A crowded trade is a position with a high ratio of active institutional investor involvement relative to its liquidity. Crowding is a form of endogenous market risk as it arises not from contracts’ fundamentals but from the market itself. The risk of crowding has increased in past decades due to the growing share of institutional […]
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.
