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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Macro markets after Brexit

Watching the price action during Thursday evening brought back memories of the Lehman bankruptcy. This was especially true when observing GBP. A move in any currency of 10% within a short period is highly unusual, with GBP/USD moving from a high of 1.50 to a low of 1.32. In a paper, by Iain Clark and myself,…

Brexit expectations

I kind of like burgers. Yes, it’s true. (Please do bear with me, there will be a pertinent market related point to his discussion, by the next paragraph). I also would speculate that most people like burgers. Admittedly, this is a broad generalisation. However, for the sake of our example, we’ll simply make that assumption. However, perhaps the more…

Cuemacro’s goals

I am very happy to say that we have established Cuemacro! The company grows out of my work over the past decade to decipher currency markets and more broadly macro markets. Over the coming weeks and months, I hope to put more content on this website related to quantitative techniques applied to macro markets and…