Quants Corner – Bulls in an FX shop
Getting good data that produces valid, timely signals is a cornerstone of profitable investing across all asset classes. Investors, asset managers...
Quants Corner
Changes in hedge fund short positioning after the start of Covid-19 crisis
As we highlighted in the previous post, one of the few investment vehicles likely to profit from the recent COVID-19 rout of European asset markets...
Quants Corner – Money market fund flows: Fear is not their only signal
With the impact of the Covid-19 virus on day-to-day life and the global economy growing by leaps and bounds, fund flows are reflecting the biggest...
Getting the right balance on commodities exposure
It is an article of investible faith that geopolitical and financials crisis, natural disasters and epidemics translate into greater demand for gold...
Quants Corner – Brazil economy 2020 bust or boom?
Skyscrapers are always a good indication of growth in a country. For instance, Mirante do Vale is a vast office building built in 1960 in downtown...
Quants Corner – US vs China trade wars fund flows
Trade talks between the world’s two dominant economies, China and the US, have proceeded inconclusively for the better part of three years. Going...
Quants Corner – Capture wisdom crowds ahead of UK elections
UK General Elections have had a long-standing tradition of running on a Thursday. The most cited reasons for the election falling on a Thursday, has...
Quants Corner – ClearMacro quantifying the impact of trade war tariffs
In 2Q18, ClearMacro released a paper, ‘Trade is the Lifeblood of the Global Economy’, in which we argued that the tariffs spawned by the current...
Quants Corner – Saudi oil facility attack and fund flows
During the first quarter of this year officials from Tadawul, Saudi Arabia’s main stock exchange, told Reuters that they were anticipating...
EPFR signals: Rebalancing China changes in passive landscape
Sino-US trade tensions and slower growth in the world’s second-largest economy have dominated the headlines for much of this year. But, behind the...
Quants Corner – Are we going into a bear market? Using fund flows to find out
Investors tend to use different playbooks for different market conditions. The tricky part lies in identifying when the market environment has...
Quants Corner – Low-volatility investing continues to shine
In my last post ‘Understanding the rise of low volatility strategies in asset management’, we looked at the evolution of low-volatility funds within...
Quants Corner – Global risk appetite: Multi-asset fund flows
Over the last decade, as investment managers have increased their attempts to generate investment products that efficiently diversify, resulting in...
Quants Corner – How are investors positioned in FANG Stocks?
The overall sentiment in the Emerging markets was affected negatively by the latest round of trade tensions between the US and China. The...
Are we going to see a melt-down instead of a melt-up in May?
The well-known phrase is originally linked to an old-English saying: “Sell in May and go away and come on back on St. Leger’s Day”. St...