global-macro

To generate macro signals for cross-asset allocation, you input quantitative market data including interest rates, bond yields, FX rates, and flow data. The framework computes factor scores across central-bank policy, geopolitical risk, and capital flows to produce a structured analysis report.

Macroeconomic factor analysis requires quantitative inputs like interest rates, bond yields, FX rates, commodity prices, and global capital flow data. These inputs are necessary to compute factor scores and assess market conditions accurately.

Geopolitical risk assessment in cross-asset allocation works by quantifying risk through market proxies like the VIX, the gold-to-oil ratio, and credit spreads. These proxies translate market volatility into actionable factor scores for asset allocation decisions.

Yes, you can model the dollar cycle to adjust emerging-market exposures by scoring the USD strength phase. The framework analyzes global capital flows and exchange-rate trends to inform your cross-asset allocation decisions.

Exchange-rate forecasting in macro analysis applies Purchasing Power Parity (PPP), Uncovered Interest Rate Parity (UIP), and the Behavioral Equilibrium Exchange Rate (BEER) models. These generate medium- and long-term FX expectations for cross-asset allocation.

You track global capital flows for asset allocation by analyzing EPFR fund flows, Northbound Share Connect activity, and Treasury holdings. This flow data feeds into the framework to compute factor scores and assess market direction.