RAVEL SNAPSHOT
Investor Transparency
Ravel Snapshot provides a daily summary of signals and reads from
Ravel, a visualization tool that explores RQSI’s trading models and
econometric framework. For a more in-depth analysis,
view the full report.
Asset Class Exposure
| 07/29/2024
Our Systematic Global Macro strategy has three distinct broad
categories of trading models: Econometric, Technical, and Relative
Value. Ravel, and by extension Ravel Snapshot, is meant to illuminate
our Econometric sleeve. Our Econometric trading models utilize only
global economic data (rather than security price data) to generate
signals. Our Econometric signals break into four categories: Growth,
Yield, Fear and Inflation; global macroeconomic data is used to build
our view of each component. The graph below shows the actual asset
class exposure we have today as a result of our Econometric models.
Country Comparison
 US |  Eurozone |  UK |  Japan |
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