QVMRD provides a data‑driven platform that continuously assesses macro regimes and translates them into cross‑asset factor, duration, and credit‑event signals. It ranks over 5,000 equities and evaluates bond mispricings, delivering explainable allocation guidance for self‑directed investors, advisors, family offices, and institutions.
Funding
Funding not disclosed
Founders
Product
Problem
Investors and advisors often lack a unified, evidence‑based view of macro regimes, cross‑asset dynamics, and security‑specific mispricings, leading to ad‑hoc decisions that can be vulnerable to market stress and volatility.
Solution
QVMRD delivers a multi‑layer analytical framework that integrates macro regime assessment, cross‑asset signal interpretation, and security selection into a single, explainable output. The platform continuously updates a Turbulence Index, ERP model, and bubble‑detection metrics to define the current market regime. Within that regime context, it generates cross‑asset factor exposures, duration dynamics, and credit‑event arbitrage signals. Equity screening evaluates over 5,000 stocks across 150 metrics and 14 factor categories, while bond analysis covers duration, credit spreads, and post‑event arbitrage, the latter having produced a 67.6% cumulative return on deployed capital (2015‑2023). Results are presented as ranked scores and actionable allocation guidance, enabling self‑directed investors, advisors, family offices, and institutions to make disciplined portfolio decisions based on transparent, versioned logic.
Target Audience
Primary customers are self‑directed investors, independent financial advisors, family offices, and institutional investors seeking a systematic, research‑driven approach to macro‑aware portfolio construction.
Features
- Daily regime read using Turbulence Index, equity risk premium, and bubble detection (GSY‑LPPLS model)
- Cross‑asset signal layer that translates regime insights into factor, duration, and credit‑event exposures
- Equity screen of 5,000+ stocks with 150+ metrics across quality, value, momentum, and risk, outputting a single ranked score
- Bond analysis framework covering duration, credit spread mispricing, and post‑event arbitrage with documented performance
- Explainable, version‑controlled signal parameters and documented logic for auditability
- Integrated asset‑allocation guidance that maps regime and cross‑asset signals to tactical portfolio recommendations