Quantifying market dislocations
across asset classes
Our cross-asset valuation engine uncovers mispricings by linking macro fundamentals such as GDP, inflation, and central bank expectations to market prices. Analyzing 18,000+ securities, it translates complex macro relationships into clear signals for timing trades across equities, fixed income, FX, and commodities.
Spotting Market Dislocations in Real-Time
Our Macro Valuation Engine pinpoints when securities diverge from macro fundamentals, revealing actionable trade opportunities.
- In June, 10-year US Treasury yields fell on recession fears.
- Our model showed fair value above 4.50%, indicating Treasuries were mispriced.
- Yields later realigned with macro conditions, confirming our signal.
Detecting Market Stress before Price Action
Sharp declines in our model confidence often foreshadow market volatility, serving as an early warning system.
- In March 2024, our model flagged rising stress despite a market rally.
- Increased sensitivity to real yields and VIX signaled a regime shift.
- A subsequent 5% correction validated our early warning.
.png)
Benefits
Cross-Asset Opportunity Detection
Spot valuation dislocations between market prices and macro fair value across 18,000+ multi-asset securities.
Trade Idea Generation
Uncover signals pointing to securities poised to revert to macro fair value.
Integrated Factor Framework
Understand how shared macro factors drive different assets for unified cross-asset allocation.
Superior Timing Signals
Time entries and exits using measurable deviations from macro fair value.
Related Insights
