For nearly thirty years our partners have researched, analyzed, traded and invested in global macro markets.
Throughout, macroeconomic data has been a key input into formulating our expectations for asset price movements across markets. This is common for macro investors.
Over the last fifteen years our partners have developed (and continuously reengineer) a technology that systematically transforms macroeconomic data across developed and emerging markets into tradable economics. This is not common.
We visualize big picture macro themes by assembling relevant, cleaned, and curated macroeconomic data.
We see modern statistical learning and macroeconomic research as complementary and essential for efficient, ethical and sustainable investment management.
Tradable economics - unlike market prices - directly informs economic activity. They can be simple time series, official releases or advanced indicators. Economic data becomes tradable through intuitive transformations, high quality controls, deploying point-in-time timestamps and applying strict out-of-sample estimation and construction decisions. [For more information on tradable economics, see
Systemic Risk and Systematic Value Project.]