Systematic Macro Research
Thames River Trading develops unique macro research powered by systematic frameworks, quantitative signal processing, and decades of cross-market experience.
Explore the researchAbout the research
Thames River Trading sits at the intersection of rigorous quantitative analysis and macro market intelligence. Building systematic frameworks that cut through noise to identify durable, high-conviction opportunities across global macro.
Research is shaped by the same discipline that flows through the City — patient, deep, and built to weather every tide.
Research areas
Top-down systematic research across rates, FX and commodities. Our signal-driven framework identifies regime shifts before they become consensus.
Bespoke factor models processing cross-asset price, flow, and sentiment data into actionable, statistically validated signals with proven out-of-sample track records.
Long-duration thematic research identifying structural shifts in the global economy — geopolitical realignment, energy transition, demographic headwinds, and monetary regime change.
Methodology
Aggregation of high-frequency data across global markets, central bank communications, and macro economic releases into a unified, normalised research database.
Bespoke macro regime models identify the current global cycle state, conditioning all downstream signal generation and portfolio construction.
Multi-factor systematic signals across momentum, carry, value, and positioning dimensions are blended with discretionary macro overlay for robust, diversified alpha.
Latest research
A systematic examination of USD reserve share dynamics, cross-border capital flows, and what a gradual shift away from dollar hegemony means for rates, gold, and EM assets over the next decade.
Reassessing r* across the G10 in a world of structurally higher inflation, fiscal dominance, and deglobalisation.
Quantifying the supply-demand mismatch in critical minerals and the macro implications for inflation and EM current accounts.
Get in touch
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