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.

Portfolio managers, advocates, wealth managers, and chief economists need AI-powered tools that deliver more than automated summaries from social media, blogposts and newspapers. Automated research assistants powered by AI are emerging as game-changers in finance. To celebrate the new year, here are the top three AI in finance trends for 2026:

The first step in building a set of AI training data concerning global macro policy is to identify the different categories of language inputs needed for model training. This post explains the four categories of content and why they are different.

This morning's NYT op-ed is right on the money...and we have the data to prove it (see the charts below). While the rest of the world...

Specifically: one can configure agentic AI processes to collect, aggregate, and analyze publicly available official sector data. But you still need to know where to look. And you still need to know why a particular data series is important to your analysis. We break down the top categories of global macro data and how to access them.

July 2025 Blog Series: evaluating all the quantitative, language, and signal data available for global macro decision intelligence to support AI-powered trend projection and generative AI deployments.

How to use PolicyScope data in Generative AI to achieve superior tariff policy risk measurement and insights.

And so it begins. Japan today continues the global trend of electing to leadership another outsider whose views on a range of issues run...