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About RaisePartner


RaisePartner provides software components and web services for investment professionals.

Through our customized solutions for portfolio optimization and risk analysis, our goal is to help our clients enhance their investment process by bringing together the best of quantitative and qualitative approaches.


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RP Quant Global Macro Index


How does the RP Quant Global Macro Index react to the regime switches of the financial markets?

How does its composition adjust to the dynamics of the cross-sector correlations?


The correlations dynamics are key indicators of the market trends. Right before the subprime crisis, the correlations went up dramatically, leading the RP Quant Global Macro strategy to lower its exposition to the Equity sector.

Since the beginning of 2008, correlations seem to go down again, strenghtening the position of the Global Macro Index on the Equity sector: but should it be interpretated as the sign of a lasting rebound?