Build macro-resilient systematic strategies with historical precision
Macro factors represent both a significant source of risk and opportunity for systematic strategies. Our solution enables you to construct portfolios with enhanced macro resilience or purposefully incorporate macro signals into your model-building process. With point-in-time data spanning 15 years of market history, we provide the clean, structured datasets needed for robust algorithm development and rigorous out-of-sample testing across diverse market environments.
Our Solutions
Macro factors increasingly challenge equity investors' ability to generate alpha, yet remain hard to quantify. Our solution is fine tuned for global equities and compliments traditional style factor models to tackle this critical driver of performance.
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.
