Measure portfolio macro risk with unique macro sensitivity analysis based on machine learning.
Alternative data for macro risk developed in partnership with Quant Insight™, an expert in machine-learning-driven macro sensitivity analytics. Using innovative quantitative techniques, the Macro Risk dataset provides users with scientific insight into the macro factors driving asset prices.
Pan-European (coverage of other markets available on request).
Daily (other frequencies available on request).
Flat file solution or API for easy integration with user’s internal system.
Pan-European Macro Risk data package
- Per stock macro vs. micro exposure split
- Sensitivity to over 30 macro factors
- Estimated share price movement for the change in each macro factor value.