Global Perspective


Leading Company

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?

Quant Models

Crowding Model

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.

Technical Model

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.

Leading Company

Why Consider Signal Models

Alpha Generating

with several years of “live” (published) signals, each model is proven alpha generator.

Full Market-Cycle Analysis

Signal employs separate multi-year back-tests to minimize curve-fitting while ensuring complete market-cycle analysis


Signal offers prospective clients unlimited access to model histories including many years of in-sample, out-of-sample, and live signals.

Ease of Use

Models are fully mapped and include several unique security identifiers

Full Coverage Universe

Signal provides daily signals for several thousand US and International securities each morning.