and Stock ReturnsAcademic Digest11/24/2010
837Markit® AD - Cashing in on Managerial MalfeasanceAcademic Digest11/24/2010
825Markit® FI - Normalized Earnings YieldFactor Introduction11/17/2010
849Markit® FI - Volatility SpreadFactor Introduction11/10/2010
823Markit® MPR - October 2010 Model Performance ReportQSG Model Performance Report11/10/2010
821Markit® KD - Is the Market Restoring Sanity or Fear?QSG Key Drivers Report11/3/2010
820Markit® II - Conditional Factor ReturnsInvestment Insights10/27/2010
818Markit® RN - Wheres the Value - A REIT case studyResearch Note10/20/2010
819Markit® REIT Model - Quarterly Review Q3Research Note10/20/2010
817Markit® RN - Smooth Operators - A Closer Look at Normalized Earnings MeasuresResearch Note10/13/2010
816Markit® MPR - September 2010 Model Performance ReportQSG Model Performance Report10/6/2010
815Markit® KD - Tails Wag the DogQSG Key Drivers Report10/6/2010
814Markit® RN - Backtest Bias - An Earnings-to-Price Case StudyResearch Note9/29/2010
812Markit® II - On the Nature of Value in JapanInvestment Insights9/22/2010
811Markit® MPR - August 2010 Model Performance ReportQSG Model Performance Report9/15/2010
808Markit® KD - Eat Pay LoveQSG Key Drivers Report9/7/2010
807Markit® RN - Implied Versus Historical VolatilityResearch Note9/1/2010
804Markit® AD - Return Predicability along the Supply Chain: The International EvidenceAcademic Digest8/25/2010
805Markit® AD - Does Algorithmic Trading Improve Liquidity?Academic Digest8/25/2010
806Markit® AD - The Cross-Section of Stock Returns in Frontier MarketsAcademic Digest8/25/2010
810Markit® MPR - July 2010 Model Performance ReportQSG Model Performance Report8/18/2010
803Markit® IR - Technology ModelInvestment Recipe8/18/2010
802Markit® RN - Volatility Regime Switching FactorResearch Note8/11/2010
801Markit® KD - The Reflexivity of RecoveryQSG Key Drivers Report8/4/2010
796Markit® REIT - Quarterly Review - Q2 2010Research Note7/14/2010
790Markit® MPR - June 2010 Model Performance ReportQSG Model Performance Report7/14/2010
791Markit® KD - The View from the Wall of WorryQSG Key Drivers Report7/14/2010
794Markit® II - Ratio Dispersion: Does the difference matter?Investment Insights7/14/2010
797Markit® II - Enhanced Liquidity Risk Estimates for VaR Models Investment Insights7/14/2010
795Markit® IR - Emerging Market Model: Relative ValueInvestment Recipe7/14/2010
792Markit® AD - Econophysics Colloquium: Statistical Mechanics of Money, Wealth and IncomeAcademic Digest7/14/2010
788Markit® RN - Forecasting Alpha DecayResearch Note6/10/2010
787Markit® MPR - May 2010 Model Performance ReportQSG Model Performance Report6/10/2010
782Markit® KD - Volatility ReignsQSG Key Drivers Report6/10/2010
785Markit® II - Lightning in a Bottle: Performance-based Rotational StrategiesInvestment Insights6/10/2010
852Markit® IR - Emerging Market Model: Price MomentumInvestment Recipe6/10/2010
783Markit® AD - Diversification and Risk Management: What Volatility Tells UsAcademic Digest6/10/2010
784Markit® AD - Intention-Disguised Algorithmic TradingAcademic Digest6/10/2010
779Markit® RN - Measuring Execution Quality in a Fragmented MarketResearch Note5/17/2010
776Markit® FI - The Aggregate Gamma Level and Expectations for Extreme Price MovementFactor Introduction5/17/2010
773Markit® MPR - April 2010 Model Performance ReportQSG Model Performance Report5/17/2010
777Markit® II - Finding Value in Corporate GovernanceInvestment Insights5/17/2010
778Markit® IR - Value-Momentum Analyst IIInvestment Recipe5/17/2010
774Markit® AD - Algos Gone Wild: Risk in the World of Automated Trading StrategiesAcademic Digest5/17/2010
775Markit® AD - International Stock Return PredictabilityAcademic Digest5/17/2010
771Markit® KD - Twits Playing TricksQSG Key Drivers Report5/5/2010
769Markit® REIT - REITS Looking for CluesResearch Note4/14/2010
765Markit® FI - Implied Volatility and Stock ReturnsFactor Introduction4/14/2010
772Markit® MPR - March 2010 Model Performance ReportQSG Model Performance Report4/14/2010
766Markit® IR - QSG Bank & Thrift IIInvestment Recipe4/14/2010
767Markit® IR - QSG Emerging Markets: Earnings Momentum ModelInvestment Recipe4/14/2010
763Markit® AD - Individualism and Momentum around the World Academic Digest4/14/2010
764Markit® AD - Transaction Costs, Trading Volume and Momentum StrategiesAcademic Digest4/14/2010
762Markit® KD - Hope Springs EternalQSG Key Drivers Report4/7/2010
758Markit® RN - Idiosyncratic Volatility and Stock ReturnsResearch Note3/11/2010
759Markit® MPR - February 2010 Model Performance ReportQSG Model Performance Report3/11/2010
755Markit® II - Slaying the Myth of Equity 'Impact' Cost Forecast ModelsInvestment Insights3/11/2010
754Markit® AD - Post Loss/Profit Announcement DriftAcademic Digest3/11/2010
756Markit® IR - QSG Emerging Markets Deep Value ModelInvestment Recipe3/10/2010
753Markit® KD - The March of MomentumQSG Key Drivers Report3/3/2010
749Markit® REIT - Model Analysis - January 2010: Does Size Matter?Research Note2/11/2010
750Markit® REIT - Model: 2009 REIT Attribution & Year End ReviewResearch Note2/11/2010
747Markit® MPR - January 2010 - Model Performance ReportQSG Model Performance Report2/11/2010
748Markit® II - Liquidity Charge® & Price Reversals: Is High Frequency Trading Adding Insult to Injury?Investment Insights2/11/2010
745Markit® AD - The Capacity of Liquidity Demanding StrategiesAcademic Digest2/11/2010
746Markit® AD - Algorithmic Trading: A PrimerAcademic Digest2/11/2010
859Markit® IR - Global Dividend ModelInvestment Recipe2/10/2010
742Markit® KD - Sovereign Turmoil Stirs DiscontentQSG Key Drivers Report2/8/2010
735Markit® RN - Trading Cost Adjusted Factor ReturnsResearch Note1/14/2010
738Markit® FI - Financial Distress and the Cross Section of Stock ReturnsFactor Introduction1/14/2010
770Markit® FI - Out-of-the-Money Put-to-Call RatioFactor Introduction1/14/2010
740Markit® MPR - December 2009 - Model Performance ReportQSG Model Performance Report1/14/2010
736Markit® AD - Active Equity Management for the FutureAcademic Digest1/14/2010
737Markit® AD - The Value of LiquidityAcademic Digest1/14/2010
734Markit® KD - The Rehabilitation of MomentumQSG Key Drivers Report1/8/2010
730Markit® AD - REIT Momentum and the Performance of Real EstateAcademic Digest12/11/2009
731Markit® AD - Which Factors Influence Trading Costs in Global Equity Markets?Academic Digest12/11/2009
728Markit® RN - Realized Volatility and Price ReversalsResearch Note12/9/2009
729Markit® RN - What Happened to Earnings MomentumResearch Note12/9/2009
726Markit® KD - Equal-LibriumQSG Key Drivers Report12/9/2009
725Webinar: Integrating ESG Data into Model PortfoliosWebinar12/4/2009
733Markit® MPR - November 2009 - Model Performance ReportQSG Model Performance Report12/1/2009
727Markit® REIT - Model Analysis - November 2009Research Note11/18/2009
