Markets are experiencing volatility on largely priced-in events: expected economic recovery, positive vaccine news, and large stimulus packages. This sell-off caused the yield curve to steepen, with the…
Markets are experiencing volatility on largely priced-in events: expected economic recovery, positive vaccine news, and large stimulus packages. This sell-off caused the yield curve to steepen, with the…
Global equity markets reached new all-time highs in February but ended on a sour note in the last week due to rising bond yields. This prompted a sharp sell-off in equities on overvaluation fears. Significant…
Adobe (ADBE), founded in 1982, is one of the most well-known companies in the software development industry. The company became the digital design space leader with a diverse portfolio, allowing…
Global equity markets started the new year on a good note only to give back all gains last week on overvaluation concerns and high volatility. January was marked by stricter economic lockdowns and…
A few clients asked our opinion on Gamestop (GME) and the short-interest ratio. Today, the company’s stock closed at $347 per share, a 7,600% 52-week return. From a quantitative perspective, Gamestop’s…
Global equity markets hit new all-time highs in December with the announcement of a new round of U.S. unemployment benefits and stimulus checks. The scale and size of the stimulus bill, the growing…
You will find below the degree of ranking system change and the overall impact for each strategy. You can download an excel file comparing the returns and performance metrics on both data providers…
As of December 31st, our rankings data will be provided by Factset instead of S&P Global. This means the rebalancing of our strategies on January 4th will be done with the new data. The reason behind this…
With all those discussions on the great sector rotation to cyclicals, I thought it would be a good idea to update a sector rotation strategy I created eight years ago. Surprisingly, the strategy is still generating…
Global equity markets reached new all-time highs in November as the positive news on three different vaccines are giving up hope that a return to normalcy might be around the corner. The outcome of…
