Convenience yield can be interpreted as a leasing rate for physical commodities. Returns on convenience claims are premia earned by investment strategies for providing this leasing service. An empirical analysis suggests that they depend on risk factors related to other asset classes, however. The inertia in these risk factors seems to help predicting returns on […]
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.
