Portfolio Construction

European yields drop, as new infections accelerate; Gilt curve flattens over Brexit and negative rate concerns; Portfolio risk changes little, as less negative correlation offsets lower equity volatility.

Olivier d’Assier discusses modeling the possible outcomes of the election and the potential ramifications of the Biden tax plan on Big Tech. See all the posts from this series: Stress Testing the US Presidential Election: A framework for quantifying market reaction to an unpredictable outcome Presidential Election Stress Test Part II: Biden’s Tax Plan Could […]

In this post, we focus on the Health Care sector. A Trump/Republican win would likely put Obamacare in jeopardy—and that could have a large impact on the earnings of companies in that sector.

The US market saw an even stronger concentration in stocks recently, with FAANGs (Facebook, Amazon, Apple, Netflix and Google) accounting for 14% of the weight in the STOXX USA 900 on Oct. 9. Add Microsoft to the mix, and the six stocks made up 20% of the US index. Just since July, the aggregate weight of these six stocks increased by one percent in the US index.

The global equity market recovery continued in the third quarter, as benchmark risk slid. But not all components of risk participated in the decline, and volatility remained much higher than it was when the year started.

US existing and new home sales numbers for August, and the weekly jobless report. PMI surveys for the US, UK, Eurozone, Japan, and Australia. Interest rate decision by the BoC, and UK and Eurozone consumer confidence.

In the US, the Fed’s monetary policy meeting, industrial production, retail sales, building permits, and housing starts.

The spectacular “recovery” of US blue-chip stock indices is frequently cited as an indication that investors are betting on a swift, “V-shaped” global recovery from the coronavirus crisis.

US inflation rate and job openings, and ECB monetary policy meeting. In the UK, a new round of Brexit talks will resume after negotiations in August ended without any progress on key issues.

Officially launched in July this year, the Sustainable Development Investments Asset Owner Platform (SDI AOP) aims to standardize and create greater efficiencies for financial institutions looking to invest in the UN Sustainable Development Goals.

US-based wealth manager uses our scalable tax-optimization solution to efficiently rebalance hundreds of thousands of taxable accounts

On September 10, together with the Sustainable Development Investments Asset Owner Platform (SDI), we will be hosting a webinar on ‘How to Invest in the UN Sustainable Development Goals (SDGs)’. Ahead of the event, we caught up with one of the founding members of the SDI AOP, Claudia Kruse, who heads up the Global Responsible Investment […]