Jupyter Notebook Trend-following strategies rely on the persistence of market trends. Such persistence can arise from the gradual dissemination of information or behavioural biases. In light of these inefficiencies, trends that coincide with supporting economic information (macro tailwinds) are more likely to persist than those accompanied by opposing macro information (macro headwinds). As a result, […]
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.
