Macrosynergy published a new article titled The MinervaScore as a Statistical Robustness Grade for Backtesting, combining four established validation quantities including Deflated Sharpe Ratio, Probability of Backtest Overfitting, Superior Predictive Ability, and Minimum Track Record Length, along with a regime-stability diagnostic.

Macrosynergy is a London based macroeconomic research and technology company whose founders have developed and employed macro quantamental investment strategies in liquid, tradable asset classes, across many markets and for a variety of different factors to generate competitive, uncorrelated investment returns for institutional investors for two decades. Our quantitative-fundamental (quantamental) computing system tracks a broad range of real-time macroeconomic trends in developed and emerging countries, transforming them into macro systematic quantamental investment strategies. In June 2020 Macrosynergy and J.P. Morgan started a collaboration to scale the quantamental system and to popularize tradable economics across financial markets.

Founded 2009