
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.

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Case Studies:
Hidden Risks #1-5
Are you a stock picker or a macro trader?
Sometimes you're both



