Inflation differentials and equity returns There is evidence that equity markets fail to adjust to persistent cross-country shifts in inflation in a timely and efficient manner. While equity investors focus on tracking firm-specific price effects and cash flows, they seem to pay less attention to aggregate local inflation and appear sluggish in adjusting long-term discount factors […]
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.
