We generate high quality predictions for the returns of publicly traded securities using our in-house predictive systems and original data.

The early phases of our methodologies involve capturing, tagging and meta-encoding structured and unstructured data archives and
data flows into unique, proprietary and flexible data structures and data series. Those data are combined with publicly available
information to drive CommEq’s proprietary quantitative models and predictive systems.

We have been trading proprietary predictive models in public markets since 2008, demonstrating exceptionally high returns in both
absolute and relative terms under extremely different market conditions. The processes that generate the predictions, construct the
optimised portfolios and execute the orders are all fully automatic with continuous human oversight.
 

We operate an R&D hub with a team of more than 25 full-time employees.
For more information about CommEq contact Info@CommEq.com