Data Products

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Cuemacro has an array of data products. Over Saeed Amen’s career, he has created a large number of data indices, including Nomura’s growth surprise and terms of trade indices. He was also part of the team which developed Lehman Brothers MarQCuS FX tradable FX index product, which had 2bn USD AUM. Utilising Saeed Amen’s deep expertise in this field, we offer our own data indices for clients. In time we are hoping to add more.

Macro Data Indices

Cuemacro’s proprietary macro data indices seek to use both conventional and unusual datasets to give market participants a better understanding of the prevailing macro environment. Below we present our various macro data indices.

Cuemacro Fed communications index – Cuemacro natural language processing analysis of Fed communications

Applying natural language processing to Fed speeches, statements, minutes etc, we create a proprietary score for Fed hawkish/dovish sentiment. The indicators are published daily for Cuemacro data subscribers. For further details about subscribing to the raw data and getting live data, please contact Cuemacro.

Cuemacro FX NDF Indicator – Cuemacro indicator for buy/sell pressure in NDFs

Using a large amount of data from FX NDF markets, we have developed indicators to give an indication of buying and selling pressure within these pairs. The indicators are published daily for Cuemacro data subscribers. For further details about subscribing to the raw data and getting live data, please contact Cuemacro.

Cuemacro NewsNFP – Cuemacro news based change in non-farm payrolls forecast

Using factors including news data, we apply a proprietary algorithm to generate a daily forecast for the upcoming change in US non-farm payrolls release, using a multitude of different underlying input data.

More macro data indices to come soon!
Trading Indices
Cuemacro CTA Multi-Asset Trend Following Strategy

Live positions and returns statistics are available for this for members.

For further details please contact Cuemacro.