A cross-asset signal that flags when price has diverged from macro conditions.
Across FX, rates, credit, commodities, indices, sectors and single stocks
Spotting Market Dislocations in Real-Time
Our Macro Valuation Engine pinpoints when securities diverge from macro fundamentals. Actionable opportunities revealed.
Example:
• June 2024: 10-year US Treasury yields fell on recession fears
• Our model showed fair value above 4.50%—Treasuries were mispriced
• Yields realigned with macro conditions, confirming our signal
Detecting Market Stress before Price Action
Sharp declines in modelconfidence often foreshadow market volatility. An early warning system.
Example:
• March 2024: Our model flaggedrising stress despite a market rally
• Increased sensitivity to realyields and VIX signaled a regime shift
• A 5% correction followed,validating our early warning
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Benefits
Spot Cross-Asset Opportunities
See where price has diverged from macro fair value across 18,000+ securities.
Generate Trade Ideas
Uncover signals pointing to securities poised to revert to fair value.
Unified Factor Framework
Understand how shared macro factors drive different assets for cross-asset allocation.
Superior Timing
Time entries and exits using measurable deviations from macro fair value.
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