718Markit® FI - Realized Volatility and Security ReturnsFactor Introduction11/13/2009
719Markit® RN - Beware of the VWAP TrapResearch Note11/11/2009
720Markit® RN - Macroeconomic Based Style Rotation Easier Said Than DoneResearch Note11/11/2009
721Markit® KD - Is Growth the New Value?QSG Key Drivers Report11/11/2009
741Markit® KD - The Essence of Emerging MarketsQSG Key Drivers Report11/11/2009
717Markit® AD - Algorithmic Switching-Co-Adaptation in the Market EcologyAcademic Digest11/11/2009
715Markit® AD - Investor Inattention and Friday Earnings AnnouncementsAcademic Digest11/10/2009
716Markit® AD - Grading Broker AlgorithmsAcademic Digest11/10/2009
732Markit® MPR - October 2009 - Model Performance ReportQSG Model Performance Report11/1/2009
864Markit® REIT - Q3 2009 Performance UpdateResearch Note10/22/2009
708Markit® MPR - September 2009 - Model Performance ReportQSG Model Performance Report10/16/2009
709Markit® RN - The Risks of Flying Under the RadarResearch Note10/15/2009
710Markit® REIT - Model Analysis - September 2009Research Note10/15/2009
707Markit® FI - Unexpected ProfitabilityFactor Introduction10/15/2009
705Markit® AD - A Better Three-Factor Model That Explains More AnomaliesAcademic Digest10/15/2009
706Markit® AD - The Good News in Short InterestAcademic Digest10/15/2009
704Markit® II - The ASSET4 Framework: Adding Value through Environmental, Social & Corporate Governance InformationInvestment Insights10/13/2009
703Markit® KD - Waiting For GodotQSG Key Drivers Report10/6/2009
636Markit® RN - Banks and Retail Model Adjusted ReturnsResearch Note9/11/2009
544Markit® FI - Profitability RatioFactor Introduction9/11/2009
546Markit® FI - Time-Weighted Earnings RevisionFactor Introduction9/11/2009
671Markit® MPR - August 2009 - Model Performance Report QSG Model Performance Report9/11/2009
698Markit® AD - Adverse Selection vs Opportunistic Savings in Dark AggregatorsAcademic Digest9/11/2009
699Markit® AD - Which Shorts Are InformedAcademic Digest9/11/2009
631Markit® KD - The Three Faces of AugustQSG Key Drivers Report9/9/2009
649Markit® RN - Reconsidering Leverage: Are Traditional Measures Letting us Down?Research Note8/12/2009
637Markit® RN - Decomposing a Composite Factor - FCFFROE.Research Note8/12/2009
638Markit® RN - Transaction Cost Adjusted Model ReturnsResearch Note8/12/2009
672Markit® MPR - July 2009 - Model Performance Report QSG Model Performance Report8/12/2009
632Markit® KD - Todays Value Tomorrows GrowthQSG Key Drivers Report8/12/2009
476Markit® AD - Natural Adverse Selection Theory and EvidenceAcademic Digest8/12/2009
477Markit® AD - Asset Growth and the Cross-Section of Stock ReturnsAcademic Digest8/12/2009
639Markit® RN - Searching for Value: Examining the Efficacy of Operating Cash Flow to Enterprise Value Around the WorldResearch Note7/13/2009
640Markit® RN - Earnings Suprise ReduxResearch Note7/13/2009
673Markit® MPR - June 2009 - Model Performance ReportQSG Model Performance Report7/13/2009
478Markit® AD - Measuring Short-Term International Stock Market EfficiencyAcademic Digest7/13/2009
633Markit® KD - Reversal ContinuesQSG Key Drivers Report7/8/2009
547Markit® FI - Banking on Capital Structure: The Texas & Reggie RatiosFactor Introduction6/16/2009
548Markit® FI - Paring Traditional Factor Models with Short Term Price Signals: Bollinger BandsFactor Introduction6/16/2009
674Markit® MPR - May 2009 - Model Performance ReportQSG Model Performance Report6/16/2009
634Markit® KD - Return to FundamentalsQSG Key Drivers Report6/16/2009
479Markit® AD - Economic Links and Predictable ReturnsAcademic Digest6/16/2009
480Markit® AD - 2008 The Trading Year in ReviewAcademic Digest6/16/2009
481Markit® AD - Intraday Patterns in the Cross Section of Stock ReturnsAcademic Digest6/16/2009
641Markit® RN - The Influence of Market Volatility on Value and Growth Stock Performance: A Macro PerspectiveResearch Note5/19/2009
549Markit® FI - Relative Strength IndexFactor Introduction5/19/2009
635Markit® KD - Making Sense Out of NonsenseQSG Key Drivers Report5/19/2009
482Markit® AD - The Impact of the Ban on Short SellingAcademic Digest5/19/2009
675Markit® MPR - April 2009 - Model Performance ReportQSG Model Performance Report5/15/2009
642Markit® RN - The Influence of Market Volatility on Value and Growth Stock Performance: A Micro PerspectiveResearch Note5/11/2009
676Markit® MPR - March 2009 - Model Performance ReportQSG Model Performance Report4/15/2009
538Markit® AD - What Factors Drive Global Stock Returns?Academic Digest4/13/2009
484Markit® AD - The Information Content of Option-Implied Volatility for Credit Default Swap ValuationAcademic Digest3/11/2009
485Markit® AD - Idiosyncratic Volatility and Cross Section of Expected ReturnsAcademic Digest3/11/2009
677Markit® MPR - February 2009 - Model Performance ReportQSG Model Performance Report3/5/2009
486Markit® AD - Interaction of Stock Return Momentum with Earnings MeasuresAcademic Digest2/17/2009
487Markit® AD - The Cross-Section of Volatility and Expected ReturnsAcademic Digest2/17/2009
678Markit® MPR - January 2009 - Model Performance ReportQSG Model Performance Report2/9/2009
679Markit® MPR - December 2008 - Model Performance ReportQSG Model Performance Report1/21/2009
488Markit® AD - Quantifying the SIGMAX Crossing Benefit: The SequelAcademic Digest1/15/2009
643Markit® RN - Anatomy Of A FootprintResearch Note12/15/2008
489Markit® AD - Does Short-Selling Amplify Price Declines or Align Stocks with Their Fundamental Values?Academic Digest12/15/2008
680Markit® MPR - November 2008 - Model Performance ReportQSG Model Performance Report12/10/2008
490Markit® AD - Going Negative: What to Do with Negative Book Equity StocksAcademic Digest12/10/2008
491Markit® AD - Algorithmic Trading In Turbulent MarketsAcademic Digest12/10/2008
681Markit® MPR - October 2008 - Model Performance ReportQSG Model Performance Report11/13/2008
492Markit® AD - Do Risk Factors Eat Alphas?Academic Digest11/13/2008
682Markit® MPR - September 2008 - Model Performance ReportQSG Model Performance Report10/9/2008
493Markit® AD - Accruals, Capital Investments and Stock ReturnsAcademic Digest10/9/2008
683Markit® MPR - August 2008 - Model Performance ReportQSG Model Performance Report9/18/2008
494Markit® AD - Institutional Investors and the Comovement of Equity PricesAcademic Digest9/16/2008
495Markit® AD - Long Term Reversals: Overreaction or Taxes?Academic Digest9/16/2008
684Markit® MPR - July 2008 - Model Performance ReportQSG Model Performance Report8/18/2008
496Markit® AD - Forecasting Market Impact Costs and Identifying Expensive TradesAcademic Digest8/15/2008
685Markit® MPR - June 2008 - Model Performance ReportQSG Model Performance Report7/16/2008
497Markit® AD - Double Surprise into Higher Future ReturnsAcademic Digest7/16/2008
550Markit® FI - Time Weighted Earnings YieldFactor Introduction7/15/2008
498Markit® AD - Holding on to Your Shorts: When do Short Sellers Retreat?Academic Digest7/15/2008
