Arlington Econometrics is an integrated database for financial decision makers, utilizing state-of-the-art computer modeling combined with fundamental market analytics which provide the investor with a model for investment analysis that clearly defines a security’s location and probability of performance within a given trend & time frame. The objective is to eliminate the variables of unpredictability that traditional fundamental analysis fails to observe.

Using proprietary algorithmic quantifications, Arlington Econometrics offers solutions to market-timing, asset allocation, macro-modeling by streamlining execution to reduce the risk of subjective decision-making or computational skills.

By creating associated rates of return by risk/reward paradigms, Arlington Econometrics can utilize data in the context of any economic environment. The models are designed to enhance/complement other investment methodologies, if needed, or can serve as a stand-alone “turn key” discipline for creating forecasts in equity and fixed income research. While no analytical tool is entirely foolproof, quantitative analysis relies upon empirical data to provide an objective statistical review of factors that drive performance in the financial markets, such as earnings and price momentum patterns.

Using historical time-series, Arlington Econometrics models data into forecasting solutions that intelligently speed the analytical process as the basis for portfolio optimization, product origination, or trading and execution platforms.

Arlington Econometrics provides a broad range of research, including global aggregates by country, market basket, or financial instrument, such as equities, fixed income, or currency. Targeted clients include high net worth families and individual portfolios, family offices, investment advisors, as well as small to mid-size institutions.

Arlington Econometrics employs dynamic data content to provide up to the minute calculations for cyclic-phase market research. Our quick visual analysis, as well as numeric coefficients, scale the timeliness of analysis into short, intermediate and long-term cells to leverage the complexity of traditional market and portfolio balancing.

Arlington Econometrics’ proprietary products emanate from historical data sources including domestic and foreign government agencies, market exchanges, business and trade associations, central banks, and a variety of international news and private data collections.

Arlington Econometrics’ extensive research spans over forty market bourses, highlighting business cycle statistics, trade data, budgeting and national accounts, business production and local employment conditions.

Our models include graphic and digital statistics on all engines of global economics, including interest rates, flow of funds, commodities prices, equity market indices, and currency valuations.

Using this “road map” of research, Arlington Econometrics can create strategies which consistently outperform traditional benchmarks against which they are measured. Combining fundamentals with innovative computer modeling, we can take complex programs and simplify expected outcomes. When applying these reviews, a multitude of factors can be woven together to create structured portfolios that are designed to enhance strategies that work for the long-term, despite anomalies and outside “noise” which might undermine otherwise non-correlated portfolios.

Enhancing trend cyclicality by investing in rhythms that confirm magnitude and direction, the relationship of cyclical and secular factors can be customized to ensure higher probabilities of performance.