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The US rebound from the Q3 slowdown is in full bloom. The economy certainly looks like it is on solid ground right now. So, why in the world are bonds rallying? The 10-year Treasury yield fell 10 basis points on Friday after the payroll report. The movements in bond markets today ...
The expected risk premium for the Global Market Index (GMI) ticked lower in November but remains elevated relative to recent history. Adjusting the forecast with short-term momentum and medium-term mean-reversion market factors (defined below) reduces - substantially - GMI’s ex...
The decade after the Great Financial Crisis of 2007–09 brought significant changes in the volume and composition of capital flows in the global economy. This article considers the implications of such a metamorphosis of finance for capital flows to emerging market economies. ...
November’s modest uptick in volatility, driven by a recalibration of the market’s macroeconomic expectations, could be a sign of things to come. On the surface, November may have appeared to be another month of quiet, range-bound fixed income markets. While we have n...
The Fed confirmed that it will taper its asset purchase program starting later in November, while the Bank of England (BOE) fell just short of raising rates at its November meeting. 55% of managers expect inflation in the U.S. for the next 12 months to stand between 2.26% and 2.75%, w...
IHS Markit's PMI surveys track input costs at manufacturing and service sector companies around the world, as well as the average prices charged for these goods and services. The Global PMI's selling price index hit an all-time high of 60.3 with record highs seen for both goods and se...
The recent run higher in the Sharpe ratio for the Global Market Index finally reversed in October. Risk-adjusted performance has slipped, but GMI's rebound in October lifted it to a new record high. GMI is useful as a baseline to begin research on asset allocation and portfolio de...
The interesting thing is that, depending on how you define “global stock market capitalization”, the US stock market is not nearly as big as we think. If we use the actual full market capitalization the US stock market is just 41% of global equities. But if we use the in...
The long-run risk premium forecast for the Global Market Index (GMI) rebounded in October, edging up to 6.1%, based on revised numbers through last month. The new estimate is calculated in terms of the projected return over the “risk-free” rate, according to a risk-based...
US real estate investment trusts (REITs) and stocks posted the strongest returns for the major asset classes in October - by wide margins. US REITs surged 7.7% last month, reversing September’s sharp decline. The recovery puts American property shares in the lead for 2021 with ...
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2024-08-02 04:22:00 ET Stock Traders Daily has produced this trading report using a proprietary method. This methodology seeks to optimize the entry and exit levels to maximize results and limit risk, and it is also applied to Index options, ETFs, and futures for our subscribers. This...