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Tracking systematic default risk
Systematic default risk is the probability of a critical share of the corporate sector defaulting
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Systematic default risk is the probability of a critical share of the corporate sector defaulting
An empirical analysis of the U.S. bond market since the 1960s emphasizes occasional abrupt regime
A new theoretical paper illustrates the logic behind runs and crashes in modern safe asset
Systematic default risk is the probability of a critical share of the corporate sector defaulting
An empirical analysis of the U.S. bond market since the 1960s emphasizes occasional abrupt regime
Macrosynergy is a London based macroeconomic research and technology company whose founders have developed and employed macro quantamental investment strategies in liquid, tradable asset classes, across many markets and for a variety of different factors to generate competitive, uncorrelated investment returns for institutional investors for over eighteen years. Our quantitative-fundamental (quantamental) computing system tracks a broad range of real-time macroeconomic trends in developed and emerging countries, transforming them into macro systematic quantamental investment strategies. In June 2020 Macrosynergy and J.P. Morgan started a collaboration to scale the quantamental system and to popularize tradable economics across financial markets.