JPMaQS quantamental indicators are a unique premium data set that allows users to assess the impact of macroeconomic information states on subsequent financial market developments.
The dataset is designed to support the development of trading signals and backtesting of investment principles and trading strategies. It updates daily for the operation of systematic strategies.
As a premium data set JPMaQS and related services come with subscription costs that are tailored for institutional investors. Except for a small example set provided on Kaggle [view here], it is not free.
For academic research of relevant projects, we can, however, provide free sets of macro quantamental data and generic macro returns. Relevant projects increase knowledge and understanding of the relationship between macro information and markets that are based on sound theoretical reasoning and allow clear empirical testing. We would also like to facilitate research projects aimed at the investigation and testing of various economic theories and paradoxes, to ultimately advance the field and potentially generate insights that can benefit both academia and the broader community.
If you wish to receive a free quantamental data set, please fill out the form below. For dataset themes please see Indicators for Quantamental Research page
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.
