Macroeconomics play an important role in driving trends in financial risk markets.
By employing a systematic approach to macroeconomics in assessing financial market risk, that effectively handles the noisy nature of economic and financial data and reduces the risk of overfitting, such trends can be revealed.
Our non-linear and asymmetric combination of macroeconomic and sentiment variables enables a superior performance in forecasting financial market risk and determining the appropriate allocation to risk bearing assets.
The Vindauge Systematic Macro Equity (SME) strategy is an illustration of how a straightforward implementation of Xray Economics research can yield superior risk adjusted returns with asymmetric and low downside correlations with financial risk markets.