Our Approach

Our Approach

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.]