Macro Analytics for Professionals (MAP) is an independent research firm that provides daily & weekly US equity signals with the mission to produce positive expectancy trade ideas in all market environments. MAP starts with the intricate study of relationships between price, volume, and volatility to extract measurable information not readily visible to on the surface analysis. What makes MAP unique from other data providers is that we look at the US equity universe through the lens of unusual institutional activity. We are not looking at fund flows, rather we are trying to measure unusual potential accumulation/distribution at the single stock level.
Steady stream of long/short equity ideas with years of live data
Overlay to help generate alpha (historical data available for regression analysis)
Strong track record of positive expectancy, high Sharpe ratio, low correlation to markets
In-depth sector and sub-sector analysis from macro level down to single stock
Access to raw data files through a dedicated FTP location with a client-specific login. Data is archived and available for distribution in standard consumed file formats (CSV, etc.)
MAP algorithms run daily on a universe of 4000+ securities, filtering for institutional tradability, reducing the universe to ~1400. From here we filter 3 primary data points for further analysis: price, volume, and volatility. The fundamental foundation of the MAP model lies in studying the relationships between these three parameters and the information it contains. After combing through 4300 equities each day, we are left with ~100 (2.3%) securities displaying out-sized institutional activity, which we deliver to our clients.
PRODUCTS & SERVICES
COMPASS 20/10 Weekly top 20 long and top 10 short picks based on our model across the entire universe of US Equities
COMPASS SECTOR 20/10 Weekly top 20 long and top 10 short picks across specific sectors/pods:
MAP VIEW REPORT Weekly US equity report detailing the previous week's institutional activity and showcasing a single stock long idea.
BESPOKE RESEARCH Utilizing the same quantitative process focusing on a given sector, list of equities, or available historical MAP data.