Build macro-resilient systematic strategies with historical precision
Macro factors represent both a significant source of risk and opportunity for systematic strategies. Our solution enables you to construct portfolios with enhanced macro resilience or purposefully incorporate macro signals into your model-building process. With point-in-time data spanning 15 years of market history, we provide the clean, structured datasets needed for robust algorithm development and rigorous out-of-sample testing across diverse market environments.
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
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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
