Dr. Lasse de la Porte Simonsen is Macrosynergy’s Director of Systems and Advanced Analytics with responsibilities for backend infrastructure, data processing and statistical workflows.
Lasse joined Macrosynergy in 2016 first as a consultant and later as a portfolio strategist, while finishing his doctorate in economics from Birkbeck, University of London. In his doctorate thesis Lasse focused on dealing with economic measurement and modelling of large and untidy datasets and building systematic systems to clean and process data. Part of this research was conducted during a PhD internship with the Bank of England in 2015. Lasse’s thesis was awarded the Phillip Powell award for best PhD thesis of 2019 in the school of Business, Economics, and Informatics at Birkbeck.
Dr. Lasse Simonsen
Director of Systems & Advanced Analytics
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.