Global macro hedge funds need a clear view of how global events—like policy changes, geopolitical shifts, and macroeconomic trends—impact markets and asset prices. Zonthur’s network analytics reveal the structural relationships between these factors, helping funds manage global risks and capitalize on opportunities across multiple asset classes.

Quantitative hedge funds rely on advanced models to identify market patterns. Zonthur’s use of Complex Adaptive Systems (CAS) and Graph Theory helps quants uncover evolving causal relationships across assets and markets. This enables more proactive trading, with insights into systemic risks, market shifts, and how volatility spreads through asset networks.

Commodity traders analyze the impact of supply-demand changes, production costs, and macroeconomic factors on commodity prices. Zonthur maps these relationships across industries, from raw materials to finished products, helping traders enhance hedging strategies and identify early market trends.

Forex traders deal with the complex interactions between currency pairs, driven by factors like interest rate changes and economic policies. Zonthur uses network analytics to visualize these currency interactions, helping traders anticipate market shifts and uncover hidden causal relationships for better decision-making.