Fundamental Models

Fundamental & Technical Quantitative Trading Models

Macro and fundamental data turned into systematic FX models.

Currency markets respond to rate differentials, growth surprises and policy shifts. Encoding that systematically is harder than adding another oscillator, and considerably more differentiated.

What this covers

Interest rate, yield spread and carry models across the majors
Economic surprise and calendar-driven systematic frameworks
Central bank communication and policy-path signal construction
Fundamental signals combined with technical filters in one framework

Services in this area

11 pages

Fundamental + Technical Models

Macro direction combined with technical timing in one specified framework.

Forex Fundamental Models

Systematic models driven by economic fundamentals rather than price alone.

Macro Forex Models

Growth, inflation and policy expressed as tradeable currency signals.

Interest Rate FX Models

Rate differentials and expected policy paths as model inputs.

Yield Spread Models

Sovereign yield spreads mapped to currency behaviour.

Economic Surprise Models

Trading the gap between consensus and release, with realistic timing.

Central Bank Models

Policy communication and meeting cycles as systematic inputs.

Economic Calendar Systems

Event-driven systems built around scheduled releases and their liquidity.

Cross-Asset Macro Models

Macro signals expressed across FX, rates and commodities together.

Technical Factor Models

Technical indicators rebuilt as properly constructed factors.

Fundamental Factor Models

Fundamental data as cross-sectional factors across a currency universe.

Tell us what you are trying to build

Describe the problem and we will tell you plainly whether we can help, roughly what it would take, and what it would cost. If it is not a fit, we will say so.

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