ClearMacro is an investment sector focused FinTech company and the world’s first comprehensive robo-research platform that enables institutional investors to independently optimise asset allocation and the asset allocation decision making process.
How ClearMacro works
ClearMacro provides a software platform that models a structured asset allocation investment process, with information available in real-time, allowing investors to rapidly identify and validate optimal risk-adjusted asset allocations. Investors can accelerate decision-making by processing and visualising large complex data sets easily across multi-asset, multi investment horizons and analytical frameworks.
The ClearMacro platform collates and processes more than 100 separate market indicators on a virtual real-time basis allowing users to assess 237 different public markets and global asset classes, by region, country, industry-sector and style. Users can create a personalised suite of their preferred financial and market indicators against which to measure their portfolio and asset allocation choices. Indicator weightings can be customised to users’ own preferences
ClearMacro offers a basic service and ClearMacro Premium, – an enhanced package of proprietary specialist third party data providers across nine critical information categories for tactical asset allocation. – Inflation, Liquidity, Flows, Supply, Earnings, Sentiment, Positioning, Technicals and News
ClearMacro enables analysis of investor portfolios by strategic or tactical approaches to asset allocation and accommodates both systematic and discretionary investment styles. It provides insights across multi-time horizons and encompasses a forward analysis tool to allow investors to evaluate potential portfolio outcomes for up to a five year future horizon.
Strategic Asset Allocation (SAA) module:
Generates real-time, five year forward projected returns using value, income and growth factor inputs at current prices. A unique capability for investors to assess and analyse strategic allocations across both public and private asset markets.
Tactical Asset Allocation (TAA) module:
A ‘library’ of 103 asset allocation indicators that use algorithms to ‘map’ indicators with a simple intuitive scoring system enabling users to compare strength/weakness of the current indicator level and relative to the indicators’ scores over the whole of the data set up to 20 years
Portfolio Strategies (PS) Module:
Users can create, back-test, save and monitor in real time executable or model portfolio strategies. These strategies can be an invaluable input to investment committee’s decision making process to assess current asset allocation or adjust asset allocation quickly with quality information
Portfolio Health Monitor (PHM) Module:
Users’ current portfolios receive a forward looking rating of the strategic and tactical health of their portfolios. Users can drill down into granular detail to understand how each driver of the portfolio such as currency, asset class, region, sector and style will impact portfolio returns for the next five years.
• Integrates multiple complex data sets on a real-time basis far in excess of what is possible by human analysis or previous computer processing
• Increases the quality and impact of asset allocation decision making
• Supports and enhances both systematic and discretionary investment processes
• Ability for users to vary analysis parameters and forward looking scenarios for personalised portfolio and scenario analysis
• 103 separate market indicators collated, maintained and analysed in real time with full flexibility for users to ‘personalise’ the mix and number of indicators they use
ClearMacro was established by Mike Simcock, CEO. Mike was previously Head of Fixed Income, Europe at GIC, the SWF of Singapore, and Senior Portfolio Manager for Fixed Income at T. Rowe Price and Swissca. He has more than 25 years of investment experience in global asset management. The technology team is headed by Dr Seng Cheang – Ph.D. in Applied Mathematics and Applied Physics, Imperial College, London. Seng has Quant development experience at software house AQI Capital Advisors and RBS.
The platform has taken five years to develop and build in C# and F# with an uncompromising approach to pre-market testing, and choice of established data provider partners.
The technology platform is hosted on Microsoft Azure Cloud. The user interface is built in AngularJS and is available across desk top and mobile devices.