Profile
Mr. Ian D.
Arvin, CFA MBA, is a Founder at Innovative Quant Solutions LLC.
Mr. Arvin was a Principal at Independence Investments, a quantitative investment company with nearly $40 billion in aum.
He was a Portfolio Manager and Director of Product Development and Research, redesigned their stock selection process to incorporate sector-based valuations, and implemented strategies for taxable portfolios.
Before studying at MIT, Ian worked as a Consulting Pension Actuary, where he became an Associate of the Society of Actuaries, Enrolled Actuary, and Member of American Academy of Actuaries.
He is a graduate of Cornell University with a BS in Applied & Engineering Physics, and a MBA in Financial Engineering from MIT Sloan School of Management.
He is a Chartered Financial Analyst, and a member of the CFA Institute, the Boston Security Analysts Society, the Chicago Quantitative Alliance, and the Boston QWAFAFEW.
Ian D. Arvin active positions
Companies | Position | Start |
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Innovative Quant Solutions LLC
Innovative Quant Solutions LLC Investment ManagersFinance Founded in 2004 by Ian Arvin, Innovative Quant Solutions LLC (IQS) is an independent quantitative equity research firm located in Needham, Massachusetts. The firm provides high quality quantitative stock analysis and customized quantitative research to hedge fund and institutional equity investment managers. IQS's research incorporates sophisticated algorithms, high level mathematics and proprietary weighting schemes to their clients the tools needed to evaluate stocks for inclusion in their portfolios, validate current positions or develop new products. The firm's analytical research employs sophisticated algorithms to forecast the effectiveness of each financial factor and does not rely on past performance to predict what stocks may do in the future. IQS' Market Environment Indicator (MEI) methods and their proprietary weighting scheme are used to better forecast stock success. IQS incorporates Bayesian and other statistical forecasting techniques to arrive at better predictors of skill that go into their weighting scheme. Their model performance is robust yet consistent and is supported by sound financial economics and advanced statistical techniques. This approach is grounded in fundamental investment concepts that use publicly available financial and market data. IQS uses the data more effectively through a sophisticated analytical approach. IQS' Dynamic Factor Model (DFM) is a U.S. equity model which incorporates the IQS MEI indicators in the process. The DFM calculates scores for approximately 70 factors. Approximately 30 to 50 factors are weighted each month to determine the IQS Rank. This process includes five factor categories: (1) value measures compare the current stock price with earnings, growth of earnings or dividend yield (2) momentum indicators include price and volume momentum, as well as price reversals (3) balance sheet strength determines the relative strength of balance sheet ratios (4) financial improvements indicate whether a company's financial measures have improved and (5) sentiment includes Wall Street analysts' beliefs about a stock. IQS uses model weights to forecast for skill and factor covariance in their model weight process. The IQS weighting scheme is dynamic and sound. The weights change every month, incorporating various effectiveness measures to determine the weights. The firms' U.S. Lower Volatility Model is similar to their DFM model but generally realizes lower returns but with less volatility. Their international equity models are based on the same model framework as the U.S. Equity models, but equity rankings are provided for 24 of the largest markets around the world. Because each country has specific characteristics, IQS uses unique factors and weights by country. | Founder | 2003-12-31 |
Training of Ian D. Arvin
Massachusetts Institute of Technology | Masters Business Admin |
Cornell University | Undergraduate Degree |
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Private companies | 1 |
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Innovative Quant Solutions LLC
Innovative Quant Solutions LLC Investment ManagersFinance Founded in 2004 by Ian Arvin, Innovative Quant Solutions LLC (IQS) is an independent quantitative equity research firm located in Needham, Massachusetts. The firm provides high quality quantitative stock analysis and customized quantitative research to hedge fund and institutional equity investment managers. IQS's research incorporates sophisticated algorithms, high level mathematics and proprietary weighting schemes to their clients the tools needed to evaluate stocks for inclusion in their portfolios, validate current positions or develop new products. The firm's analytical research employs sophisticated algorithms to forecast the effectiveness of each financial factor and does not rely on past performance to predict what stocks may do in the future. IQS' Market Environment Indicator (MEI) methods and their proprietary weighting scheme are used to better forecast stock success. IQS incorporates Bayesian and other statistical forecasting techniques to arrive at better predictors of skill that go into their weighting scheme. Their model performance is robust yet consistent and is supported by sound financial economics and advanced statistical techniques. This approach is grounded in fundamental investment concepts that use publicly available financial and market data. IQS uses the data more effectively through a sophisticated analytical approach. IQS' Dynamic Factor Model (DFM) is a U.S. equity model which incorporates the IQS MEI indicators in the process. The DFM calculates scores for approximately 70 factors. Approximately 30 to 50 factors are weighted each month to determine the IQS Rank. This process includes five factor categories: (1) value measures compare the current stock price with earnings, growth of earnings or dividend yield (2) momentum indicators include price and volume momentum, as well as price reversals (3) balance sheet strength determines the relative strength of balance sheet ratios (4) financial improvements indicate whether a company's financial measures have improved and (5) sentiment includes Wall Street analysts' beliefs about a stock. IQS uses model weights to forecast for skill and factor covariance in their model weight process. The IQS weighting scheme is dynamic and sound. The weights change every month, incorporating various effectiveness measures to determine the weights. The firms' U.S. Lower Volatility Model is similar to their DFM model but generally realizes lower returns but with less volatility. Their international equity models are based on the same model framework as the U.S. Equity models, but equity rankings are provided for 24 of the largest markets around the world. Because each country has specific characteristics, IQS uses unique factors and weights by country. | Finance |
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