Excess Returns Understanding the Changing Macro Landscape with Warren Pies and Fernando Vidal
Nov 9, 2023
Warren Pies and Fernando Vidal from 314 Research discuss their systematic macro process, treasury issuance, Fed policy, changing correlation between stocks and bonds, drawdown prediction model, and outlook for housing. They also emphasize the importance of commodities in macro research and share insights on the challenges in the housing market and implementing their drawdown risk model.
Chapters
Transcript
Episode notes
1 2 3 4 5 6 7
Introduction
00:00 • 4min
Understanding the Importance of Commodities in Macro Research
04:05 • 29min
Shift in Stock-Bond Correlation
32:57 • 13min
Outlook and Challenges in the Housing Market
45:31 • 4min
The Drawdown Risk Model and Implementing it for Clients
49:24 • 4min
Translating Research into Actionable Insights
53:45 • 4min
Sharing Social Media Handles and Contact Information
58:04 • 3min