US CPI Watch: The old culprits are back, but the report is soft enough for the Fed to cut
Overall this print doesn’t change the picture a whole lot. Inflation is soft enough for the Fed to cut, but it is not a “slam dunk” disinflation...
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Positioning Watch – Positioning Squaring in JPY is Complete
Hello everyone, and welcome back to our weekly positioning update. This week likely marks the end of the positioning squaring phase, as multiple...
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Portfolio Watch: We Dare to Say the Bottom Is In for Risk Assets
We have successfully navigated our macro portfolio through yet another week of high volatility, especially following Monday’s (in hindsight)...
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Quant Signals – Here is THE steepener to own in a cutting cycle!
We have examined the quantitative data surrounding the cutting cycle to optimise the curve steepener trade for hit ratios, carry returns, and ‘max...
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Dollar Swings Lower As Recession Risks Pervade; JPY Surges
The past week saw unprecedented volatility across global markets, with forex markets shaken by BoJ's rate hike. FX options signal counterintuitive...
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