Twice a day, the award-winning, patented PolicyScope process scans the globe for new trade policy developments at the source. The system automatically reads, measures, labels, sorts, and stores in minutes more trade policy content than a human could read in a week.

Neither financial markets nor government policies are static. They operate amid shifting parameters and technological advances. Election outcomes, regulatory shifts, monetary policy regimes, and market microstructure changes introduce structural breaks that alter both policy dynamics and market reaction functions. Global macro portfolio managers understand well that significant paradigm shifts will cause some correlations to break down. For example, pre‑Volcker and post‑Vo

Challenges of Historical Data in Global Macro Portfolio Management: Challenges and Solutions

But as markets evolve and geopolitical realignments accelerate in 2026, global macro risks increasingly impact all investment strategies across asset classes and sectors. This post provides guidance on how to extend event-driven strategies with global macro data and inputs in order to maximize alpha generation and smart beta portfolio management strategies.