Macro Forecasting & Data-Driven Analysis
Weekly updated GDP and Inflation Forecasts
- United States
- Europe: Eurozone+UK
- Other G20 Economies
Contrarian Analysis and Insights
- Global Business Cycle Analysis
- Monetary Policy Decisions
- Fiscal Policy and Sovereign Debt
More often than not economic predictions are based on unsubstantiated claims, rules of thumb and subjective expert judgement. We believe in expert judgement but we think it should come atop rigorous quantitative methodologies. Investors should be provided with reliable and timely updated analysis. Forecasts should be explainable. Assumptions on the distributions of the parameters and other methodological trade-offs should not be hidden.
Our methodology is based on Advanced Statistics, Signal Processing Theory and ‘State of the Art’ Deep Learning algorithms. To assess the level of uncertainty surrounding our Forecasts, we use Probabilistic Modelling and Bayesian estimation techniques through Monte Carlo simulations.
How good ?
We like to think of our Macro Forecasting service as a Formula One Team that relentlessly strives to achieve superior performance in any circumstance.