Models

At heart of Fathoms modelling is what we call the core model suite. Both high-tech and user-friendly, this three-part system enables users to construct macroeconomic forecasts and scenarios, a visual representation of these in the form of fan charts, and a forecast-consistent asset allocation, where the distributions implied by the fan charts are used to derive the optimal allocation between bonds, equities and cash in various markets.

Click here for more details on the core model suite.

Other macroeconomic models

• A dynamic general equilibrium model of the UK economy (for simulations)
• A small analytical 3-country IS-LM model (for simulations)
• An analytical model of the UK housing market
• An econometric model of the US labour market (payrolls forecasting)
• An econometric model of US consumption, savings and asset accumulation

Other asset allocation tools

• Econometrically-estimated bond-equity yield gap models
• Tactical asset allocation model
• Cointegration-based valuation tools

And many others - some under construction.

Please see the links to your left to read more on our current models. Alternatively, please contact us for more information.