Jupyter Notebook Principal Components Analysis (PCA) is a dimensionality reduction technique that condenses the key information from a large dataset into a smaller set of uncorrelated variables called “principal components.” This smaller set often functions better as features for predictive regressions, stabilizing coefficient estimates and reducing the influence of noise. In this way, principal components […]
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.
