STOCK PORTFOLIO ANALYSIS SERVICES
Buy a one-time quantitative analysis or 'rent' our expertise & platform
Stock Analysis Consultation
You and I will have a discussion of the stocks that were picked in your run, a deeper dive into the Chicago Quantum Net Score algorithm, methodology, and results. We will also help you understand the valuations of the firms selected and special (if any) considerations with how the stocks traded over the past year.
Each scheduled conversation (expected to last up to an hour), is a separate service.
You may arrange this to occur after your stock market analysis to better understand the results and discuss implications and actions.
We can discuss the other information we provide about each of the stocks analyzed, including dividends, relative price strength, relative volume strength and volatility.
Discussion to be scheduled and conducted as soon as practical, and can be within the hour if necessary.
A typical, repeat client spends 1-2 hours a week on the phone to build rapport and a common understanding of the findings of the model, key stocks which score well "UP" or "DOWN", changes in relative rankings, market rotation, and potential actions.
Over time, we may jointly analyze a few stocks in detail and discuss their current and future financial position, social media positioning, and prospects.
After payment, please text Jeffrey Cohen at +1.312.515.7333 or email at jeffrey@quantum-usaci.com to schedule your consultation.
Daily Up Run, Your Stocks
You provide us up to 118 stock tickers + 10 backup tickers. We run our analysis, select the best portfolio(s) based on our CQNS algorithm, and email you a .PDF report.
Once you place your order, please provide this information during checkout (or email us):
- Your name
- Your email address(es)
- Your phone (and whether we may call with question on this order)
- Your US stock tickers (up to 118 and up to 10 backup tickers.
- Any special requests
Please email these to research@quantum-usaci.com. Jeffrey will be running your analysis.
What we do:
We run our analysis, select the best portfolio(s) based on our CQNS algorithm, and return you a .PDF report via email (or another way if you prefer). We return it within 24 hours...possibly much faster.
The report will list the stocks you provided, results of data validation, and the best portfolio(s) we find. If our solvers do not converge on one 'best' portfolio, we will provide you the top 3 portfolios they find. We provide you any insights from the run (e.g., was it easy to find a 'best' portfolio).
We normally wait until the trading day is over, but can use yesterday's market close price data upon request.
If you provide non-US listed stocks or stocks that fail our data validation, we will replace with a backup ticker from your list. Our data comes from Intrinio, a premium market data services provider (which we pay for).
What you should expect from the results:
This algorithm gives you the portfolio with the desired characteristics (lower risk & higher return) in the past year.
We view this as a buy and hold strategy for up to 25 days, but have seen the effects last as long as 35 days. We have also 'swing traded' these results to capture short-term volatility.
We have seen offsetting stocks in these portfolios where some rise while the others fall, but overall the portfolio rises. In a few cases, one 'high flyer' carries the portfolio. Why does this happen? If the BETA values selected are higher than market average, then the stocks may move more than the market. If the risk is lower for those stocks, and the BETA is higher, then we may see investors attracted to those stocks in the short-term.
The value proposition:
You can most likely re-create this logic and build the data analytics capability to do a similar exercise (e.g., using the Sharpe Ratio). However, it would take significant time and effort. We run this analysis every week, and have been performing this service consistently for over a year. We purchased new servers and computers, and built a set of algorithms, code, logic and proprietary solvers to find your CQNS portfolio. We also use D-Wave Systems Inc. technology and code, including sometimes their quantum annealing computers. With our pre-packaged service and expertise, we help you better understand the stocks in your list and achieve an actionable list quickly.
Explanations:
Please see our webpage "Stock Market Links & FAQs" for details.
Disclosure
We think investors need to do their own due diligence on the companies and ensure they understand the risks associated with investing. Our model looks at the adjusted closing prices and the patterns between stocks held in that data.
Note: The algorithm and methods used are subject to frequent change and development. Do not rely on this service for your investment decisions, and do your due diligence. This is not investment advice. We are not investment advisors.
Thank you for your order and your business.
Daily Up Run, Our Stocks
CQNS UP is a quantitative analysis of US listed stocks that an investor might like to hold, or take a long position, while hedging downside risk. It is based on the CQNS UP algorithm and the analysis finds portfolios with a better CQNS score than holding any individual stock. It finds many portfolio options, with a range of portfolio sizes, and we provide those options to clients to choose from.
These are expected to outperform the US equity market by having lower prior price volatility and higher expected returns than other stocks or portfolios.
These stock portfolios are not only efficient, but they contain stocks of US companies that are profitable (net income > 0).
What you receive:
A set of optimized stock portfolios that are the most efficient, and have the best risk-return trade-off. We typically provide the top 25 of these portfolios, along with their portfolio CQNS score. This allows our clients to tailor their holdings with known impacts to their mathematical advantage.
In addition to finding and providing a set of optimized stock portfolios by CQNS score, we provide additional analytical deliverables, as follows:
- Key data validation parameters
- Overall stock market returns over the past year for SPY, QQQ and IWM ETFs, our riskfree rate, and the expected return from risk assets.
