The arrival of short-term interest rates at the zero bound has changed U.S. monetary policy irrevocably. The Fed’s asset purchases have exceeded a quarter of concurrent GDP over the course of 6 years, compressing term and credit premiums by unprecedented margins, with no reversal in sight. Forward guidance has reduced market uncertainty and raised the credibility of […]
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.
