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
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.
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.
Macrosynergy is a London based macroeconomic research and technology company whose founders have developed and employed macro quantamental investment strategies in liquid, tradable asset classes, across many markets and for a variety of different factors to generate competitive, uncorrelated investment returns for institutional investors for over eighteen years. 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. In June 2020 Macrosynergy and J.P. Morgan started a collaboration to scale the quantamental system and to popularize tradable economics across financial markets.
