
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.

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



