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 Custom Builds 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 will soon extend the forward view to include one, two and three-month forward 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.
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