Uncorrelated Alpha Models
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.