NDR Fixed Income Allocation Strategy March 2021 Update
The NDR Fixed Income Allocation Strategy entered the month with aggressive positioning. Both Emerging Markets and U.S. High Yield received large overweight allocations. Only one of EM's macro, fundamental, technical, or behavioral indicators was bearish at the start of the month. Click the link below to read more about the strategy's positioning.
C8 Hedge – Currency Compass – Election Special – November 2024
BY JON WEBB
The strong USD bias worked well for our FX models last month, with our dynamic hedge adding over 1% outperformance for EURUSD and GBPUSD, and over 3% for USDJPY. We note, however, that our models have now moved to neutral for the USD against the EUR and GBP, though still look for higher USDJPY. Reducing FX risk may well be sensible given the closeness of the US Presidential election, and doubts about the accuracy of polls. Though, as we note overleaf, late momentum now marginally favours Harris.
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NDR Dynamic Allocation Strategy November 2022 Update
BY BRIAN SANBORN
Dynamic Allocation Strategy, indicators, weightings update
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C8 Weekly Bulletin: Trend Following
BY ROBERT MINIKIN
Central banks have had to act aggressively to contain inflation expectations - leading to an unwinding of excess global liquidity and divergent responses across asset classes. A return to "normal" financial markets, with less policy support for asset prices and higher market volatility. In this context, there is also new investor interest in trend-following strategies that exploit diverging market dynamics. C8 Studio contains both high quality trend-following indices and innovative combination technology.
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