Macro

On the Scientific Portfolio platform, we present two key Macro functionalities.

1. Macroeconomic Exposures: This feature shows a portfolio's exposure to macroeconomic factors and makes it possible to identify unintended or concentrated exposures.

2. Regime Sensitivity: This feature shows a portfolio's sensitivity to macro regime changes. It makes it possible to simulate how the portfolio would have historically behaved, based on its systematic equity factor exposures, during unexpected macroeconomic surprises.

The specifics of these functionalities are outlined in the following two sections.

Continue to Macroeconomic Exposures