Capture alpha others miss through macro factor insights
Equity PMs face increasing macro headwinds that traditional models fail to capture. Our comprehensive macro solution provides actionable, asset-level insights relied on by leading hedge funds and institutional investors. We extend traditional factor models with sophisticated macro analytics, revealing hidden drivers and exposures that impact your stock selection and sector allocation decisions. The result: enhanced alpha capture and more robust portfolio construction in volatile markets.
Our Solutions
Our Risk Models and Analytics help investors understand and measure how macro factors impact their portfolio risk and return
A robust cross-asset, valuation engine to identify dislocations, between macro information and price.
Enables investors to identify macro regimes and build portfolios resilient to macroeconomic shifts.
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Identify price dislocations, opportunities, regimes, and sensitivities
1. Inflation re-pricing divides US and EU equities
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3. Cockroaches vs. Macro - XLF vs. IYR
Case Studies:
Hidden Risks #1-5
Are you a stock picker or a macro trader?
Sometimes you're both
Uncover macro bets in your portfolio
Case Studies:
Hidden Risks #1-5
Are you a stock picker or a macro trader?
Sometimes you're both
Uncover macro bets in your portfolio
#4 Hidden Risks Series
How stock specific calls, can turn into macro bets
#3 Hidden Risks Series
The US Equity Markets like the idea of Fed rate Cuts.
Next weeks CPI data is key, even for LS Equity Portfolio Managers.
