Jupyter Notebook Global foreign exchange markets are subject to a wide range of macroeconomic influences. The sheer breadth of related information and required analyses often prevent their systematic use in trading. However, modern macro-quantamental scorecards can condense ample point-in-time macroeconomic data into thematic scores for easy systematic visualization and empirical evaluation. This post demonstrates how […]
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.
