Trend detection is one type of macroeconomics-based trading strategy (other types are fundamental value estimates, implicit subsidies, and endogenous market risks). Macroeconomic trends predict asset returns for two principal reasons: They affect investors’ attitudes toward risk and influence the expected risk-neutral payoff of a financial contract. The market impact of macroeconomic trends is typically more […]
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.
