Uncorrelated Alpha Models
Signal’s proprietary models employ factor, technical, and regression techniques that drive alpha generating, uncorrelated equity models that are used globally by sophisticated institutional quantitative and systematic managers.
What is your investment strategy?
Unlike all other crowding models, Signal’s model identifies hypothetic crowding of securities by sector-focused long/short managers (i.e. the multi-manager) and is used for both alpha generation and risk-control.
Identifies opportunities and drives consistent and scalable alpha through a quant-focused technical model refined over ten years of testing.
Equity Stretch Model
The Stretch Model applies a combination of Statistical Regression Analyses to identify when securities excessively deviate from their closest correlated macro variable and industry and sector indexes.