

Deconstructing Macro Narratives About Inflation, Bonds, and Bitcoin | Huw Roberts, Quant Insight
Nov 5, 2021
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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.
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.
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.