Pioneers of macro quantamental data and trading strategies

Macrosynergy has pioneered the development of quantitative fundamental or quantamental macroeconomic data that reflects the “information state” of global financial markets at the exact point in time when the economic statistics were released.

We see modern statistical learning and macroeconomic research as complementary and essential for efficient, ethical, and sustainable investment management

Quantamental Academy

The importance of macroeconomic information for global financial markets is well known.

What is less well understood is how to use quantitative fundamental (quantamental) information to develop algorithmic trading strategies and backtest discretionary trading principles. The Quantamental Academy explains all the basics and provides helpful resources to produce strategies and backtests quickly and cost-efficiently.

About us

Macrosynergy is a macroeconomic research and technology company.

Our quantitative fundamental (quantamental) computing system tracks a broad range of real-time macroeconomic trends in developed and emerging countries, transforming them into macro systematic quantamental investment strategies.

Our Purpose

Our purpose is to differentiate the signals from the noise.
By combining many decades of experience in financial markets with the scientific processing of macroeconomic data, we create value for asset owners and policymakers, allowing them to make informed decisions based on relevant data.

Macrosynergy’s quantamental computing system tracks macroeconomic trends across 40 countries, transforming macroeconomic data into tradable, investable strategies.

Our Approach

Tradable economics - unlike market prices - directly informs economic activity. They can be simple time series, official releases, or advanced indicators. Economic data becomes tradable through intuitive transformations, high quality controls, deploying point-in-time timestamps and applying strict out-of-sample estimation and construction decisions.