Jupyter Notebook Market price trends often foster economic trends that eventually oppose them. Theory and empirical evidence support this phenomenon for equity markets and suggest that macro headwind (or tailwind) indicators are powerful modifiers of trend following strategies. As a simple example, we calculate a macro support factor for equity index futures in the eight […]
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.
