Global Government Yields & S&P 500 Returns
Research into the relationship between international government yields and monthly index returns.
SSMIF Quant / Multi-Factor Macroeconomic Strategies
Multi-Factor Macroeconomic Strategies
Research into macroeconomic signals and their role in systematic strategies.
Documentation →Research
Articles and reports written by the team.
MacroFundamentals
A workspace for investigating macroeconomic fundamentals and potential investment signals.
Projects
What the team builds and runs.
Factor Finder
Correlation and regression analysis of relationships between macroeconomic data and financial sectors.