Learn

Quantamental
Academy

A structured curriculum for mastering macro-quantamental investing. From the fundamentals of point-in-time data to advanced machine learning strategies.

Curriculum

Learning Path

Progress through three stages, each building on the concepts and skills from the last.

Stage 1

Foundations

Build a solid understanding of macro-quantamental data, JPMaQS indicators, and the principles that underpin systematic macro investing.

3 topics
Stage 2

Strategies

Learn to construct trading factors, develop systematic strategies, evaluate performance with scorecards, and understand the principles of value generation.

4 topics
Stage 3

Advanced Methods

Apply statistical learning, machine learning, and engage with the latest academic research in macro-quantamental finance.

2 topics
Stage 1 · Foundations

Macro-Quantamental Indicators

Learn what macro-quantamental indicators are, how they are constructed, and how to access them through JPMaQS.

12 lessons

What are Macro-Quantamental Indicators?

Understand how point-in-time macroeconomic data is transformed into quantitative signals free of look-ahead bias.

8 lessons

Quantamental Indicators on JPMaQS

Explore the full catalogue of indicators available through the J.P. Morgan Macrosynergy Quantamental System.

6 lessons

Introductory Tutorials

Hands-on walkthroughs covering data retrieval, visualization, and basic signal construction with Python and the macrosynergy package.

Stage 2 · Strategies

Developing Trading Strategies

Transform quantamental indicators into systematic trading strategies. Factor construction, portfolio optimization, performance evaluation, and the economic logic behind value generation.

10 lessons

Macro-Quantamental Factors

Learn to construct macro-quantamental factors from raw economic data and evaluate their predictive power across asset classes.

8 lessons

Developing Trading Strategies

From signal to portfolio: backtesting frameworks, position sizing, risk budgeting, and the complete strategy development lifecycle.

7 lessons

Macro-Quantamental Scorecards

Evaluate and compare strategy performance using standardized scorecards, Sharpe ratios, drawdown analysis, and attribution metrics.

6 lessons

Principles of Value Generation

Understand the economic logic that gives macro-quantamental strategies a persistent edge over purely statistical approaches.

Stage 3 · Advanced

Advanced Methods

Push the frontier with statistical learning, machine learning techniques, and insights from academic partnerships.

10 lessons

Statistical Methods & Machine Learning

Cross-validation for panel data, regularization techniques, neural networks, and ensemble methods applied to macro signals.

5 lessons

Academic Cooperation

Collaborative research programs, published papers, and ongoing partnerships with leading academic institutions worldwide.

Explore the Handbook

Dive deeper into macro-quantamental concepts with the comprehensive Macro-Quantamental Handbook -- the definitive reference for systematic macro investing.

Read the Handbook