Lucror analytics
SQN EDGE

Streamline your workflow and boost performance through innovative technology

  • Build and rebalance complex bond portfolios within minutes
  • Risk-adjust portfolios, based on a Quality score that is superior to and more responsive to changes in credit quality than CRA ratings
  • Generate alpha by exploiting mispriced bonds relative to peers
  • Receive early-warning signals to steer away from unravelling credit situations
Lucror Analytics The SQN platform is suitable for successfully implementing a wide range of investment strategies and products, making it a game-changer for fixed income portfolio and wealth managers. Varun Chugh ex-Managing Director Citibank Singapore, Private Banking and Wealth Management
Lucror Analytics SQN is one of the most promising and innovative fixed income platforms I have seen in a while. Shayak Bhattacharya Managing Director at Taurus Wealth
The Sqn Advantage

The best of fintech and human ability

  • Devise factor-based strategies ranging from pure quant to active fundamental
  • Overlay quant bond selection with fundamental analysis by Lucror’s credit research specialists
  • Construct ESG-integrated portfolios with Lucror composite or client-defined ESG scores
  • Enhance performance across market cycles by implementing the SQN methodology
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COMPREHENSIVE PORTFOLIO MANAGEMENT SOLUTION

Build, manage, rebalance & monitor fixed income portfolios efficiently

Portfolio Construction

  • Bond screener to efficiently filter 66,000+ bonds from 2,900+ issuers
  • Portfolio builder to construct complex portfolios with tranches in minutes
  • Intuitively compare issuers & instruments based on Quality & Value factors
  • Multi-layer filters to identify bonds suitable for different investment strategies
  • Fully integrated ESG scores and blacklists
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Rebalancing & Adjustments

  • Algorithm-driven rebalancing module to dynamically adapt portfolios to changing market conditions
  • Rebalancing & optimization that identifies attractive swap candidates while minimizing turnover costs
  • New Issue participation guidance for primary markets
  • Weighting schemes with optimized risk / reward allocations
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Risk Monitoring

  • Early-warning signals for changes in market-implied issuer credit quality
  • Daily alerts with potential red flags
  • Intuitive portfolio-level risk allocation
  • Manage aggregate credit risk across sector, country, region
  • Exposure thresholds on issuer and issue level, region as well as quality assurance based on credit quality
Explore risk monitoring
SMART QUANT NAVIGATOR

Extensive coverage for fixed income factor investing

SQN’s coverage universe spans global regions, fixed income indices and issuer types, and a database containing more than 100 billion data points.

SQN’s coverage universe has significant overlap with most of the prominent IG and HY benchmark indices (> 85-95%).

The platforms offers users the optionality to either use built-in composite ESG values or to upload client-specific ESG scores.

The extremely intuitive UI allows portfolio managers to easily navigate the vast and unstructured bond universe and to make informed investment decisions in minutes.

Explore Coverage Universe
  • Global Credit Coverage2,900+ issuers
  • Bond universe66,000+ bonds
  • Issuers By Region North America: 1,400+
    Europe: 760+
    Asia: 460+
    Rest of World: 280+
  • Issuer types Corporates
    Financials
    Government
  • % of Issuers 57% IG
    43% HY
  • ESG Composite &
    Client ESG
  • 88%
    Bloomberg
    Global Agg Corp
  • 90%
    Bloomberg
    US Corp Intermediate
  • 95%
    Bloomberg
    Euro Corp Intermediate
  • 80%
    CEBI
  • 85%
    JACI
  • 90%
    ICE US High Yield
  • 90%
    ICE EU High Yield
SQN Coverage

Large overlap with major benchmarks

SQN’s coverage universe spans 2,900 global issuers and is being expanded continually.

Moreover, SQN offers the flexibility to add issuers to the coverage universe based on client requirements.

As it stands, SQN already has significant overlap with most benchmark indices.

Why SQN?

Developed by Lucror Analytics, a top-tier independent corporate credit research house with decades of experience in analyzing and investing in complex credits.

  • Systematic end-to-end portfolio management

    Full suite of tools and algorithms spanning portfolio construction, rebalancing, optimizing and risk monitoring that are not only intuitive to use but also instill rigor and discipline in the investment process.

  • Factor investing with Quality & Value

    Access to a set of proprietary style factors, enabling portfolio mangers to implement Factor Investing strategies without an inhouse quant team.

  • Minimal technology investment & quick implementation

    SQN's cloud-based PaaS platform allows portfolio managers access to a full quant solution without having to invest in software development or maintain a large technology team. On-boarding time is minimal, and users require little training.

  • Reduce costs and increase efficiency

    SQN enables professionals to compete for and manage more AUM in a more timely and cost-efficient manner, by streamlining the investment process

  • Fundamental oversight by highly experienced credit analysts

    Active screening of risks outside of the data (e.g., M&A, sanctions, potential fraud) by a highly experienced team of senior credit analysts with an average of 15 years' experience

  • Wide range of investment strategies with integrated ESG

    Access an opportunity set spanning c. 66,000 issues from c. 2,900+ issuers globally that covers 85-95% of major credit indices. This allows portfolio managers to choose from a wide range of investment strategies, with integrated ESG scores and blacklists.

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FAQ

Frequently Asked Questions

The SQN user experience is centered around intuitive design and a seamless user experience. Our Help Centre offers answers to commonly asked questions.

Factor Investing is a systematic and quantitative data-driven approach to investing that seeks to instil rigor and discipline, and to consistently capture excess returns from specific risk factors.

Our investment approach is best described as “fundamental quant”, or the use of quantitative methods to identify and systematise insights grounded in financial economics research. Our investment philosophy is simple and time-tested: buy good-quality credit at attractive prices.

While there is no consensus on whether ESG itself should be defined as an investment factor, nearly 75% of investors apply ESG filters to their investment universe before incorporating a factor-based model.

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