Seeking the cues in macro markets

Cuemacro is a company focused on understanding macro markets from a quantitative perspective, in particular currency markets. Our goal is understand how data can be used to deepen understanding of macro markets. We use both existing and innovative data sources, to create systematic trading strategies and data indices.

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Point-in-time for your data

The one thing we really want to know when making trading decisions, is the future! Alas, we don’t have that information! All we do have is information up until the point we actually want to trade, and have to somehow use that to make a prediction about the future price. Ok, this is blatantly obvious…

Listen to the whole quant album

It’s 50 years since the Beatles released the White Album. To celebrate it has been reissued with new mixes of the original tracks. I have to admit, it’s rarer these days to listen to an album the whole way through. Instead, I invariably listen to playlists on iTunes which select tracks from all manner of…