For each stock that passed data validation, over the past 253 trading days:
- Stock variance for each stock, normalized to allow comparison.
- CQNS score for each stock
- Volume for each stock (% average)
- Price Change (% average)
- BETA (versus index ETF used)
- Stocks that meet a threshold for non-normal distributions in fourth-order price distribution (kurtosis) with low or high daily price variance
- Stocks that meet a threshold for non-normal distributions in the third-order price distribution (skewness)
- Dividends paid (% average price)
- Variance of daily closing stock price (value, normalized)
- Expected returns (%)
- Stocks with negative, high, or low BETA values (BETA value).
- Stocks with stock price change (% of average)
- Stocks with volume spikes (# of days volume)
- Stocks that split (split ratio)
- Market capitalization ($)*
- Cash Flow From Operations ($)*
- Long Term Debt ($)*
- Net Income ($)*
- Common Equity ($)*
- Accumulated Other Comprehensive Income (AOCI) ($)*
Timing:
We initiate the analysis after 7pm ET to ensure complete trading day information.
We email to you (or upload in a pre-agreed way e.g., Google Drive) a management report along with a spreadsheet (.CSV) before the next market open, and often before midnight ET.
What you do:
You provide us with the following information as you place your order:
- Your name, physical address, email address & phone number
- Any special requests, instructions, or actionable objectives
- How you would like to receive your report and spreadsheet (if not by email). We use Google Drive, Slack, Microsoft Teams/Office, and other collaboration technologies.
You may also call or email us with your information.
- Email: jeffrey@quantum-usaci.com
- Cell: +1.312.515.7333
For repeat orders, you may request an invoice. We accept payment via check, ACH, or through an online payment processor (secure).
We will not sell or share your information unless legally required.
Thank you for your order and your business.
Daily Down Run, Your Stocks
Do you want to find the 'worst' or most inefficient stocks in your list? You enter up to 118 stock tickers and up to 10 backup tickers. We run our analysis, select the worst portfolio(s) based on our CQNS algorithm, and email you a .PDF report. You may have other options and comment boxes to complete during checkout, and you may request report delivery in other ways.
Once you place your order, please email us your information:
- Your name
- Your email address(es)
- Your phone (optional, in case we need to reach you)
- Your US stock tickers (up to 118) and up to 10 backup tickers.
- Any special requests
Please email these to jeffrey@quantum-usaci.com and research@quantum-usaci.com
Your payment confirmation comes from the payment processor.
What we do:
We run our analysis, select the worst portfolio(s) based on our CQNS algorithm, and return you a .PDF report via email (or another way if you prefer). We return it within 24 hours...possibly much faster.
The report will list the stocks you provided, results of data validation, and the worst portfolio(s) we find. If our solvers do not converge on one 'worst' portfolio, we will provide you the bottom 3 portfolios they find. We provide you any insights from the run (e.g., was it easy to find a 'worst' portfolio).
We normally wait until the trading day is over, but can use yesterday's market close price data upon request.
If you provide non-US listed stocks or stocks that fail our data validation, we will replace with a backup ticker from your list. Our data comes from Intrinio, a premium market data services provider (which we pay for).
What you should expect from the results:
This algorithm gives you the portfolio with the least amount of desired characteristics (lower risk & higher return) in the past year. In fact, it gives the highest risk and lowest expected return combination.
We view this as a short or put option strategy for up to 25 days. This is a new capability, and it seems to work for the first week of the call. We are not sure how long the effects will last, since stocks tend to take the stairs when they rise, but take the elevator when they fall. In our first client case, the three stocks picked reacted significantly in the first 3 days. This could be a 'swing traded' to capture short-term volatility.
The model, as designed now, tends to pick one or two stocks. There is no benefit to diversification, this analysis picks the 'dogstars' and the worst performers we can find using a revision of the Chicago Quantum Net Score. The larger portfolios do not score as badly, as diversification helps with high risk, low expected return positions.
If the BETA values selected are higher than market average, then the stocks may move more quickly than the market. If the risk is higher for those stocks, and the BETA is higher, then we may see investors selling those stocks in the short-term.
The value proposition:
You can ask us to provide you a service that is based on extensive model building, market research, computational intensity and creativity, and now, trading experience. It is independent of feelings and emotions and is based on market data and a unique quantum algorithm.
This is a proprietary algorithm adjustment (we published the algorithm to select allstar, efficient portfolios). However, you can experiment to re-create this logic and build the data analytics capability to do a similar exercise (e.g., using the Sharpe Ratio). However, it would take significant time to learn and master. Mistakes are hard to discover and the data can be tricky to download and validate. Also, this is computationally difficult. With our service, and expertise, we can help you achieve these results quickly and cost effectively.
Explanations:
Please see our webpage "Stock Market Links & FAQs" for details on the financial markets and the computational solvers we use.
Disclosure
We think investors need to do their own due diligence on the companies and ensure they understand the risks associated with investing. Our model looks at the adjusted closing prices and the patterns between stocks held in that data.
