海外研报

Cross Asset Volatility Machine Learning Based Trade Recommendations

Global market were fairly stable just a week after the panic selling. Both the CARV and ETF RV models maintain a short vol bias, which is not that

Argentina Equity Strategy

Almost a year ago, we published the note Back to the Future? Similarities and Differences vs. 2015 Election, analyzing how Argentine equities behaved ahead of

GLOBAL | Quantitative Strategy-Global Quant Strategy: Rate Cut Playbook

The recent market turmoil is a clear message to the Fed that investors areprimed for rate cuts. With OECD leading indicator and earnings still strong,

Japan: accommodative monetary policy to continue under the new prime minister

The failure to stop the BoJ from forcing rate hikes that led to global market turmoil further weakened the political centripetal force of the

BOJ watch: Bank suspends further rate hikes after being blamed for dramatic moves in yen and stocks

Global financial markets experienced major turmoil in the first part of August. On the fifthof the month the Nikkei 225 posted a larger drop than it did on Black Monday in 1987, and