Quantify macro effects traditional factor models overlook
Traditional style factors are increasingly insufficient as macro volatility rises. Our toolset isolates and quantifies macro effects on alpha generation and return patterns with mathematical precision. By decomposing returns into macro and non-macro components, we help you build more accurate models and enhance your existing frameworks. Our methodology is thoroughly documented, with extensive historical data allowing for rigorous backtesting and validation across multiple market regimes.
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
1. The silent shift that could hurt equities
2. KWEB vs. QQQ - time for a pause?
3. AUDNZD - bullish fundamentals but too far, too fast
1. Topix vulnerability
2. Bunds: efficient way to capture European growth de-rating
3. Risk off - EURAUD vs. AUDJPY
