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Fixed Income

MacroQuant 1.0 Update
Our Global Investment Strategy service’s MacroQuant 1.0 model – which is calibrated to produce recommendations over a 30-day investment horizon – is currently overweight equities and underweight bonds and cash. Model: The asset allocation decision is…
Daily Insights
Run A Barbelled Treasury Portfolio
BCA Research’s US Bond Strategy service recommends a barbelled allocation across the Treasury curve. The Treasury curve bear-steepened in September. The 2-year/10-year Treasury slope steepened 32 bps on the month and currently sits at -43 bps. The…
Daily Insights
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Bond Meltdown, Republican Meltdown

There is a connection between the bond market meltdown and Republican Party’s meltdown. Investors should expect more short-term financial market volatility as a result of the triple whammy of high bond yields, high oil prices, and a strong dollar.

US Political Strategy by Matt Gertken
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The ‘Sahm Rule’ Recession Trigger Is Good, But The ‘Joshi Rule’ Is Better

We unveil the ‘Joshi rule’ real-time recession indicator as a much better version of the Federal Reserve’s own ‘Sahm rule’. And we identify what would trigger these recession indicators in this week’s and future US jobs reports. Plus: airlines, soybeans, and tin are all good rebound candidates based on their collapsed short-term complexities.

Counterpoint by Dhaval Joshi
The RBA: A Wait-And-See Strategy
The Australian dollar was among the worst performing major currencies on Tuesday after the Reserve Bank of Australia held the cash rate at 4.1% for the fourth consecutive month. In her post meeting statement, newly appointed Governor Michele Bullock noted…
Daily Insights
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How Far From The Peak?

We present our Portfolio Allocation Summary for October 2023.

US Bond Strategy by Ryan Swift
September In Review
The “September Effect” was in full force again this year as the broad-based selloff continued. Nearly all major financial assets generated outsized returns last month. In particular, the “higher for longer” narrative dominated the market action. Global and…
Daily Insights
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Quarterly Portfolio Outlook: The Vice Tightens Further

Aggressive monetary tightening has always led to recession, although the timing is uncertain. The effects of high interest rates are starting to be felt. Investors should stay risk off and buy government bonds as a safe haven investment with carry.

Global Asset Allocation by Garry Evans
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EIS Special Series: PIGS Have Wings

Introducing our Special Series to assess where Portugal, Italy, Greece, and Spain stand today. Stay tuned for more.

European Investment Strategy by Jeremie Peloso
US Core PCE Inflation Continues To Moderate
The US Personal Income and Outlays report for August sent a positive signal about the disinflationary trend. The core PCE deflator – the Fed’s preferred inflation gauge – slowed to a 33-month low of 0.1% m/m, below expectations that it would remain at 0.2%…
Daily Insights

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