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.
Related Articles
In-depth coverage on specific assets, markets, or thematic topics. Explore trends, regimes, and exposures.
Navigating Market Regimes & Seeing Icebergs Before They Hit
Identify price dislocations, opportunities, regimes and sensitivities
1. Nikkei Underperformance Flashes Opportunity
2. The Trilemma Bites
3. Don’t Chase a Steeper US Yield Curve Here
In-depth coverage on specific assets, markets, or thematic topics. Explore trends, regimes, and exposures.
SPY’s Dynamic Relationship with GDP Growth & Why it Matters Today
