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Qontigo’s Melissa Brown discuss what’s driving the markets.
The collapse of technology stocks this past month may signal the end of another tech bubble, similar to the bursting of the dot-com bubble. In search of some insights, we compared the conditions that led to the formation of both the current technology bubble (2016-2021) and the dot-com bubble (1995-2001).
Another tech bubble may be about to burst, triggering a US recession. There are multiple similarities between the current tech bubble and the dot-com bubble. This time, however, the Fed cannot leverage interest-rate cuts to put the brakes on a market decline, due to the current record-high inflation combined with low interest rates.
The US market soared in November, producing one of the highest monthly returns since at least 1982. With regard to factor returns, the month started out fairly slowly. But things changed on November 9, when it started to look like the pandemic could end someday. 
Many quant managers are having a tough go of it this year. While one might blame factors in general, their returns do not tell the whole story (or even the bulk of the story).
To say that fundamental style factor returns have been unusual this past week would be the understatement of the year—the decade, in fact.
Money flowing into exchange-traded funds (ETFs) in Asia is expected to continue unabated in 2018, as the growing popularity for the low-fee products pushes assets to new records.
In this paper, we use the transparency afforded by ETFs to analyze investor flows, but also look through to the underlying holdings, to understand the time-varying preferences of passive investors. We have found that year on year, there is a great deal of variability in style, industry and regional exposures. However, these exposure preferences tend to be neutral over longer time frames. This is in contrast to a consistent preference for performance, reflected by flows going towards ETFs with strong in-year returns.
US market volatility keeps falling despite market gyrations; US Small Cap’s specific risk soars, led by SMCI; In a sharp reversal, predicted risk climbs in the UK.
Traders shave off another Fed rate cut amid soaring consumer prices; UK recession weighs on Gilt yields and the pound; Portfolio risk steadies as weaker FX and rate fluctuations offset higher equity volatility.
What is the value of diversification? We can visualize it using a simple three-asset portfolio, observing how the risk-adjusted performance changes when varying the correlation. Correlation measures the degree to which two variables move in relation to each other, and serves as a guide as to how well assets can diversify each other.
Investor sentiment ended little changed from the prior week across all the markets we follow. Global Developed markets ex-US investors remained bullish, followed by a strongly positive sentiment among Japanese and Australian investors.
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