Invitation to a webinar on factor models hosted by PRMIA - the Professional Risk Managers' International Association.

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

Just because facts regarding the great sweep of history are easily accessible does NOT mean that robust quantitative data exists for deployment in AI-powered quantitative finance models. This post explains why the mismatch occurs and recommends strategies for addressing them.

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