Jupyter Notebook Financial markets’ broadening access to point-in-time economic indicators across countries offers a robust foundation for diversified international trading strategies. The central challenge lies in combining multiple macro factors into a single positioning signal for each country—drawing on statistical patterns from both global and country-specific (local) experiences. To address this, we propose a novel […]
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.
