A dollar shortage is a state of FX and rates markets where covered interest rate parity between the U.S. and another currency area would result in excess dollar demand. Covered interest rate parity is the equality for short-term interest rate differentials and FX forward implied carry. Since the great financial crisis, arbitrage between onshore and […]
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.
