âSince its launch in December 2005, the International FA research service has provided portfolio managers with the necessary tools to determine the best signals for investment strategies tilted towards the Europe, Australia and Far East (EAFE) regionâ, stated Tim Sargent, CFA, President and founder of QSG. âTo satisfy the needs of our clients, many of whom focus on markets narrower than the EAFE region, or on country specific strategies, we decided to increase the depth and breadth of the International Factor AnalystÂ® Service. Clients can now view performance characteristics such as Information Coefficients, Return Spreads, Factor Turnover, and Seasonality of 250+ factors for Japan, the United Kingdom, Europe and Australia/New Zealand.
âEven though equity markets are becoming more integrated, our research indicates that many stock selection signals behave differently across markets; the ability to identify the most powerful signals in different markets would provide a competitive edge,â added Mr. Temi Oyeniyi, CFA, Senior Quantitative Analyst and Product Manager. As with our domestic equity research services, the International Factor AnalystÂ® is completely transparent; all 250+ factors are described in words and formulas right down to the specific data item. Clients can also see the theory behind each signal as we have cross-referenced every indicator to our internal academic and journal library of over 3,000 articles,â continued Mr. Oyeniyi.
âQSG is at the forefront of providing unique solution sets to the investment community and access to this service will be restricted to only 50 institutional clients,â added Mr. Sargent. âThe expansion of this product marks a new and exciting area of equity research that advances QSGâs global stock selection platform.â