A recent betting experiment among finance students and professionals based on biased coin flipping revealed a wide gap between rational and actual behavior. The optimal strategy, which would have been constant and moderate risk taking (“Kelly criterion”), was not widely applied, notwithstanding education and training in finance. Instead, the experiment revealed a range of common […]
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.
