Jupyter Notebook Rising inflation is a natural headwind for equity markets in economies with inflation-targeting central banks. As consumer prices accelerate, expected monetary policy rates and discount factors tend to increase more than dividend growth. Over the past three and a half decades, there has been a strong negative correlation between changes in reported inflation […]
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 over eighteen years. 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.
