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 two decades.
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 Macrosynery and J.P. Morgan started a collaboration to scale the quantamental system and to popularize tradable economics across financial markets.
For over thirty years our founders have researched, analyzed, traded and invested in global macro markets.
Throughout their careers, macroeconomic data has been a key input into formulating our expectations for asset price movements across markets. This is common for macro investors.
Over the last seventeen years our managing partners have developed (and continuously reengineer) a technology that systematically transforms macroeconomic data across developed and emerging markets into tradable economics. This is not common.
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. [For more information on tradable economics, see Macrosynergy Research.]
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 two decades. 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.
