Jupyter Notebook A key task of macro strategy development is condensing candidate factors into a single positioning signal. Statistical learning offers methods for selecting factors, combining them to a return prediction, and classifying the market state. These methods efficiently incorporate diverse information sets and allow running realistic backtests. This post applies sequential statistical learning to […]
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.
