The Thesis: Moving the needle on the S&P 500 requires more than just analyzing 500 stocks. It requires a cross-sector analysis of alternative signals that dictate broad market liquidity and direction.
The SPY is the most liquid vehicle in the world, making it the hardest to “predict” using traditional means. To generate an accurate SPY prediction, one must look outside the exchange.
At Numin, our SPY forecasting framework integrates disparate data streams that traditional quants often overlook. We analyze the intersection of sector-specific probabilistic forecasts—from oil and gas exploration to real estate trends—to build a bottom-up view of the S&P 500.
By applying our proprietary mathematical frameworks to daily-updated data, we provide institutional clients with a forward-looking edge. We don’t just ask where the SPY is going; we ask what the underlying data suggests about the probability of volatility. In a world of “noise,” Numin provides the signal.