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
Identify price dislocations, opportunities, regimes, and sensitivities
1. Inflation re-pricing divides US and EU equities
2. Running out of safe havens - USDCHF
3. Cockroaches vs. Macro - XLF vs. IYR
Identify price dislocations, opportunities, regimes, and sensitivities
1. Time for a Dollar pause
2. Short squeeze stretched?
3. Risk-reward shifts back to a steeper US yield curve
Case Studies:
Hidden Risks #1-5
Are you a stock picker or a macro trader?
Sometimes you're both