644Markit® RN - QSG Shines a Light on a Dark PoolResearch Note6/11/2008
686Markit® MPR - May 2008 - Model Performance Report QSG Model Performance Report6/11/2008
499Markit® AD - Measure for Measure: The Relation Between Forecast Accuracy and Recommendation Profitability of AnalystsAcademic Digest6/11/2008
500Markit® AD - Resurrecting the Size Effect: Firm Size, Profitability Shocks, and Expected Stock ReturnsAcademic Digest6/11/2008
687Markit® MPR - April 2008 - Model Performance ReportQSG Model Performance Report5/12/2008
645Markit® RN - QSG Strategy Classifications: Better Identify the Drivers of Portfolio ReturnResearch Note4/27/2008
688Markit® MPR - March 2008 - Model Performance ReportQSG Model Performance Report4/14/2008
501Markit® AD - The Statistics of Statistical ArbitrageAcademic Digest4/11/2008
502Markit® AD - Active Equity Managers in the US-Do the Best Follow Momentum StrategiesAcademic Digest4/8/2008
689Markit® MPR - February 2008 - Model Performance Report QSG Model Performance Report3/11/2008
503Markit® AD - The Eco-Efficiency Premium PuzzleAcademic Digest3/11/2008
690Markit® MPR - January 2008 - Model Performance ReportQSG Model Performance Report2/28/2008
608Markit® IR - Investment Recipe for InsuranceInvestment Recipe2/12/2008
504Markit® AD - Information Disclosure and Market Quality: The Effect of SEC Rule 605 on Trading CostsAcademic Digest2/8/2008
505Markit® AD - Catching Up With TechnologyAcademic Digest1/18/2008
691Markit® MPR - December 2007 - Model Performance Report QSG Model Performance Report1/17/2008
647Markit® RN - Insider TradingResearch Note1/4/2008
692Markit® MPR - November 2007 - Model Performance Report QSG Model Performance Report12/17/2007
506Markit® AD - The Probability of Informed TradingAcademic Digest12/15/2007
693Markit® MPR - October 2007 - Model Performance Report QSG Model Performance Report11/17/2007
694Markit® MPR - September 2007 - Model Performance Report QSG Model Performance Report10/17/2007
507Markit® AD - Trading Volume: NASDAQ and the NYSEAcademic Digest10/10/2007
508Markit® AD - Industry Effects of Analyst Stock RevisionsAcademic Digest10/10/2007
509Markit® AD - An Analysis of Trade-size Clustering and Its Relation to Stealth TradingAcademic Digest10/10/2007
510Markit® AD - Catching Up With Technology: The Impact ot Regulatory Changes on ECNs-MTFs and the Trading Venue Landscape in EuropeAcademic Digest9/21/2007
511Markit® AD - Dispersion in Analyst’s Earning Forecasts and the Cross Section of Stock Returns: What is the Driving Factor?Academic Digest9/21/2007
512Markit® AD - Industry Concentration and Average Stock ReturnsAcademic Digest9/21/2007
513Markit® AD - Cash Equity Transaction Cost Analysis: State of the Art...And BeyondAcademic Digest9/21/2007
695Markit® MPR - August 2007 - Model Performance Report QSG Model Performance Report9/13/2007
696Markit® MPR - July 2007 - Model Performance ReportQSG Model Performance Report8/29/2007
697Markit® MPR - June 2007 - Model Performance ReportQSG Model Performance Report7/11/2007
875Markit® AD - "Sell"Academic Digest11/1/2006
577Markit® II - How Informative Are Customer- Supplier Relationships?Investment Insights10/1/2006
700Markit® AD - Economic Links and Predictable Returns 2006Academic Digest9/1/2006
865Markit® II - The Information Content of Rank Changes - Evidence from QSG's Seed ModelsInvestment Insights8/1/2006
578Markit® II - The Revere Data Hierarchy: A Better Classifi cation System?Investment Insights7/26/2006
609Markit® IR - QSG Bank & Thrift ModelInvestment Recipe6/13/2006
579Markit® II - The Changing Nature of Earnings SurpriseInvestment Insights4/1/2006
515Markit® AD - Do Stock Market Investors Understand the Risk Sentiment of Corporate Annual Reports?Academic Digest4/1/2006
551Markit® FI - Price-to-Book Return on Equity ResidualFactor Introduction3/1/2006
650Markit® RN - Stock Returns Following Large One-Day Price ShocksResearch Note1/24/2006
516Markit® AD - Is The Accrual Anomaly a Global AnomalyAcademic Digest1/1/2006
651Markit® RN - Sector AllocationResearch Note11/12/2005
517Markit® AD - Cross-Sectional Variation in Stock Returns: Liquidity and Idiosyncratic RiskAcademic Digest8/8/2005
580Markit® II - Special Items and Earnings QualityInvestment Insights8/1/2005
552Markit® FI - Sales AccelerationFactor Introduction7/1/2005
581Markit® II - Intangible AssetsInvestment Insights6/28/2005
518Markit® AD - Does Idiosyncratic Risk Really Matter?Academic Digest6/28/2005
652Markit® RN - Index Size Decomposition and Factor PerformanceResearch Note6/3/2005
553Markit® FI - Total Capital DistributionFactor Introduction5/20/2005
610Markit® IR - QSG Seed Model Performance ReviewInvestment Recipe5/13/2005
519Markit® AD - The Effect of Meeting of Beating Revenue Forecasts on the Association Between Quarterly Returns and Earnings Forecast ErrorsAcademic Digest4/28/2005
554Markit® FI - Trough Operating MarginFactor Introduction4/12/2005
611Markit® IR - Markit Equity REIT ModelInvestment Recipe4/10/2005
582Markit® II - Trends in Intra-Industry CorrelationInvestment Insights4/1/2005
583Markit® II - Technical IndicatorsInvestment Insights3/31/2005
129Markit® AD - The Role of Delisted Firms in the Momentum PuzzleAcademic Digest3/23/2005
612Markit® IR - A Utility Sector ModelInvestment Recipe3/15/2005
555Markit® FI - Standardized Unexpected Cash FlowFactor Introduction2/2/2005
613Markit® IR - A Technology Sector ModelInvestment Recipe1/26/2005
653Markit® RN - Anomaly DecayResearch Note1/18/2005
521Markit® AD - Optimal Portfolios for Ordering InformationAcademic Digest1/6/2005
702Markit® II - The Value of an "As Reported" DatabaseInvestment Insights1/1/2005
585Markit® II - The Implementation Costs of Algorithmic TradingInvestment Insights12/31/2004
556Markit® FI - EBITDA-to-Price Factor Introduction12/15/2004
522Markit® AD - Comparing The Stock Recomendation Performance of Investment Banks and Independent Research FirmsAcademic Digest11/29/2004
586Markit® II - Tactical Style AllocationInvestment Insights11/23/2004
523Markit® AD - Do Investors Overvalue Firms With Bloated Balance Sheets?Academic Digest11/23/2004
614Markit® IR - The Health Care SectorInvestment Recipe11/9/2004
654Markit® RN - Restating the ObviousResearch Note10/29/2004
524Markit® AD - Private Information, Earnings Manipulations and Executive Stock Option ExercisesAcademic Digest10/15/2004
557Markit® FI - The Attention Span RatioFactor Introduction9/23/2004
587Markit® II - A Fresh Look At Money FlowInvestment Insights9/1/2004
655Markit® RN - Turnover of Factor-Based PortfoliosResearch Note8/27/2004
108Markit® AD - Signals from Open Market RepurchasesAcademic Digest8/23/2004
558Markit® FI - Industry Relative Trailing 12-Month Cash Flow to Total Assets Factor Introduction8/17/2004
588Markit® II - Are All Analysts Created Equal?Investment Insights7/30/2004
