Cross asset analysis, asset allocation, and other interesting stuff.
Cross asset, Markets. 8 November, 2012, 12:53 When looking for tail risks, try areas where no one is looking
When fiscal cliff become widely regarded as a key tail risk, it is no longer really a tail risk. It’s out in the open.
Cross asset, Markets. 6 November, 2012, 2:40 What gold price is possibly telling us about Chinese Yuan
Is the strength of Chinese yuan going to be over soon?
Cross asset, Markets. 10 October, 2012, 23:53 MythBusters: BLS, Treasuries, Apple and High Yield
Debunking a few myths in the market.
Cross asset, Markets. 9 October, 2012, 21:30 Spanish bailout may not be effective, QE may not work
Situation in Spain may not improve anytime soon; QE will probably not help the real economy
Cross asset, Markets. 19 September, 2012, 1:47 Chinese equities weakened, but steel and iron ore continued to rise
Chinese stocks have weakened again, but the rebound in steel and iron ore has not stopped.
Cross asset, Markets. 17 September, 2012, 21:20 Diminishing market reactions to unconventional monetary policy
Yields now hardly move on policy announcements, especially if the element of surprise has gone.
Cross asset, Markets. 9 August, 2012, 17:24 Chart: the best and the worst asset classes of the last 5 years
Corn, gold and silver were the best performing assets over the last 5 years, while European peripheral stocks were the worst.
Cross asset, Markets. 12 November, 2011, 2:10 “Path Uncertain, Destination Ugly”
Amid all the macro risks, while the destination will most probably look very ugly, the path to get there is now highly uncertain.