{"type":"video","version":"1.0","html":"<iframe src=\"https://www.loom.com/embed/334d0d33106249338f213b3a1167fdf4\" frameborder=\"0\" width=\"1664\" height=\"1248\" webkitallowfullscreen mozallowfullscreen allowfullscreen></iframe>","height":1248,"width":1664,"provider_name":"Loom","provider_url":"https://www.loom.com","thumbnail_height":1248,"thumbnail_width":1664,"thumbnail_url":"https://cdn.loom.com/sessions/thumbnails/334d0d33106249338f213b3a1167fdf4-e0d963b202fd57e4.gif","duration":1142.416,"title":"Creating an S&amp;P 500 Macro Overlay Investment Strategy with ForecastOS Hivemind","description":"In this video, I walk you through the ForecastOS Hivemind demo, where we create an S&P 500 macro overlay investment strategy using three macro exposure overlays: political affiliation, inflation environment, and AI/Gen-AI trends. The strategy, which is only about 100 lines of code, has shown an impressive performance with a 2.49% excess annualized return and a 0.99 information ratio since 2017. I demonstrate how easy it is to implement this strategy across various U.S. equities portfolios while maintaining a low turnover of just over three times a year. I encourage you to explore the capabilities of ForecastOS Hivemind to create your own custom exposures and strategies. Please feel free to reach out if you have any questions or need assistance with implementation."}