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Marlon Marcos

Weekly Top Ten Macro and Cross Asset Strategy – Dec 15, 2024

By | Macro and Cross Asset Strategy
This weekly newsletter pulls together summaries of the top ten most-read Insights across Macro and Cross Asset Strategy on Smartkarma.

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1. Strategic Outlook 2025: Winter Is Coming, Can Asia Keep Itself Warm?

By Manu Bhaskaran, Centennial Asia Advisors

  • With the US and China distracted from stabilizing the world geopolitical order, flare-ups and stresses will occur more frequently as various actors feel emboldened to undertake risky gambits. 
  • The world, including emerging Asia, will have to contend with “much higher for much longer” geopolitical risk and its aftereffects on global trade, investments, and financial markets. 
  • But most economies in the region retain agency to adapt to a more hostile environment by bolstering internal resilience and forming new coalitions of the willing to pursue shared objectives. 

2. Investing During an Era of American Exceptionalism

By Cam Hui, Pennock Idea Hub

  • This year was one of American exceptionalism and asset return domination, led by the leadership of the Magnificent Seven.
  • . We believe Magnificent Seven leadership is likely to fade in 2025.
  • We expect that 2025 will be a year of transition from growth to value, large caps to small caps and paper to hard assets.

3. Here is what we told Hedge Funds this week – and how we’re trading it!

By Andreas Steno, Steno Research

  • Happy Friday! Every week, we dive deep into macro trends, analyze asset movements, and uncover the best value plays in the world of macro.
  • These insights are shared with hedge funds and institutional clients, and each Friday, we’re bringing them directly to you.
  • While the macro landscape can be complex, we believe it doesn’t have to be intimidating.

4. The US Dollar and the Only Chart that Matters!

By David Mudd

  • The US Net International Investment Position (NIIP) as a debtor country has ballooned since the GFC, attracting global demand for US assets, which feeds demand for the dollar.
  • Historically high dollar demand has allowed the US to enjoy the benefits of low interest rates and created a historic bull market in US equities.
  • As the US continues to use its currency for geopolitical purposes, countries have begun to question dollar hegemony.  The US fights against any country that tries to weaken the dollar

5. Steno Signals #175 – 4 asymmetrical cases for Santa Powell

By Andreas Steno, Steno Research

  • Happy Sunday, everyone, and welcome to my weekly editorial on everything tradable in macro! I was confident heading into last week that the U.S. data releases would bring bond yields lower, and both ISM numbers and NFP aligned with our views.
  • The NFP report was much weaker than it appeared, with the median duration of unemployment ticking up—a clear symptom of a low-hiring, low-firing labor market with little momentum for those who lost jobs in recent quarters to find new opportunities.
  • Monthly job creation of around 225k is obviously decent, but this figure is skewed by employees returning from strikes and a lack of substantial positive revisions to the abysmal job creation in October.

6. The LLM Quant Revolution: From ChatGPT to Wall Street

By William Mann, HarmoniQ Insights

  • A Comprehensive Guide to Building AI-Powered Investment Systems: The application of Large Language Models (LLMs) in quantitative finance, focusing on the current state of LLM technology in financial applications 
  • I also cover: 1. Comparative analysis of leading models                2. Implementation frameworks for production systems 3. Risk management and quality control considerations 
  • Key Findings: 1. Multi-model approaches outperform single-model solutions 2. Production implementation requires robust quality controls 3. Model selection should be task-specific within the investment process 

7. Bitcoin 100K: Buy or Fade the Animal Spirits?

By Cam Hui, Pennock Idea Hub

  • Now that Bitcoin has exceeded the psychologically important 100,000 mark, it is becoming evident that the FOMO risk-on stampede is in full force.
  • Our review of market internals leads us to conclude that the risk-on FOMO stampede that’s driving the animal spirits is on the verge of becoming exhausted.
  • Our base case calls for a brief period of consolidation or shallow weakness, followed by a rally into year-end.

8. Positioning Watch – Is the Santa Rally at risk of being canceled? Not yet..

By Andreas Steno, Steno Research

  • Hi everyone, and welcome back to our weekly positioning update.
  • I’ve been puzzled over the past weeks of just how much risk assets have been denying the underlying macro trends, and it very much mimics the pattern we saw in Q4 2023.
  • Markets are not really responding to macro unless there is a major surprise to either side of the economic consensus as this is the only scenario which can change the expected rate path of the Fed.

9. Geopolitical Flash Update: See you later Scholz!

By Anne Sandager, Steno Research

  • On Dec. 4, Michel Barnier became only the second Prime Minister in French history to be ousted by a no-confidence vote.

  • Precisely one week later, the other major EU economy, Germany, submitted a motion of no-confidence of its own to be held on Dec. 16. What the heck is going on in Europe?!

  • The political chaos in France and Germany has the same root cause: a sluggish economy and insurmountable debt levels.


10. Globalisation: Same, Same but Different

By Sharmila Whelan, Westbourne Research Services

  • Contrary to popular belief, the upward trend in global US$ exports, which has been in place since 1948 remains intact. World trade openness too is higher today than pre-GFC.  
  • US consumers are the richest. However Asian affordability is growing quickly . The region’s share of the global imports is already on par with Europe’s.   
  • Globalisation is not reversing but evolving. Regional trade is driving world exports while world manufacturing production chains are transitioning from horizontal to vertical integrated.