Through ‘R’ and ‘Python’ one can apply a wide range of methods for predicting financial market variables. Key concepts include penalized regression, such as Ridge and LASSO, support vector regression, neural networks, standard regression trees, bagging, random forest, and gradient boosting. The latter three are ensemble methods, i.e. machine learning techniques that combine several base […]
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.
