BQE Investment Strategy · Portfolios Based on Market Cluster Analysis

BQE's strategy is dynamic asset allocation that combines market regime analysis with clustering techniques. By actively adjusting asset weights as regimes change, we lower volatility and improve returns relative to risk.

Market Regime Analysis

We classify the market into several regimes using macro indicators and select the asset classes that favor each regime.

Dynamic Asset Allocation

Rather than fixed weights, we rebalance the portfolio regularly according to regime and risk signals.

Quantitative Research

The quantitative models in BQE Research (such as leverage decay and the FOMC reaction function) provide the basis for the strategy.