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Quant Insight: A Framework for Analyzing Macro Assets
Quant Insight looks at a whole clutch of macro factors, traditional variables that I think your viewers will be familiar with. Instead of relying on correlation, we use a proprietary version of something called principal component analysis. So you can work out what the independent relationship between the US dollar and the S&P is between crude oil and theS&P to see whether it's a big dislocation where the spot price is trading rich or cheap.