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VANDA DATA

The macro data behind the market view.

Structured macro, capital-flow and market datasets for active risk takers.

VandaMacro is the macro data library that underpins Vanda Macro Intelligence. It gives institutional investors direct access to the datasets, time series and analytical building blocks used by Vanda’s macro team to examine regimes, capital flows and the forces shaping FICC and other macro assets.


The backdrop, as a level you can rank.

Macro reads held on the same percentile scale as positioning, so the state of the backdrop is comparable to the state of the crowd rather than argued alongside it.
Positioning percentile · trailing 12 monthsIllustrative
Equities
US Large43
US Small36
Europe36
Japan10
EM67
Rates
UST 2y11
UST 10y59
Bund 10y28
JGB 10y4
Gilt 10y76
FX
USD8
EUR33
JPY92
GBP97
CNH55
Commodities
Crude10
Gold18
Copper67
NatGas6
Silver56
Scale0 = shortest positioning on record · 100 = most crowded90th percentile and above

Turn the macro backdrop into something you can test.

Macro commentary is abundant. VandaMacro is designed to make the underlying evidence easier to interrogate: structured time series and market monitors that can be compared over time, combined with positioning data and incorporated into an investment process.

Data organized around the questions macro investors ask.

  • Macro conditions

    Track the economic and market variables shaping growth, inflation and policy regimes.

  • Capital flows

    Examine structural and cross-border flows that can influence currencies, rates and broader risk assets.

  • Market monitors

    Follow specialist datasets and recurring analytical frameworks built around themes that matter to active macro investors.

  • Cross-asset context

    Combine macro evidence with positioning and flow intelligence to test whether the market setup supports or challenges the prevailing narrative.

  • Where macro meets positioning.

    VandaMacro sits alongside VandaXasset and VandaTrack within Vanda Data. Used together, the datasets allow clients to compare the macro backdrop with how investors are actually positioned and where capital is moving.

  • The data layer beneath Vanda Macro Intelligence.

    Vanda Macro Intelligence is the interpretation layer: the team uses VandaMacro alongside other evidence to form thematic views, analyze structural flows and identify discretionary strategies. VandaMacro gives clients direct access to the underlying data layer for their own analysis and workflows.


Access through Vanda Analytics and supported data-delivery routes.

Explore subscribed VandaMacro datasets within Vanda Analytics and, where supported by your subscription, bring selected series into internal research, modeling and risk workflows through Vanda’s data-delivery infrastructure.