TQI analyzes the sequential structure of daily returns, showing how a trend is unfolding, rather than how much. High TQI favors momentum strategies, and is broadly associated with market direction.
TQI data and analysis are available by custom subscription. Core coverage includes:
Five broad market indexes
Six style indexes
10 market sectors
50 stocks of your choice (more, if you need them)
Reporting can be weekly or monthly (or other), at your option. Each report includes 5 year graphs, plus summary tables ranking your stocks by current, average, and change in TQI. Your initial report will also include a special DejaVu summary of statistical inference, showing TQI/performance relationships for each stock and index.
To get started, or to enquire about other service options, contact us in the frame below, or use the checklist at Metrics page.
Return to TQI page.
