The tidyverse is a collection of packages that facilitate data science with R. It is particularly powerful for macro trading research because [a] it supports efficient and standardized work with R’s vast universe of econometric models, [b] is well adapted for analyzing data vintages (i.e. data series that change over time), and [c] supports code […]
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.
