Jupyter Notebook Macro risk premia compensate investors for bearing broad economic uncertainty. For systematic strategies, these premia can be approximated by the difference between market-implied risk and risk implied by fundamental macroeconomic data. In the emerging market sovereign credit space, market-implied risk is represented by credit spreads and ratings, while fundamental risk factors may include […]
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.
