The convenience yield of a commodity is the benefit that arises from physical access. In conjunction with storage costs, it wields great influence on the slope of the futures curve. On its own, a high convenience yield translates into backwardated futures curves and positive carry. Different sections of the commodity curve contain different implied convenience […]
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.
