We are known for being highly quantitative, and dissecting the data to uncover unique and useful relationships.
Our financial market recommendations are built on many years of econometric work linking economic and financial market developments.
Hit rate of over 70% for recommendations since inception August 2008.
A portfolio based on AGM Research recommendations has yielded more than a 200% return over the past 9 years, with lower volatility than the US equity market.
Hit rate of over 70% for recommendations since inception August 2008.
A portfolio based on AGM Research recommendations has yielded more than a 200% return over the past 9 years, with lower volatility than the US equity market.
Our Team
Applied Global Macro Research is an independent macroeconomic and financial market research provider founded in 2008. The Partners are Carsten Valgreen, who was previously the Chief Economist of Copenhagen-based Danske Bank, Niels-Henrik Bjorn, who served as the European Economist at Danske Bank, and Mary Allyn, former Chief Operating Officer of Merrill Lynch Private Banking and Investment Group.
Carsten Valgreen
Partner
Niels-Henrik Bjørn
Partner
Mary Allyn
Partner
Research Database
Applied Global Macro Research is available for Investment Professionals Only.
Clients receive access to extensive archive of global quantitative macro and market research reports.
For more information please contact us: [email protected]
AGMR Leading Indicators
The AGMR Domestic Demand Leading Indicators (AGMRLI) are based on detailed work on the drivers of US and Euro Area domestic cycles in consumer spending, residential and business investment. This work has helped identify and quantify the triggers of spending growth in the US and Euro Area economies. The AGMRLI’s combine these triggers to an aggregate indicator, which leads growth in final domestic private sales by an average of 3-4 quarters.
The AGMRLI is available from 1957 for the US and 1966 for the Euro Area on a quarterly basis. By construction they are 4-quarter growth indicators. As opposed to other leading indicators, the AGMRLI’s contain no financial market prices and are less manufacturing centric. AGMR updates these series on a quarterly basis as new information becomes available, and also extends the indicators with scenario analysis, available only for clients.