Market Update

Post CPI Thoughts - Goldilocks Back In Play

AllQuant

Sep 122 min read

Post CPI Thoughts - Goldilocks Back In Play

Some thoughts and commentary post-August CPI release.

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Volatility Clustering and the Dawn of a New Era

Patrick Ling

Aug 82 min read

Volatility Clustering and the Dawn of a New Era

The BOJ recently exited from its decades-long zero interest rate policy. Does this portend a new era? Let's also learn about vol clustering.

156 views0 comments

Multi-Strategy Model June 2024 - Rate Fears Down, Market Dispersion Up

AllQuant

Jun 292 min read

Multi-Strategy Model June 2024 - Rate Fears Down, Market Dispersion Up

The key highlights for the month This month showed more encouraging signs of inflation easing further. CPI and PPI numbers came in lower...

209 views0 comments

The S&P 500 is 100 years old and still going strong

Patrick Ling

May 63 min read

The S&P 500 is 100 years old and still going strong

The S&P 500 is in the 15th year of the bull market since it exited the Great Financial Crisis in 2009. Is it in a bubble and overvalued?

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Eng Guan

Mar 264 min read

The Fed has started "Easing"

On 20 March 2024, the Federal Reserve doubled down on its pivot and effectively started its "easing".

291 views0 comments

Patrick Ling

Mar 133 min read

Will the Stock Market Crash in October?

One of the well-known seasonal patterns is the October effect. Will the stock market crash this October? Let's take a closer look at this.

220 views0 comments

Amazon to Replace Walgreens in the Dow Jones Industrial Average

AllQuant

Feb 213 min read

Amazon to Replace Walgreens in the Dow Jones Industrial Average

Amazon will replace Walgreens Boots Alliance in the Dow Jones Industrial Average, effective 26 Feb 2024. Let's see what is the impact.

355 views0 comments

AQ Podcast Episode 5 - Inflation & Interest Rates Outlook

AllQuant

Feb 192 min read

AQ Podcast Episode 5 - Inflation & Interest Rates Outlook

Inflation and interest rates are still influencing markets in 2024. In this podcast, we share our thoughts on this topic.

54 views1 comment

Eng Guan

Feb 144 min read

Hotter Inflation - Is It Coming Back?

The CPI data released yesterday dampened hopes that the Fed will cut rates as fast as what market initially anticipated.

219 views0 comments

AllQuant

Jan 293 min read

The First FOMC of 2024 - Cut or Hold

The results from the first FOMC this year will be known in 2 days. This round, overwhelming odds (97%) betted on the rates holding.

138 views0 comments

Where is Interest Rates Heading & Its Impact in 2024 - Learn More Over Breakfast & Coffee

AllQuant

Jan 221 min read

Where is Interest Rates Heading & Its Impact in 2024 - Learn More Over Breakfast & Coffee

We are holding our next breakfast gathering on Saturday morning, 17th February 2024. Join us to learn more about the markets in 2024!

71 views0 comments

AllQuant

Jan 163 min read

Interest Rate Outlook 2024

Interest rates continue to be the driving macro factor in markets. Let's take a look at the outlook for interest rates in 2024.

173 views0 comments

Multi-Strategy Model: November 2023 +6.4%, YTD +13.1%

AllQuant

Dec 2, 20233 min read

Multi-Strategy Model: November 2023 +6.4%, YTD +13.1%

The multi-strategy model is up +6.4% for November 2023 and +13.1% YTD.

198 views0 comments

Multi-Strategy Model: October 2023 -2.3%, YTD +6.3%

AllQuant

Nov 1, 20233 min read

Multi-Strategy Model: October 2023 -2.3%, YTD +6.3%

Anyone hoping for a bout of relief this month had their hopes dashed. The market rout that began in August did not ease in October.

150 views0 comments

Multi-Strategy Model: September 2023 -4.2%, YTD +8.9%

AllQuant

Oct 2, 20233 min read

Multi-Strategy Model: September 2023 -4.2%, YTD +8.9%

A tough month. The model portfolio is down -4.2% for the month bringing this year's return to +8.9% YTD. Read to know more.

190 views0 comments

Multi-Strategy Model: August 2023 +0.1%, YTD +13.6%

AllQuant

Sep 1, 20234 min read

Multi-Strategy Model: August 2023 +0.1%, YTD +13.6%

The model portfolio is up +0.1% for the month bringing this year's return to +13.6% YTD. Read to know more.

271 views0 comments

Are Interest Rates Going To Hike Again After Jackson Hole?

AllQuant

Aug 28, 20234 min read

Are Interest Rates Going To Hike Again After Jackson Hole?

Despite all the negative headlines after Jackson Hole, I don't think the speech is as bad as what the media paints it to be at first.

394 views0 comments

Multi-Strategy Model: July 2023 - 2.6%, YTD - 13.5%

AllQuant

Aug 1, 20233 min read

Multi-Strategy Model: July 2023 - 2.6%, YTD - 13.5%

AQ Multi-Strategy Model July 2023 Update: It is up +2.6% for the month bringing this year's return to +13.5%.

224 views0 comments

AllQuant

Jul 27, 20233 min read

July 2023 FOMC Brief

FOMC raises rate by another 0.25% to 5.25-5.50%. Some thoughts about this meeting.

107 views0 comments

Eng Guan

Jul 10, 20236 min read

Why Is Inflation Not Coming Down Fast?

Why is inflation not coming down as fast despite one of the most rapid and massive series of rate hikes since the 80s?

196 views0 comments