Systematic Macro - A Tale of Data

26 February 2021

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There is no shortage of retrospective pieces analysing the events of 2020 and their impact on investment strategies. Yet, having compressed almost an entire business cycle into just under a year, we find this provides a rich vein of lessons and insights to explore.

We have already produced a broader industry piece entitled: ‘AnotherAspect: What was Trendy in 2020?where we examined the broader liquid alternatives model landscape and highlighted the importance of both speed and strategy diversification as key ingredients to success in 2020. However, we felt that there was an additional angle to explore and what follows is a short exposition of a key feature of the Aspect Systematic Global Macro (ASGM) strategy that played a significant role during 2020: data.

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