The systemic importance of commodity trading firms (CTFs) deserves attention. Key points to understand are [i] CTFs’ core business is logistics, storage and processing, [ii] they are exposed to basis risk rather than outright price risk, [iii] their profitability depends on volumes and derivatives markets liquidity, [iv] they perform little traditional bank-style term transformation, but […]
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.
