Macro Quant 

Linking macro regimes and financial flows to commodity markets

This suite enables traders focussed on commodity markets to quantify macro-financial influences on commodities and incorporate institutional flow dynamics into risk management and trading strategies.

Gain an edge with our Macro Quant insights

Understand how macro regime shifts and institutional flows impact commodity markets for a comprehensive view of market dynamics.

Understand commodity market dynamics

Commodity markets are increasingly influenced by macro regime shifts, institutional capital flows, and cross-asset positioning, alongside traditional supply and demand factors. Understanding how changes in macro markets such as rates, FX, and equities impact commodities provides a more complete view of market dynamics.

How our Macro Quant service can help

Our Macro Quant analytics suite provides a structured framework for analysing institutional flows, positioning imbalances, and macro-driven risk allocation across asset classes. By incorporating macro regime indicators and financial flow analysis, it helps traders assess the broader market influences on commodity prices.

Track cross-asset proprietary metrics and indicators

Analyse financial flows, macro factors, risk measures and their impact on major global markets.

Macro factors 

Identify shifts in growth, inflation, and defensive factors to contextualise commodity price movements.

Institutional flow analysis 

Track OTC and futures positioning among asset managers, hedge funds, and CTAs, understand how macro capital flows impact commodities. 

Value-at-risk and positioning imbalances 

Identify concentrated positioning and deviations across markets that could lead to price reversals.

Risk-on/risk-off indicators 

Monitor sentiment shifts in key macro assets that influence commodity market flows.

Macro factor heat maps

Monitor the correlations between positioning, price and underlying macro factors

Model driven fund analytics

Track CTA trend-following and Risk Parity fund metrics across major asset classes.

Recent insights