NDR Dynamic Allocation Strategy October 2024 Update

Dynamic Allocation Strategy, indicators, weightings update

BY BRIAN SANBORN

The Dynamic Allocation Strategy equity allocation significantly increased above benchmark weighting.

All the indicators, which weigh the relative attractiveness of stocks and bonds, favor stocks.

U.S. Large-Caps, U.S. Value, U.S. Growth, Emerging Markets, and International Developed received the highest allocations. Click the link below to read more about the strategy’s positioning.

Full strategy commentary: NDRDAS202410021

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As the saying goes, “needs must when the devil drives”. We have no problem understanding the Fed’s decision to announce (at 7pm last night) that the details of the BTFP program needed to be altered. The problem was the overly juicy arbitrage, whereby banks could use the BTFP window to flip cash from the Fed into the RRP and pocket the not-insubstantial difference. We were impressed by the chutzpah involved in arbitraging two Fed facilities! Read more →

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The NDR Fixed Income Allocation Strategy, Positioning Update Read more →

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