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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 ...
The sellers have been in control of the bond market. Put volume continues to outshine call volume at key strike prices on the SPY options. Nasdaq 100 index did not fare as well as SPX. For further details see: Options Market Remains Doubtful Of Rally
The economic restart has laid bare a lopsided transition toward low-carbon energy that has amplified a surge in coal and natural gas prices. U.S. stocks rallied to all-time highs on better-than-expected corporate earnings. Oil prices hit multi-year highs. Investors will watch acti...
The gap between the unadjusted and adjusted spreads was 0.44 ppts as of 9/30. Analysts often look at the five year five year forward as an indicator of inflation over the five years five years from now. If one believed in the DKW adjustment (and that adjustment held constant over ...
Economists continue to debate whether the high rates of inflation observed over the last few months are transitory or permanent. Year-on-year inflation was 4.3 percent in August. One way to estimate future inflation is to look at market expectations. Bond traders must consider inflati...
Bonds sold off again last week, with the yield on the 10-year Treasury closing over 1.6% for the first time since early June. But this rise in rates is at least a little different than the fall that preceded it. When nominal rates fell from April through July, real rates fell right al...
Risk-adjusted performance continued to rise in September for the Global Market Index (GMI), an unmanaged, market-value-weighted portfolio that holds all the major asset classes (except cash). GMI’s 0.97 Sharpe ratio is close to the highest levels reached in recent history. ...
We view the U.S. Treasury yield spike as resolving a disconnect between the powerful restart and lower yields in recent months, and stay tactically pro-risk. U.S. 10-year yields jumped to the highest level in three months. Markets are prone to volatility, but ultimately we see yields ...
Most of the market “data” everyone obsesses about is just noise, especially when it comes to economic data. We just finished another quarter during which a lot of things were supposedly newsworthy but somehow produced almost nothing in the way of major market movements. ...
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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...