QA was formed in 2000 by Deutsche Bank as a vehicle to provide ongoing trading
advice based on the Sugihara Trading System (STS). STS is a proprietary market forecasting
algorithm based on nonlinear mathematics and has been in use since 1996, with Deutsche Bank as the
sole client until 2005.
QA's more recent focus has been on applications of nonlinear forecasting and policy modeling intended to serve social and environmental needs. These range from advice to central banks on issues of systemic risk to providing advice to government agencies on modeling and forecasting ecological systems to manage risks associated with population collapse and climate change (risk management for ecologists).
QA's interest in enlightened environmental management extends to the design of market solutions for reducing risk and enhancing sustainability in marine wild capture fisheries. This includes the design of environmentally enhancing derivatives instruments such as fractional forward contracts for the California squid industry and the design of individual tradable encounter credits or ITEC for reducing chinook salmon by-catch by the Bering Sea pollock fleet.