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.
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.
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