Quantifying market dislocations
across asset classes
We link macro fundamentals—GDP,inflation, central bank expectations—to market prices across 18,000+securities. Complex macro relationships become clear trade signals. Equities,fixed income, FX, commodities—all in one framework.
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.
Related Insights
MacroVantage Bullish Divergence in US Equities, Value in XLY, Fading the Yen With AUDJPY
MacroVantage: Gold Miners Macro Re-engages, Value Rotation Stretched, European Credit Value Building
Macrovantage-US Utilities Mean Reversion, USDCAD Long & Stocks Over Bonds
