EQ International specialises in Equities Quant.

Since 1990, EQ International and its founder Greg Wallace have been providing quant insights on equities markets and helping fund managers with their Investment Process.

Our most popular product is the EQ Impact Model, an impact cost model that is used by fund managers:

  • to assess market impact of possible orders
  • as an input into their portfolio construction methodology
  • to plan today’s orders
  • to gain insight into likely transaction costs
  • to modify stock return expectations
  • to agree an expected execution price with their dealers
  • to benchmark the execution skill of their dealers
  • to meet Liquidity Risk regulatory obligations

EQ provides consulting services to fund managers to assist with their implementation of the EQ Impact Model and EQ Liquidity Risk.