The Bank of Japan has by now bought up more than 44% of all outstanding Japanese government bonds (JGBs), a quantum leap from 5% in 2011, and more than twice the ratios held by the Federal Reserve or the ECB. An IMF paper provides evidence that rising bond purchases undermine market liquidity, particularly when central […]
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.