Note: The algorithm and methods used are subject to frequent change and development. Do not rely on this service for your investment decisions, and do your due diligence. This is not investment advice. We are not investment advisors.
Thank you for your order and your business.
Daily Down Run, Our Stocks
Looking for stocks or portfolios to avoid holding or to short / bet against?
Do you want to identify inefficient stocks that have more historical price risk than expected return than other stocks?
CQNS DOWN is a quantitative analysis of US listed stocks that an investor might like to avoid or short, while also hedging upside risk. These are inefficient portfolios of stocks of money-losing companies with significantly poor CQNS scores. These have significantly more risk than expected return, and are based on our CQNS DOWN algorithm. Inefficient portfolios are often one or a few stocks, as diversification removed the exceptional level of risk in these stocks.
These stocks are not just inefficient. The companies behind these stocks have negative net income. Currently, stocks of companies with negative net income have 3.5x the price risk as investing in the S&P 500 ETF.
What you receive:
A set of optimized stock portfolios that are the most inefficient, and have the worst risk-return trade-off. We typically provide the top 25 of these portfolios, along with their portfolio CQNS score.
In addition to finding and providing a set of optimized stock portfolios by CQNS score, we provide additional analytical deliverables, as follows:
- Key data validation parameters
- Overall stock market returns over the past year for SPY, QQQ and IWM ETFs, our riskfree rate, and the expected return from risk assets.
For each stock that passed data validation, over the past 253 trading days:
- Stock variance for each stock, normalized to allow comparison.
- CQNS score for each stock
- Volume for each stock (% average)
- Price Change (% average)
- BETA (versus index ETF used)
- Stocks that meet a threshold for non-normal distributions in fourth-order price distribution (kurtosis) with low or high daily price variance
- Stocks that meet a threshold for non-normal distributions in the third-order price distribution (skewness)
- Dividends paid (% average price)
- Variance of daily closing stock price (value, normalized)
- Expected returns (%)
- Stocks with negative, high, or low BETA values (BETA value).
- Stocks with stock price change (% of average)
- Stocks with volume spikes (# of days volume)
- Stocks that split (split ratio)
Timing:
We initiate the analysis after 7pm ET to ensure complete trading day information.
We email to you (or upload in a pre-agreed way e.g., Google Drive) a management report along with a spreadsheet (.CSV) before the next market open, and often before midnight ET.
What you do:
You provide us with the following information as you place your order:
- Your name, physical address, email address & phone number
- Any special requests, instructions, or actionable objectives
- How you would like to receive your report and spreadsheet (if not by email). We use Google Drive, Slack, Microsoft Teams/Office, and other collaboration technologies.
You may also call or email us with your information.
- Email: jeffrey@quantum-usaci.com
- Cell: +1.312.515.7333
For repeat orders, you may request an invoice. We accept payment via check, ACH, or through an online payment processor (secure).
We will not sell or share your information unless legally required.
Thank you for your order and your business.
Custom Development
We will identify, describe, document and code your algorithm ideas into algorithms for one week.
This service includes one full week of custom development effort, and is defined as a continuous 5 day period (e.g., Monday - Friday).
We work in Python in Jupyter Notebooks. We code our proprietary solvers into the notebooks along with code to run the D-Wave Systems quantum annealing computers. You may want to software engineer the code afterwards to harden and speed up the models.
We will apply our skills, experience, and knowledge of the D-Wave Systems quantum annealing computers as well as with coding and running classical solvers. We apply our domain expertise in financial services and equities.
We will work with your team as requested (independently or collaboratively). We can provide training and mentorship as requested.
We will leverage your expertise in coding these if/when we work together with your development or trading teams. We are happy to work with you in your facility (safely due to Covid 19), work on video, or work remotely against your specifications.
You receive and own the code and documentation that we built upon payment for the time you have purchased. If you pay in advance, you may request access to the code and documentation at any time.
You will need to license any third-party libraries, modules, functions or SDKs we utilize. If you choose to use our professional market data services provider, Intrinio, you will need to acquire a license for that data (optionally through us).
We would like to run and maintain the code we develop for you and provide management reports (for a fee) at your option.
We will invoice our time and bill any expenses as incurred, or you may pay for our time in advance through this website.
Monthly membership
Subscribe to our new membership service. Receive analysis and insights. Videos and written reports. We will package and deliver our content as released, along with a monthly summary.
We add content to our subscription service based on what we observe in our stock analysis and from market analysis. We are open to member requests.
As an example, we will run our Chicago Quantum Net Score (CQNS) model (an "UP" run) each month and share the analysis with our subscribers (about a week after it runs).
We also provide access to our YouTube videos. These are currently live-streamed on YouTube, but we may create custom content for our Members.
A monthly newsletter with findings and observations about the market and monetary policy of the USA.
We will include one monthly call with the President, Jeffrey Cohen. During this 30 minute call you may ask questions and discuss investments, current events, monetary policy, or other topics of interest.