Deconstructing Macro Narratives About Inflation, Bonds, and Bitcoin | Huw Roberts, Quant Insight
Forward Guidance
00:00
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.
Transcript
Play full episode
