Negative nominal interest rates and term premia are an issue for financial stability in Europe, according to a recent speech by the Deputy General Manager of the BIS. Duration risk has surged and banks’ exposure to sovereign credit and long-term rates has been compounded by flawed capital regulation. Governments find it easier to live with […]
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.