615Markit® IR - The QSG Value-Momentum AnalystInvestment Recipe7/26/2004
102Markit® AD - Equity Style Returns and Institutional Investor FlowsAcademic Digest7/19/2004
589Markit® II - Interest Rate Sensitivity: Sectors, Styles and FactorsInvestment Insights7/1/2004
559Markit® FI - Dividend Yield-Adjusted PEG RatioFactor Introduction6/30/2004
656Markit® RN - Style Performance in SectorsResearch Note6/20/2004
526Markit® AD - Default Risk in Equity ReturnsAcademic Digest6/9/2004
617Markit® IR - A Relative Value ModelInvestment Recipe5/28/2004
657Markit® RN - The CUSUM ApproachResearch Note5/12/2004
590Markit® II - Float Weighted vs. Cap Weighted: Is there a difference?Investment Insights5/1/2004
618Markit® IR - A Price Momentum Model Investment Recipe4/30/2004
560Markit® FI - Wall Street Consensus RatingsFactor Introduction4/29/2004
527Markit® AD - Information Uncertainty and Expected ReturnsAcademic Digest4/23/2004
561Markit® FI - The Visibility RaitoFactor Introduction4/7/2004
591Markit® II - Is Everything Relative?Investment Insights4/1/2004
619Markit® IR - A Historical Growth ModelInvestment Recipe3/25/2004
528Markit® AD - On Characteristic MomentumAcademic Digest3/23/2004
658Markit® RN - The Russell Effect: Persistence or Reversal?Research Note3/19/2004
592Markit® II - Investing in REITsInvestment Insights3/1/2004
562Markit® FI - The Put-Call RatioFactor Introduction2/29/2004
529Markit® AD - Liquidity Risk and Expected Stock ReturnsAcademic Digest2/24/2004
620Markit® IR - An "Enhanced" Earnings Momentum Strategy Investment Recipe2/21/2004
593Markit® II - Banks - A League Of Their OwnInvestment Insights2/1/2004
563Markit® FI - Operating Liability LeverageFactor Introduction1/29/2004
621Markit® IR - A Deep Value ModelInvestment Recipe1/22/2004
530Markit® AD - The Cost of Trend Chasing and the Illusion of Momentum ProfitsAcademic Digest1/13/2004
659Markit® RN - The January Effect, From a Sector PerspectiveResearch Note1/8/2004
594Markit® II - In Search Of The Right Number: I/B/E/S vs. First CallInvestment Insights1/1/2004
564Markit® FI - 52-Week HighFactor Introduction12/29/2003
531Markit® AD - Measuring and Modeling Systematic Risk in Factor Pricing Models Using High-Frequency DataAcademic Digest12/19/2003
622Markit® IR - Fundamental Analysis for Small-Cap StocksInvestment Recipe12/16/2003
660Markit® RN - The Rule of The MajorityResearch Note12/12/2003
595Markit® II - Time-Lags in the Post EDGAR EraInvestment Insights11/30/2003
532Markit® AD - Profit Warnings and TimingAcademic Digest11/24/2003
565Markit® FI - Trailing 12-month Sales to Invested CapitalFactor Introduction11/20/2003
661Markit® RN - Multifactor Models: An Intersection of Art and ScienceResearch Note11/5/2003
566Markit® FI - Abnormal Capital InvestmentFactor Introduction10/22/2003
533Markit® AD - External Financing and Future Stock ReturnsAcademic Digest10/14/2003
623Markit® IR - Trouble Ahead?Investment Recipe10/8/2003
596Markit® II - The Volatility IndexInvestment Insights10/1/2003
662Markit® RN - Does the Accuracy of Beta Estimates Matter?Research Note9/26/2003
567Markit® FI - Ohlson Bankruptcy ScoreFactor Introduction9/17/2003
50Markit® AD - Industry Classification SchemesAcademic Digest9/5/2003
597Markit® II - A Stylistic Investigation of Money FlowInvestment Insights9/1/2003
598Markit® II - Price Momentum: Lead, Follow or Get Out Of The WayInvestment Insights8/31/2003
663Markit® RN - Does Fallinig Unemployment Lift Equities?Research Note8/25/2003
568Markit® FI - Capital Acquisition RatioFactor Introduction8/21/2003
535Markit® AD - Value vs. GlamourAcademic Digest8/12/2003
599Markit® II - Dividend Increases; A Tradewind or Microburst?Investment Insights7/31/2003
569Markit® FI - Pretax Return on Net Operating AssetsFactor Introduction7/24/2003
536Markit® AD - Getting Pennied: Decimalization on Traders Willingness to Lean on Order Book Academic Digest7/23/2003
664Markit® RN - Intraday Volume Patterns: The Key To VWAP TradingResearch Note7/14/2003
624Markit® IR - Tango & CashInvestment Recipe7/2/2003
570Markit® FI - Prior Fiscal Quarter Forecast Error - Scaled by PriceFactor Introduction6/30/2003
600Markit® II - Long Managers & Short InterestInvestment Insights6/30/2003
537Markit® AD - Got Information? Investor Response to Form 10-K and Form 10-Q Edgar FilingsAcademic Digest6/16/2003
625Markit® IR - Global Reach, Reliability & Results: The Old MathInvestment Recipe6/12/2003
665Markit® RN - The Russell Reconstitution: Racers Start Your Engines.Research Note5/30/2003
572Markit® FI - % Increase In Shares OutstandingFactor Introduction5/29/2003
539Markit® AD - Price Impact CostsAcademic Digest5/29/2003
601Markit® II - Quantitative Managers: A Style All Their OwnInvestment Insights5/1/2003
626Markit® IR - Analysts & Accruals: The New A-TeamInvestment Recipe4/30/2003
571Markit® FI - Unexpected Change in Accounts ReceivableFactor Introduction4/29/2003
540Markit® AD - Predicting Earnings Management: The Case of Earnings Restatement Academic Digest4/17/2003
602Markit® II - Pension Income & ExpenseInvestment Insights4/1/2003
876Markit® AD - An Introduction to High-Frequency Finance: Correlation & CovarianceAcademic Digest3/31/2003
666Markit® RN - A Definition of Style: You Know What It's Not Research Note3/5/2003
627Markit® IR - Q-ScoreInvestment Recipe3/3/2003
874Markit® AD - The Information in Management’s Expected Earnings Report Date: A Day Late, A Penny Short Academic Digest2/27/2003
603Markit® II - Intra-Industry Correlation: The Next Big ThingInvestment Insights2/10/2003
573Markit® FI - Operating Cash Flow MarginFactor Introduction1/22/2003
541Markit® AD - Differential Market Reactions to Revenue and Expense SurprisesAcademic Digest1/15/2003
628Markit® IR - R&D The KeyInvestment Recipe1/14/2003
574Markit® FI - Implied Equity DurationFactor Introduction1/13/2003
604Markit® II - Dividends: A bird in the hand is worth more due to Bush.Investment Insights1/13/2003
542Markit® AD - Differences of Opinion and the Cross Section of Stock ReturnsAcademic Digest1/6/2003
605Markit® II - Stock SplitsInvestment Insights12/9/2002
629Markit® IR - Growth Strategy for EquilibriumInvestment Recipe12/5/2002
667Markit® RN - S&P Rankings Research Note11/22/2002
575Markit® FI - Core Earnings MultiplesFactor Introduction11/15/2002
543Markit® AD - Trade Execution Costs After DecimalizationAcademic Digest11/14/2002
668Markit® RN - Core EarningsResearch Note10/29/2002
630Markit® IR - Bargain HuntingInvestment Recipe10/16/2002
606Markit® II - Implementation CostsInvestment Insights10/14/2002
669Markit® RN - Goodwill HuntingResearch Note10/3/2002
86Markit® AD - Another New Look At The Monday Effect Academic Digest10/1/2002
576Markit® FI - Tobin's Q RatioFactor Introduction9/26/2002
670Markit® RN - EBITDA: Dead Measure Walking?Research Note9/13/2002
607Markit® II - Accruals & Earnings QualityInvestment Insights9/9/2002

