Two recent papers provide useful techniques for “nowcasting” EM economies. The first uses “dynamic factor models” with high frequency indicators to estimate GDP growth in countries with scant and noisy data. The second uses seasonal adjustment with modifications for time-varying holidays that can track underlying trends in China and other countries with lunar year and […]
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.
