About Us & What We Do: Highland Park, Illinois Investment Advisor
We are an investment advisor (focus on U.S. equities) and IT management consultant located in Highland Park, Illinois.
Mailing address: 833 Central Avenue, # 1292, Highland Park, IL 60035
Available for in-person meetings, calls and video conferences.
Our service mark is Chicago Quantum (d.b.a. Chicago Quantum).
Jeffrey Cohen, President & Founder
Phone/Text: (312) 515-7333 (Monday - Friday, 7am - 3pm, or by appointment)
The President and Founder, Jeffrey Cohen, has a 30+ year work career in technology management consulting and financial services, along with a Masters of Management in Management Strategy and Finance from the J.L. Kellogg Graduate School of Business, Northwestern University. Jeffrey has served as a global IT professional services executive at both IBM and Siemens, as a Director at Hewlett Packard, and an Associate Principal at McKinsey & Company.
Jeffrey has financial services experience serving large financial services clients in a management consulting capacity, working at a large hedge fund in IT, and providing investment advisory services to clients in the current position. Jeffrey is registered with Finra, the Illinois Department of Securities, and maintains his Series 65 license.
We have a relationship with Charles Schwab to be our custodian and settlement firm.
What we do:
We provide stock portfolio optimization based on our quantitative Chicago Quantum Net Score model & platform.
This is a type of Sharpe Ratio (risk and reward measurement) that was originally designed to work on a quantum computer, and is programmed and run to search through centillions of portfolio combinations to find the most efficient (long), or inefficient (short) stock portfolios based on a year of historical data, run after market close. We measure and report the size of the edge or alpha over an index such as the fortunate 500 or technology 100. The larger the edge, the more 'confident' the model results.
Our Chicago Quantum Net Score optimized portfolios typically have up to 50 stocks, held equally. Our short portfolios are always small to avoid diversification.
We have described our work on arXiv in a series of three articles, with the first one here. second one here, and the third one here.
In addition, we identify other interesting metrics and characteristics of stocks that may represent a relevant, significant anomaly in stock trading data that a client can trade on. For example, we produce lists of stocks with abnormal skewness, kurtosis, volume, price movements, dividend levels, and BETA values. For more information, we occasionally publish webpages with semi-current lists of these stock price distribution anomalies and how we think about those metrics.
We code different scenarios to test occasional hypotheses and investment theses. For example, we recently tested different levels of profitability, market capitalization, net income, book value and liquidity to see if we can reduce investor risk while maintaining an edge over the market. As a client, you can request for us to customize and maintain an analysis solely for you.
We provide our quantitative, analytic service on a fixed-price basis per daily analysis.
- Our "UP" or "LONG" analysis that produces a set of 25+ long portfolios, ranked by Chicago Quantum Net Score, along with supporting information and analysis.
- Our "DOWN" or "SHORT" analysis that produces a set of 25+ short portfolios, ranked by Chicago Quantum Net Score, along with supporting information and analysis.
Investment Planning Services
We provide investment planning services to individuals and families where we spend a week getting to know you, your financial situation, and your future goals to develop a customized investment strategy for the short and long-term.
Fundamental Corporate Analysis (qualitative analysis)
We provide fundamental analysis of companies in the technology sector where we have expertise.
Why work with us?
- We do the homework.
- We maintain a secure hardware, software, data and network platform that we use to compute our services.
- We code, test and run the models.
- We have experience understanding how the model works in different market environments.
- We analyze the markets to help you make better trading decisions.
- We develop and test hypotheses to find insights.
- We write about the markets to share our understanding.
- We perform due diligence.
- We are formally registered and licensed.
- We maintain a relationship with a custodian (Charles Schwab) to maintain a full-service capability.
Contact us if you are a large, proprietary trading firm, money manager, portfolio manager, investment advisor, or an accredited, high net worth investor. We would like to work for you.
We also offer management consulting services.
- Intelligence and Research (fundamental & strategic analysis)
- IT Infrastructure & IT Organization optimization
- Quantum Computing industry analysis
- Strategy Consulting
- Data Analysis & Quantitative Analysis (models and interpretation)
- Business case analysis & implementation
- IT outsourcing analysis, negotiations & oversight
- Fundamental analysis of companies
- Discretion & confidentiality assured
- US DoD Contractor: GAGE Code: 8D6D8