Request Research

Factor Analysis

Factor Analyst® puts the performance data on more than 300 stock selection signals at your fingertips. Our powerful web-based analytics platform ranks the performance characteristics of these stock selection signals across a broad array of US and global universes. Our global universe coverage includes developed, emerging and frontier markets. Subscribers to Factor Analyst receive access to QSG's valuable monthly research reports, which introduce new stock selection signals and investigate thematic investment issues. Here is a sample of recent research titles.

Features

  • More than 350 global stock selection signals that identify the key return drivers for a universe and validate in-house analysis.
  • Analysis measures include returns, signal strength, correlations, turnover, seasonal patterns, universe coverage.
  • User-defined capabilities allow you to emphasize specific factor performance characteristics.
  • Delivery options include a web-based interface, file transfer protocol (FTP) and user-specific database integration
Factor Image

Multi Factor Models

QSG's stock selection models combine the granularity of fundamental research and the rigor of systematic evaluation techniques. We leverage this expertise to build both client-specific multi-factor models along with a wide array of QSG engineered models. Custom client models make use of QSG's infrastructure and expertise to quickly turn your unique investment ideas and philosophy into an Alpha producing ranking system. QSG's models cover the full "anomaly" spectrum, including Earnings Momentum, Deep Value, Relative Value, Price Momentum, and Historical Growth. Successful models, leveraging specialty data driven signals, are produced for a variety of industries and sectors including REITs, Banks, Insurance, and Retail.

Features

  • Seven broad-based strategy multi-factor models are available over many popular capitalization universes.
  • US industry-specific models include REITs, Bank and Thrift, Retail and Insurance.
  • International universes include EAFE, Australia/New Zealand, Japan and Canada.
  • Impressive performance characteristics.
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Portfolio Alerts

QSG Edge™ stock selection and investment strategy helps fundamental equity managers side-step avoidable torpedos and stay aware of the stocks that are at the top of the list for QSG's most popular fundamental ranking models. This easy-to-use tool monitors a portfolio of up to 200 securities to identify the significant ranking changes that can provide an important wake-up call. Click on any name in the tool and you will see which fundamental signal is responsible for the rank change. Once you set up your watchlist, a daily email will alert you to the changes that matter.

