Intro header
Q Design is so much more than our "web guy", he is a valued partner in our business. Steve is not only a great problem solver and designer; he sees the big picture and helps us to plan each step with our print and e-marketing, social media, and trade show events.
Q Design listens carefully to fully understand my design and communication needs. Q analyzes my profession, the audience that I am trying to reach and my options for reaching and maintaining that audience.
I have had previous designers drive me up a wall… …There was zero frustration and I had complete confidence in Q's handling of my project at all times.
Q works tirelessly to accomplish my needs, with the perfect combination of a big-picture view of my projects and laser-sharp focus on the details.
Q Design has always provided great visual / messaging / creativity in our design work, however Steve goes the extra mile, by taking the time to understand the business, its goals, and the specific targets and goals for each assignment.
Equity ownership drives long-term returns – exposure to equities is necessary to build your nest egg for retirement.
But the ride with equity exposure can be bumpy. Stock market corrections are normal, and they happen more frequently than most people can stomach. A big loss year in equities, especially if it is close to your retirement, can be catastrophic and that drives the intrinsic fear with equities among investors. It is tempting for investors to try to sequence their entry (and exit) in the stock market. But “timing the market” correctly, and on a consistent basis, is near impossible. You lose out on capital appreciation by staying in the sidelines.
Advisors have traditionally relied on the 60:40 (Equity:Bonds) approach to diversification to balance their portfolio outcomes. But historical correlations between asset classes seem to breakdown just when you need them the most - during broad financial market meltdowns. Furthermore, when interest rates are near zero and inflation is around 2%, real returns from Bonds are likely to be much lower in the upcoming years
Lorem ipsum dolor sit amet, consectetur adipisicing elit, sed do eiusmod tempor incididunt ut labore et dolore magna aliqua. Ut enim ad minim veniam, quis nostrud exercitation ullamco laboris nisi ut aliquip ex ea commodo consequat.
We generate excess returns from our concentrated equity portfolio of stocks (with a very high probability of beating expectations) and that helps offset the cost of the hedge. Knowing ahead of time which companies will Surprise (out-perform analyst expectations) next earnings season is sure to generate excess returns. Or, knowing ahead of time which companies’ forward estimates are likely to be revised upward is sure to generate excess returns. But you don’t have a crystal ball to know these things ahead of time. You are as good as your forecasting engine. See Alpha DNA’s Surprise prediction accuracy. In the absence of a crystal ball, Machine Learning helps!
There is a deluge of alternative datasets to improve your revenue and earnings growth forecasts these days (link HBR, MIT) Machine learning in finance is reshaping the Financial Services industry like never before Wall street analysts (sell-side) have been slow to adopt these new age technologies and therein lies our advantage to be a few steps ahead of the average estimate, consistently
Our Philosophy is...
Equity ownership drives long-term returns – exposure to equities is necessary to build your nest egg for retirement.
But the ride with equity exposure can be bumpy. Stock market corrections are normal, and they happen more frequently than most people can stomach. A big loss year in equities, especially if it is close to your retirement, can be catastrophic and that drives the intrinsic fear with equities among investors. It is tempting for investors to try to sequence their entry (and exit) in the stock market. But “timing the market” correctly, and on a consistent basis, is near impossible. You lose out on capital appreciation by staying in the sidelines.
Advisors have traditionally relied on the 60:40 (Equity:Bonds) approach to diversification to balance their portfolio outcomes. But historical correlations between asset classes seem to breakdown just when you need them the most - during broad financial market meltdowns. Furthermore, when interest rates are near zero and inflation is around 2%, real returns from Bonds are likely to be much lower in the upcoming years
Lorem ipsum dolor sit amet, consectetur adipisicing elit, sed do eiusmod tempor incididunt ut labore et dolore magna aliqua. Ut enim ad minim veniam, quis nostrud exercitation ullamco laboris nisi ut aliquip ex ea commodo consequat.
We generate excess returns from our concentrated equity portfolio of stocks (with a very high probability of beating expectations) and that helps offset the cost of the hedge. Knowing ahead of time which companies will Surprise (out-perform analyst expectations) next earnings season is sure to generate excess returns. Or, knowing ahead of time which companies’ forward estimates are likely to be revised upward is sure to generate excess returns. But you don’t have a crystal ball to know these things ahead of time. You are as good as your forecasting engine. See Alpha DNA’s Surprise prediction accuracy. In the absence of a crystal ball, Machine Learning helps!
There is a deluge of alternative datasets to improve your revenue and earnings growth forecasts these days (link HBR, MIT) Machine learning in finance is reshaping the Financial Services industry like never before Wall street analysts (sell-side) have been slow to adopt these new age technologies and therein lies our advantage to be a few steps ahead of the average estimate, consistently