A new DNB paper suggests that announcements by the U.S. Federal Open Market Committee on forward policy rate guidance have been credible and significantly reduced forward interest rates. Thus on average from 2008 to 2012, guidance announcements cut Eurodollar deposit rate 3 years forward by 14bps and 4-5 year forward Treasury yields by 20-21bps, over […]
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.