Features

  • Identify potential torpedoes and gain broad-based support for new ideas.
  • Uncover important thematic moves and track your names relative to competing points of view.
  • Confirm your investment targets through objective, systematic, return-tested research.
  • Add a multi-dimensional overlay without changing your investment process.
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QSG SYNC™ Trading Analytics

QSG's SYNC synchronizes the industry's most informative post-trade analytics with a new class of pre-trade forecast models. This results in an unrivaled set of decision tools that address the challenges of today's high-speed, technology driven equity trading environment. SYNC provides daily access to a new set of innovative execution quality measures that accurately evaluate the liquidity management and trade timing success of brokers, venues and algorithms. This new application addresses the frustration and disappointment with existing TCA tools and their inability to provide actionable insights in an era dominated by high-frequency trading. QSG's SYNC is designed by traders, but is leveraged by Portfolio Managers and Compliance Officers in a firm-wide implementation.

Features

  • Identify the top performing algorithms for today's market conditions and trade list with the Strategy Workbench.
  • Fine-tune peer comparisons across styles, strategies and market conditions with the dynamic peer comparison architecture.
  • Profile PM or Strategy timing decisions to identify persistent slippage patterns with the application's Performance Tracking tool.
  • Leverage the QSG Trading Risk Index™ to identify the significant factor rank changes across valuation, momentum and sentiment based factors.
Strategy Workbench Algorithm Verification Performance Tracking Trading Risk Index Tick-based Analysis
* Click on image to enlarge.

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Contact Us

  • Quantitative Services Group
  • qsgsupport@qsg.com
  • P (630) 637-8088
  • F (630) 637-8388
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  • Naperville, IL 60563
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  • Jacqueline Jones
  • Equity Research
  • JJones@qsg.com
  • P 630-637-8088 x 219
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Press Kit

  • Jacqueline Jones
  • Quantitative Services Group LLC
  • (630) 637.8088 x219
  • jjones@qsg.com
  • www.qsg.com

QSG routinely releases cutting-edge research on important topics within quantitative finance, including reports that focus on both equity research and trading. QSG also has individuals who are available as sources. Please contact us for more information.

