The rise of data science and statistical programming has made statistical learning a key force in macro trading. Beyond standard price-based trading algorithms, statistical learning also supports the construction of quantamental systems, which make the vast array of fundamental and economic time series “tradable” through cleaning, reformatting, and logical adjustments. Fundamental economic developments are poised […]
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.
