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Risk-adjusted performance continued to rise in August for the Global Market Index. Sharpe ratios in global markets generally are elevated. GMI represents a theoretical benchmark for the “optimal” portfolio. For further details see: Major Asset Classes | Aug...
The expected risk premium for the Global Market (GMI) ticked up in August, reaching an annualized 6.1%, slightly above the previous month’s estimate. Despite the comparatively high GMI forecast, the current estimate remains well below the index’s realized risk premium fo...
The winning streak for American shares rolled on in August. US stocks rose for a seventh straight month and posted the strongest gain for the major asset classes. US bonds also lost ground in August. The Bloomberg Aggregate Bond Index slipped 0.2%, the first monthly decline for the be...
The U.S. Treasury is preparing for coupon cuts, but the impact on private supply will be nuanced. Without significant coupon cuts, the percent of debt outstanding in T-Bills will fall well below the Treasury recommended 15% to 20%. The actions of the Federal Reserve’s Asset...
On Monday, the CEA published a blogpost on how the administration’s infrastructure and Build Back Better plans won’t be inflationary. I think it’s of interest to see how the market (which will undoubtedly turn out to be wrong) thinks inflation and output will evol...
The real interest rate is the nominal interest rate adjusted for the expected change in the associated currency’s purchasing power, where “expected” is the operative word. Of course, when you buy the security, you have no way of knowing what will happen to the cur...
A pure zero-coupon bond, which is essentially the building block of all of finance because it is part of the discount factor, is the simplest way to take this concept and put it into a simple atomic calculation. If you do not have a market meltdown, that asset price inflation will slo...
Last December, the Fed indicated that tapering would begin after “substantial further progress” toward the central bank’s employment and price-stability objectives. The Fed’s priority is to avoid disruption, making the successful 2014 taper a logical starti...
U.S. treasuries are, by far, the largest and most liquid market in the world. For decades, sophisticated market participants have looked to treasuries as the best and fastest interpreter of rapidly breaking macroeconomic data. In moments of high economic distress, money has histor...
After nearly three decades of low levels, inflation has recently emerged as a primary concern for investors. But many stocks are at or near all-time highs and valuations may appear to be expensive, so rather than choosing individual equities, a trader may opt to use CME Group’s...
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2024-07-24 22:48:00 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...
2024-06-24 23:44:00 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...
2024-05-04 16:52:00 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...