Systematic & Macro Funds
Market-implied signals, macro factors, and risk factor analytics for systematic strategies.
Visibility into what's priced into markets
Systematic and macro funds need inputs that go beyond standard data feeds. Our analytics extract market-implied macro signals from asset prices every day — consensus expectations on growth, inflation, real rates, and risk premiums across broad asset class and cross-market coverage. These signals are updated daily and grounded in a research-backed macro-finance framework that makes them directly actionable.
The result is advanced, research-backed signal generation derived from advanced macro-finance models. Systematic and macro strategies can integrate our daily signals, factor exposures, and analytics directly into their investment processes.
Key Features
Market-implied macro signals updated every day
Macro risk factor exposure analytics
Broad asset class and cross-market coverage
Advanced, research-backed signal generation
How Systematic & Macro Funds Use AS Analytics
Market-implied analytics
Understand what is priced into markets to guide contrarian positioning
Macro risk exposures
Decompose portfolio into macro exposures to understand returns and risk and extract alpha.
Integrate macro and markets
Uniquely integrate macro analysis with implications for market pricing.
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