Supervised machine learning enhances the econometric toolbox by methods that find functional forms of prediction models in a manner that optimizes out-of-sample forecasting. It mainly serves prediction, whereas classical econometrics mainly estimates specific structural parameters of the economy. Machine learning emphasizes past patterns in data rather than top-down theoretical priors. The prediction function is typically […]
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.
