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Optimum Complexity

Integrate Data
Subscription Details 
Annual, Quarterly or Monthly, free trial available
Update Granularity 
Daily with Daily granularity, Weekly with Daily granularity or Quarterly with Quarterly granularity
Price 
$10-50K
Optimum is the only company in the world to measure complexity using a proven model free approach and to launch complexity-based investment strategies. Optimum uses Quantitative Complexity Theory (QCT) to extract all linear and non-linear relationships between the tradeable components of a system (e.g. an index or investment universe) to construct investment portfolios. QCT was created in 2003 by Optimum co-founder & CTO Dr. Jacek Marczyk. QCT has been successfully used in various industrial sectors by numerous clients. In 2018, a «Complexity Monitoring» chip has been developed with funding from the US Department of Defense, designed to monitor mission-critical equipment. Optimum’s complexity metric provides early warning signals as markets undergo rapid complexity fluctuations. Conventional methods are unable to identify such precursors.
Collection Methodology 
Financial data provider, such as Bloomberg
Regional Coverage 
US, Europe and Japan
History 
20+ years of history
Cadence 
Complexity of Balance Sheets: Quarterly
Index Complexity profile: Daily
Early warning indicator: Weekly
Themes Covered 
ESG
Resilience
Resistance to Shocks
Macroeconomy
Early Warning Indicator
Crisis prediction
Stock Selection
Granularity of Data 
Company
Sectors / Companies 
All listed companies, with publicly available data

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