Forward Guidance

Deconstructing Macro Narratives About Inflation, Bonds, and Bitcoin | Huw Roberts, Quant Insight

Nov 5, 2021
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INSIGHT

Macro Analysis Framework

  • Quant Insight analyzes macro factors like growth, inflation, and risk appetite using principal component analysis (PCA).
  • PCA helps determine independent relationships between assets and macro factors, unlike correlations, which can be misleading.
INSIGHT

Dollar and Emerging Markets

  • The common belief that a rising dollar hurts emerging markets is generally true, according to Quant Insight's analysis.
  • A weaker dollar tends to support emerging market equities.
INSIGHT

Dollar and Commodities

  • The relationship between the dollar and commodity prices, like copper, isn't fixed.
  • While usually inverse, this relationship can shift, highlighting the importance of dynamic analysis.
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