GSTCAP is a quantitative financial research company that develops algorithms and analytics to help managers and advisers increase return contributions from market, sector and industry positioning. The genesis for GSTCAP is the belief that algorithms can offer managers additional sources of alpha. Our ReferencePoint Algorithms configure and harness model outputs into a single exposure coefficient called a ReferencePoint Coefficient that reflects exposure levels to effectively harvest returns and limit portfolio drawdown. Most managers look to top Wall Street strategists for this type of information. We believe algorithms and data science offer a better solution.