Press Releases

  Press Release Date
Pdf Icon MARKIT ACQUIRES SECURITIES LENDING ANALYTICS SPECIALIST DATA EXPLORERS 4/2/2012
Pdf Icon MARKIT ACQUIRES QUANTITATIVE RESEARCH SPECIALIST QSG 11/2/2011
Pdf Icon Markit® ANNOUNCES NEW ENHANCEMENTS TO INTEGRATED RESEARCH HUB (IRH) 8/1/2011
Pdf Icon Markit® EXTENDS INNOVATIVE TRADING ANALYTICS TO MONITOR FX EXECUTION COSTS 7/13/2011
Pdf Icon ISRAEL MOVING TO QSG® DEVELOPED EUROPE 3/17/2011
Pdf Icon Markit® ADDS MACROECONOMIC REGIME BUILDING FEATURE TO DYNAMIC SEARCH TOOL. 1/4/2011
Pdf Icon Markit® RELEASES MACROECONOMIC INTERACTION TOOL TO PLATFORM 11/15/2010
Pdf Icon Markit® INTRODUCES THE TRADING RISK INDEX™ WHICH ADDRESSES THE DIRECTIONAL RISK IN EQUITY TRADING 9/22/2010
Pdf Icon Markit® STUDY INTRODUCES ENHANCED EQUITY LIQUIDITY RISK ESTIMATES FOR RISK MANAGERS 7/27/2010
Pdf Icon Markit® INTRODUCES PORTFOLIO EXPOSURE AND TURNOVER CALCULATION ENHANCEMENTS TO ITS EQUITY RESEARCH PLATFORM 7/20/2010
Pdf Icon TIM SARGENT, QUANTITATIVE SERVICES GROUP LLC (QSG) CEO TO PARTICIPATE IN SEC ROUNDTABLE DISCUSSION ON MARKET STRUCTURE 6/1/2010
Pdf Icon QSG’S SYNC RESPONDS TO A NEW ERA IN EQUITY TRADING 5/26/2010
Pdf Icon Markit® STUDY INTRODUCES AN ACCURATE MODEL TO FORECAST THE ‘IMPACT’ COSTS OF INSTITUTIONAL EQUITY TRADING 3/15/2010
Pdf Icon Markit® ADDS NEW FACTORS TO ITS EQUITY RESEARCH LIBRARY 2/26/2010
Pdf Icon Markit® STUDY IDENTIFIES THE IMPACT OF PREDATORY HIGH FREQUENCY TRADING ON INSTITUTIONAL EQUITY MANAGERS 2/16/2010
Pdf Icon Markit® STUDY PROVES HIGHER TRADING COSTS INCURRED FOR VWAP ALGORITHMS VS ARRIVAL PRICE ALGORITHMS, HIGH FREQUENCY TRADING CONTRIBUTING FACTOR 11/24/2009
Pdf Icon QSG CONFIRMS POSITIVE RELATIONSHIP BETWEEN ESG FACTORS AND FINANCIAL PERFORMANCE USING ASSET4 DATA, QUANTITATIVE ANALYSIS 11/10/2009
Pdf Icon DAN BUKOWSKI, QUANTITATIVE SERVICES GROUP LLC (QSG) DIRECTOR OF RESEARCH TO JOIN PANEL AT THE UNIVERSITY OF CHICAGO BOOTH SCHOOL OF BUSINESS INVESTMENT MANAGEMENT CONFERENCE 10/30/2009
Pdf Icon QUANTITATIVE SERVICES GROUP LLC (QSG) EXTENDS ITS GLOBAL RESEARCH COVERAGE 10/22/2009
Pdf Icon QSG PRE-TRADE ANALYST® IS NOW AVAILABLE AS AN INTEGRATED SERVICE ON THE UNX CATALYST® EMS PLATFORM 10/7/2009
Pdf Icon QUANTITATIVE SERVICES GROUP LLC (QSG®) ANNOUNCES MAJOR ENHANCEMENTS TO T-COST PRO® 8/12/2009
Pdf Icon CAROLIE BURROUGHS JOINS QUANTITATIVE SERVICES GROUP LLC 7/15/2009
Pdf Icon QUANTITATIVE SERVICES GROUP LLC EXPANDS COMMITMENT TO RESEARCH AND DEVELOPMENT, GROWS TEAM WITH INDUSTRY SPECIALISTS 4/15/2009
Pdf Icon QSG DELIVERS DOUBLE DIGIT POSITIVE RETURN SPREADS IN 2008 2/13/2009
Pdf Icon INDUSTRY VETERANS TO CONTRIBUTE TO QSG’S DEVELOPMENT OF SYSTEMATIC BRIDGE BETWEEN PORTFOLIO AND TRADING STRATEGY 11/20/2008
Pdf Icon Markit® OFFERS EQUITY MANAGERS A SYSTEMATIC STOCK SELECTION EDGE 11/4/2008
Pdf Icon ZHIHUI TANG, Ph.D. JOINS QUANTITATIVE SERVICES GROUP LLC 8/14/2008
Pdf Icon QUANTITATIVE SERVICES GROUP LLC SHINES LIGHT ON A DARK POOL 6/17/2008
Pdf Icon QUANT-LINK.COM STIMULATES IDEA INTERCHANGE, NETWORKING WITHIN QUANTITATIVE FINANCE COMMUNITY 5/20/2008
Pdf Icon WILLIAM JAMES JOINS QUANTITATIVE SERVICES GROUP LLC 4/29/2008
Pdf Icon QUANTITATIVE SERVICES GROUP LLC CONTINUES GROWTH WITH THE ADDITION OF TWO INDUSTRY SPECIALISTS 4/16/2008
Pdf Icon DAN BUKOWSKI JOINS QUANTITATIVE SERVICES GROUP LLC 3/25/2008
Pdf Icon QUANTITATIVE SERVICES GROUP LLC JOINS HUDSON STREET SERVICES 3/11/2008
Pdf Icon QSG Strengthens Its Equity Research Solutions 9/10/2007
Pdf Icon QSG Expands its Specialty Model Suite by Releasing its Insurance Stock Selection Model 8/8/2007
Pdf Icon Nine New Analysts Join Quantitative Services Group LLC (QSG) 8/1/2007
Pdf Icon Quantitative Services Group Announces the Addition of a COO to its Management Team 5/16/2007
Pdf Icon ClariFI Integrates QSG's Equity Model Scores Into ModelStation 3/20/2007
Pdf Icon Quantitative Services Group (QSG) today announced that it will provide New York based KCCI, Ltd with advanced Pre-Trade Analytics. 3/14/2007
Pdf Icon Quantitative Services Group LLC (QSG) Analyzes the Execution Strategies of Fox River Execution Technology LLC 2/27/2007
Pdf Icon Quantitative Services Group LLC (QSG) adds New Equity Markets to its International Factor Analyst(R) Research Service 2/7/2007
Pdf Icon Quantitative Services Group LLC (QSG) Releases Virtual Research Analyst(R) v4.0 - its New Web-based Stock Selection Application 2/5/2007
Pdf Icon The Quantitative Services Group LLC (QSG) Continues the Expansion of its IT Group 11/29/2006
Pdf Icon QSG Study Finds Pipeline Execution System Helped Mitigate Market Impact Trading Costs 10/11/2006
Pdf Icon QSG Introduces Retail Sector Stock Selection Model 9/27/2006
Pdf Icon QSG Expands its Specialty Model Suite by Releasing its Bank & Thrift Stock Selection Model 7/13/2006
Pdf Icon QSG to Integrate Pre-Trade Market Impact Forecast into Leading Optimization and Simulation Providers 6/22/2006
Pdf Icon The Quantitative Services Group LLC (QSG) Continues Growing with the Addition of a New Application Architect and Technical Analyst to its IT Team 5/31/2006
Pdf Icon QSG Launches Verification Service for Algorithmic Trading Strategies 5/9/2006
Pdf Icon QSG And Revere Data™ Form Research Partnership to Leverage the Power of Specialty Data 5/4/2006
Pdf Icon QSG and ClariFi Announce Strategic Alliance 4/3/2006
Pdf Icon QSG Forms Strategic Alliance with Axioma 4/3/2006
Pdf Icon Susquehanna Outperforms QSG Universe in Algo Trading Study 3/7/2006
Pdf Icon FutureTrade Provides Integrated Transaction Cost Analysis Tools Through Partnership with Quantitative Services Group 2/15/2006
Pdf Icon The Quantitative Services Group LLC (QSG) Announces the Release of its International Factor Analyst® Research Service 12/7/2005
Pdf Icon The Quantitative Services Group LLC (QSG) Announces Enhanced Performance Reporting for its Virtual Research Analyst® Stock Selection Platform 11/8/2005
Pdf Icon The Quantitative Services Group, LLC (QSG) Introduces a new Equity REIT Analysis Tool 11/7/2005
Pdf Icon The Quantitative Services Group LLC (QSG) Continues its Growth by Adding To Their T-Cost Pro® Trading Analysis Team 10/24/2005
Pdf Icon QSG Helps Fundamental Equity Managers Improve Returns 10/3/2005
Pdf Icon QSG Adds A New Product Consultant To Its Team To Continue Product Expansion 7/20/2005
Pdf Icon The Quantitative Services Group LLC (QSG) Enhances Its Factor Analyst® Equity Research Service 7/12/2005
Pdf Icon The Quantitative Services Group LLC (QSG) Adds Expertise To Their T-Cost Pro® Trading Analysis Team 5/27/2005
Pdf Icon QSG Adds Multi-Factor Trading Cost Dashboard To T-Cost Analyst® 3/15/2005
Pdf Icon The Quantitative Services Group LLC (QSG) Announces the Release of Virtual Research Analyst(R) 3.0 12/20/2004
Pdf Icon QSG Adds To Their Equity Research And Modeling Expertise. 11/12/2004
Pdf Icon Equity Trading Research Pro Joins QSG To Lead Product Expansion. 11/5/2004
Pdf Icon QSG Introduces T-Verification® to Verify the Costs of Investment Manager Transitions 10/27/2004
Pdf Icon QSG Announces Upgrade To T-Cost Pro® Equity Trading Analytics. 10/8/2004
Pdf Icon New Factors Added to Factor Analyst 8/5/2004
Pdf Icon QSG's T-Cost Pro® demystifies the costs of algorithmic trading. 7/13/2004
Pdf Icon The Quantitative Services Group LLC (QSG) announces the release of Virtual Research Analyst® 2.0 6/24/2004
Pdf Icon The Quantitative Services Group LLC (QSG) Enhances Their On-Line Equity Analysis Tools. 6/1/2004
Pdf Icon The Quantitative Services Group LLC (QSG) releases T-Cost Pro® 2.1 – This Upgrade Delivers Enhanced ‘Best Execution’ Monitoring And Analysis Features. 3/15/2004
Pdf Icon QSG Adds 25 New Factors to the Factor Analyst service 3/8/2004
Pdf Icon The Quantitative Services Group LLC (QSG) Publishes Analysis Revealing The Costs of Algorithmic Trading 1/4/2004
Pdf Icon The Quantitative Services Group LLC (QSG) announces significant enhancements to its flagship equity research service, dramatically simplifying indicator analysis for institutional portfolio managers and analysts. 1/2/2004
Pdf Icon The Quantitative Services Group LLC (QSG) releases T-Cost Pro® 2.0 – A significant version upgrade with enhanced equity transaction cost analysis tools. 11/21/2003
Pdf Icon The Quantitative Services Group LLC (QSG) Adds To Their Financial Modeling Expertise. 9/22/2003
Pdf Icon The Quantitative Services Group LLC (QSG) Adds Powerful New Web-Based Tools To Its Factor Analyst® Equity Research Service. 9/12/2003
Pdf Icon The Quantitative Services Group LLC (QSG) completes Instinet Corporation deal, licenses T-Cost Pro® transaction cost measurement system. 7/28/2003
Pdf Icon QSG Integrates Heat Map Technology 6/18/2003
Pdf Icon Quantitative Services Group Expands Software Development Staff 4/14/2003
Pdf Icon Quantitative Services Group Hires Senior Software Architect 3/19/2003

Careers

For consideration, please send your résumé to careers@qsg.com

Summary
Database development and administration. This position reports to Managing Director, IT.

