Actieve functies van Ian D. Arvin
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Innovative Quant Solutions LLC
Innovative Quant Solutions LLC Investment ManagersFinance Founded in 2004 by Ian Arvin, Innovative Quant Solutions LLC (IQS) is an independent quantitative equity research firm located in Needham, Massachusetts. The firm provides high quality quantitative stock analysis and customized quantitative research to hedge fund and institutional equity investment managers. IQS's research incorporates sophisticated algorithms, high level mathematics and proprietary weighting schemes to their clients the tools needed to evaluate stocks for inclusion in their portfolios, validate current positions or develop new products. The firm's analytical research employs sophisticated algorithms to forecast the effectiveness of each financial factor and does not rely on past performance to predict what stocks may do in the future. IQS' Market Environment Indicator (MEI) methods and their proprietary weighting scheme are used to better forecast stock success. IQS incorporates Bayesian and other statistical forecasting techniques to arrive at better predictors of skill that go into their weighting scheme. Their model performance is robust yet consistent and is supported by sound financial economics and advanced statistical techniques. This approach is grounded in fundamental investment concepts that use publicly available financial and market data. IQS uses the data more effectively through a sophisticated analytical approach. IQS' Dynamic Factor Model (DFM) is a U.S. equity model which incorporates the IQS MEI indicators in the process. The DFM calculates scores for approximately 70 factors. Approximately 30 to 50 factors are weighted each month to determine the IQS Rank. This process includes five factor categories: (1) value measures compare the current stock price with earnings, growth of earnings or dividend yield (2) momentum indicators include price and volume momentum, as well as price reversals (3) balance sheet strength determines the relative strength of balance sheet ratios (4) financial improvements indicate whether a company's financial measures have improved and (5) sentiment includes Wall Street analysts' beliefs about a stock. IQS uses model weights to forecast for skill and factor covariance in their model weight process. The IQS weighting scheme is dynamic and sound. The weights change every month, incorporating various effectiveness measures to determine the weights. The firms' U.S. Lower Volatility Model is similar to their DFM model but generally realizes lower returns but with less volatility. Their international equity models are based on the same model framework as the U.S. Equity models, but equity rankings are provided for 24 of the largest markets around the world. Because each country has specific characteristics, IQS uses unique factors and weights by country. | Analyst-Equity | 01-01-2004 | - |
Directeur van Onderzoek - Eigen Vermogen | 18-09-2009 | - | |
Oprichter | 01-01-2004 | - | |
President | 18-09-2009 | - |
Loopbaan van Ian D. Arvin
Opleiding van Ian D. Arvin
Massachusetts Institute of Technology | Masters Business Admin |
Cornell University | Undergraduate Degree |
Statistieken
Internationaal
Verenigde Staten | 4 |
Operationeel
Analyst-Equity | 1 |
Director of Research - Equity | 1 |
Founder | 1 |
Sectoraal
Finance | 3 |
Consumer Services | 2 |
Beklede functies
Actief
Inactief
Beursgenoteerde bedrijven
Bedrijven in privébezit
Verwante bedrijven
Bedrijven in privébezit | 1 |
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Innovative Quant Solutions LLC
Innovative Quant Solutions LLC Investment ManagersFinance Founded in 2004 by Ian Arvin, Innovative Quant Solutions LLC (IQS) is an independent quantitative equity research firm located in Needham, Massachusetts. The firm provides high quality quantitative stock analysis and customized quantitative research to hedge fund and institutional equity investment managers. IQS's research incorporates sophisticated algorithms, high level mathematics and proprietary weighting schemes to their clients the tools needed to evaluate stocks for inclusion in their portfolios, validate current positions or develop new products. The firm's analytical research employs sophisticated algorithms to forecast the effectiveness of each financial factor and does not rely on past performance to predict what stocks may do in the future. IQS' Market Environment Indicator (MEI) methods and their proprietary weighting scheme are used to better forecast stock success. IQS incorporates Bayesian and other statistical forecasting techniques to arrive at better predictors of skill that go into their weighting scheme. Their model performance is robust yet consistent and is supported by sound financial economics and advanced statistical techniques. This approach is grounded in fundamental investment concepts that use publicly available financial and market data. IQS uses the data more effectively through a sophisticated analytical approach. IQS' Dynamic Factor Model (DFM) is a U.S. equity model which incorporates the IQS MEI indicators in the process. The DFM calculates scores for approximately 70 factors. Approximately 30 to 50 factors are weighted each month to determine the IQS Rank. This process includes five factor categories: (1) value measures compare the current stock price with earnings, growth of earnings or dividend yield (2) momentum indicators include price and volume momentum, as well as price reversals (3) balance sheet strength determines the relative strength of balance sheet ratios (4) financial improvements indicate whether a company's financial measures have improved and (5) sentiment includes Wall Street analysts' beliefs about a stock. IQS uses model weights to forecast for skill and factor covariance in their model weight process. The IQS weighting scheme is dynamic and sound. The weights change every month, incorporating various effectiveness measures to determine the weights. The firms' U.S. Lower Volatility Model is similar to their DFM model but generally realizes lower returns but with less volatility. Their international equity models are based on the same model framework as the U.S. Equity models, but equity rankings are provided for 24 of the largest markets around the world. Because each country has specific characteristics, IQS uses unique factors and weights by country. | Finance |
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