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
With the US presidential election now less than seven weeks away, many clients have been asking us how to forecast market returns ahead of this pivotal event. It’s a fair question, but a challenging one, to be sure.
Presidential Election Stress Test Part II: Biden’s Tax Plan Could Take a Bite Out of the FAANGs—and More
We used the Axioma Risk platform to conduct a transitive stress test simulating a 20% drop in each of the five FAANG stocks, calibrating the correlation between them and the other stocks in the STOXX USA 500 using data for the past three months, and estimating the impact on the index portfolio for this scenario.
Presidential Election Stress Test Part III: Gauging the impact of a Trump win on your portfolios…
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.
Qontigo Insight Q3 2020 Risk Review: Calmer Seas Prevail, but Uncertain and Choppy Waters Remain
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.