Principal Responsibilities

  • Develop and maintain SQL Server 2000/2005 database applications.
  • Database design and implementation including off-hours support for production related applications
  • Ability to efficiently perform independently and in a team environment as well as balance multiple project deadlines simultaneously.

Knowledge, Skills and Abilities

  • SQL Server 2000/2005
  • T-SQL, VBScript, DTS
  • Index tuning and performance monitoring
  • Database backup and recovery operations
  • Finance background is a plus, but not required

Minimum Qualifications

  • Bachelor Degree in Computer Sciences or Related Areas

Summary
Responsible for conducting research in all areas surrounding the investment management process including alpha generation, portfolio construction and implementation as well as documenting results in research reports; reading, assessing and authoring write-ups of analyst papers; data analysis and client point of conduct. Position reports to the Managing Director, Equity Research Group.

Principal Responsibilities

  • Reading research, including familiarizing him/herself with academic research and Wall Street trade research
  • Author papers summarizing academic and research insights as well as contribute to papers on QSG's point of view
  • Assist in the development, testing, and construction of QSG models and factors
  • Utilize third party software applications to access and test data
  • Client point of contact, including answering questions regarding research or models generated for clients; checking performance in the market and assisting with general technology inquiries
  • Other projects as assigned

Knowledge, Skills and Abilities

  • Strong written and oral communication skills are essential
  • Demonstrated leadership abilities
  • Ambitious and highly motivated individual with well-developed multi-tasking skills

Minimum Qualifications

  • BA/BS degree in Finance, Mathematics, Statistics or related quantitative discipline
  • A minimum of 0-2 years related work experience
  • Experience in a quantitative environment, including knowledge of backtesting, optimization, etc. are a plus
  • CFA or candidate is desirable

Summary
Responsible for acquiring a full understanding of our trading related products; be able to clearly articulate product features and benefits; be frontline client service point of contact; identify and author short research papers on trading issues and opportunities. This position reports to Managing Director, Trading Research Group.

Principal Responsibilities

  • Support all trading related products
  • Analyze clients' trading activity, identify any possible patterns and communicate with clients to help them improve their trading
  • Write research publications/insights based upon clients' experience
  • Other projects as assigned

Knowledge, Skills and Abilities

  • Strong technical/programming skill with a demonstrated ability to apply those skills
  • Strong statistical/mathematical background will be a plus
  • Communication skills and the ability to work well in a team environment
  • Team-player/self-motivated

Minimum Qualifications

  • Minimum of a BA/BS degree in Finance, Financial Engineering, Statistics, Economics, Mathematics, Engineering or other quantitatively-oriented field
  • 1-2 years professional experience in an analytical position, preferably in a financial industry will be a plus
  • Prior experience with SQL 2000 or other database knowledge is preferred
  • CFA is desirable

Leadership

Tim Sargent

TIM SARGENT, CHIEF EXECUTIVE OFFICER

Tim Sargent is the founder and CEO of the Quantitative Services Group LLC (QSG®). Prior to launching QSG, Tim developed and managed Donaldson, Lufkin & Jenrette’s (DLJ) global quantitative research and trading activities, a group responsible for helping clients build stock selection models and sophisticated electronic trading strategies. Tim began his career as a portfolio manager at the Northern Trust Company, where he managed quantitatively-derived equity portfolios and derivative-based trading strategies. In the late ’80s and early ’90s, Tim helped to build the derivative research and trading businesses of Merrill Lynch and Salomon Brothers. He has a Chartered Financial Analyst (CFA) designation and is a founding board member of the Chicago Quantitative Alliance.

Dan Bukowski

DAN BUKOWSKI, PRESIDENT

Dan Bukowski brings a rich and diverse background to his role as leader of the equity research group at QSG. Before joining the firm in early 2008, he served Citigroup Asset Management in New York as the Chief Investment Officer for Global Equities and Chairman, Travelers Investment Management Company. Prior to joining CAM, Dan was a Managing Director and Director of Quantitative Research for Zurich Kemper Investments. Dan sits on the Investment Advisory Board of the New York State Teachers' Retirement System, was a founding board member of the Chicago Quantitative Alliance, and is on the President's Board of UCAN, an organization in Chicago serving at-risk youth and their families.

Mingbo Qin

MINGBO QIN, CHIEF TECHNOLOGY OFFICER

Mingbo Qin manages QSG's technology personnel and infrastructure. Mingbo and his talented team develop and maintain the infrastructure that supports the front and back-end of all client-facing applications. Mingbo has lead the development of QSG's web-based platforms including the Integrated Research Hub (IRH), Factor Analyst®, Virtual Research Analyst™, Pre-Trade Analyst®, T-Cost Pro® and others. He earned his Masters Degree at North Dakota State University, where he studied computer science.

George Bodine

GEORGE BODINE, MANAGING DIRECTOR - TRADING RESEARCH

George leverages his more than 25 years of industry experience to ensure that QSG's research and services address the needs of the trading community. Before joining QSG, George managed trading at General Motors Asset Management in New York, and before that, was previously with AXA Equitable and Charles Schwab. He earned a B.A. in psychology from Syracuse University and a Masters in Management from Central Michigan University.

Mike Stritch

MIKE STRITCH, MANAGING DIRECTOR - EQUITY RESEARCH

Mike focuses primarily on anomaly research, including the development of new products targeting the global developed, emerging and frontier markets. Before joining QSG, Mike cofounded First Street Capital Partners and was also a Quantitative Analyst with Calamos Investments. Previously he held roles of increasing responsibility in research and portfolio management at the Bank of Montreal group of companies including Harris my CFO and Harris Private Bank. Mike has a CFA designation, earned a B.A. from Northwestern University and an MBA with Distinction in Finance and Decision Sciences from J.L. Kellogg Graduate School of Management at Northwestern University.

Data Providers

  • Chainstoreguide
  • Londonstockexhange
  • Morganstanley
  • Dowjonesindexes
  • Interactivedata
  • Russell

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