Stock selection with macro factors: the case for simple neural networks
An exploration of how simple neural network architectures can effectively combine macro-quantamental factors for systematic stock selection across global equity markets.
Macrosynergy provides the data, research, and education that make macro-quantamental investing possible. From point-in-time indicators to open research and hands-on learning, we give investors everything they need to build systematic macro strategies.
Macrosynergy builds the ecosystem around quantamental investing: the point-in-time data delivered through JPMaQS, the open research that shows how to use it, and the academy that helps investors get started.
Over 1,000 macroeconomic indicators across 40+ countries, timestamped to the exact moment of release. No look-ahead bias. The foundation for honest backtesting, delivered through JPMaQS.
A growing library of peer-reviewed research and regular articles demonstrating how quantamental data applies to real investment decisions. All methodologies transparent, all results reproducible.
Structured learning from foundational concepts to advanced statistical methods. Tutorials, worked examples, and best practices for building systematic macro strategies with quantamental data.
JPMaQS is the delivery platform for Macrosynergy's quantamental data. Since 2020, this partnership has made point-in-time macroeconomic indicators accessible to institutional investors worldwide. Macrosynergy provides the data, the research methodology, and the educational resources that help investors put quantamental information to work.
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