Welcome to GeoSense
We blend climate models, data science and spatial finance to guide investors in allocating capital to
climate-resilient real and financial assets. Leverage our tools and insights to anticipate market behavior:
Geographic data
Market indices
Portfolio construction
Spatial finance that blends quantitative and fundamental approaches to asset management:
Climate-resilient index construction that leverages a wide array of traditional and alternative data
Utilize comprehensive training data that can be backtested and retrained
GeoSense builds customized market tracking indices
GeoSense builds market tracking indices, the first of which is benchmarked to the BlackRock iShares Russell 2000 ETF (ticker: IWM). The training data for this model includes a broad combination of macroeconomic, environmental and socioeconomic factors, and the index exhibits a statistically significant relationship between these independent variables and the dependent variable: in this case, IWM. The GeoSense tracking model has selected variables related to inflationary pressures including energy prices (primarily oil and natural gas), the Consumer Price Index (CPI), the USD/RMB exchange rate, and the base metals complex as market drivers. The tracking index shown here includes a one-month forward projection. This is not calculated using rolling averages, but rather by incorporating a feature selection algorithm. We have now extended the forward view to include one, two and three-month projections.
Identify favorable locations and sectors amidst America’s industrial renaissance
GeoSense Newsletter
GeoSense is your compass for finding alpha. Download our monthly market newsletter highlighting our updated tracking index and key themes from our research.
Contact AlphaGeo to discuss access to our suite of market forcecasting tools: [email protected]
Disclaimer: This material, which may be considered advertising, is for general information purposes only and is not intended to provide legal, tax, accounting, investment, financial or other professional advice on any matter. Past performance is not indicative of future performance. This material has been provided for information purposes only to professionals and institutions. The provision of this material and/or reference to specific assets, commodities, funds, securities, sectors, or markets does not constitute investment advice, or a recommendation to buy or sell any security, or an offer of any regulated financial activity. Investors must consider the investment risks, objectives, investment horizon and associated investment parameters of any investment carefully before investing. Opinions, estimates, forecasts, projections and statements of financial and/or market trends are based on market conditions at the date of the publication, constitute the judgment of the authors, and are subject to change. There can be no guarantee that information contained as part of a market outlook will be met. Investing in publicly traded securities, assets and/or funds involves risk, including the possible loss of principal. Shares of any asset, exchange-traded fund (ETF) or other investment vehicle are bought and sold at market price may trade at a discount. Brokerage commissions will reduce returns. Hypothetical portfolios are constructed with monthly rebalancing and reinvestment of dividend parameters. This material may not be comprehensive or up to date and there is no undertaking as to the accuracy, timeliness, completeness or fitness for a particular purpose of information given. AlphaGeo (and related entities) will not be responsible for updating any information contained within this material and opinions and information contained herein are subject to change without notice. AlphaGeo, Climate Alpha, and related entities, assume no direct or consequential liability for any errors in or reliance upon this material. We have not and do not intend to provide this information to or otherwise solicit individual (a/k/a retail) investors. This material does not constitute a recommendation or advice by AlphaGeo, Climate Alpha, or any related entities, of any kind. You should discuss this material with appropriate advisors in the context of your circumstances before acting in any manner on this material or agreeing to use any of the referenced products or services and make your own independent assessment (based on such advice) as to whether the referenced products or services are appropriate or suitable for you.