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Investing, Asset Allocation, Economics & the Search for the Bottom Line
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23 июня, 12:24

Book Bits | 23 June 2018

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● Quantitative Investment Portfolio Analytics In R: An Introduction To R For Modeling Portfolio Risk and Return By James Picerno Summary via Amazon R is a free, open source programming language that’s become a popular standard for financial and economic analysis. Quantitative Investment Portfolio Analytics In R is your guide to getting started with modeling […]

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22 июня, 13:25

US Business Cycle Risk Report | 22 June 2018

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The risk of trade war with China may be lurking, but for now the US macro trend remains healthy. A broad set of indicators continue to reflect low recession risk and a revised forecast for the business cycle suggests more of the same through next month. The current economic profile strongly suggests that the upbeat […]

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22 июня, 12:31

Macro Briefing: 22 June 2018

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White House split over response for trade policy for China: Bloomberg Supreme Court: states can force online retails to collect taxes: CNN Opec’s deal to boost oil output remains in doubt: Reuters European Union’s retaliatory tariffs on US goods begin today: BBC Eurozone business activity regained some momentum in June: IHS Markit US jobless claims […]

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21 июня, 15:14

How Long Can Stocks Beat Bonds By A Wide Margin?

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Stocks are expected to outperform bonds in the long run, but how much is too much over a medium-term horizon? The question is topical in the wake of a strong bull market for US equities over the past decade. Although stocks have had a rough ride so far in 2018, recent wobbles haven’t dented the […]

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21 июня, 12:39

Macro Briefing: 21 June 2018

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Trump signs order ending policy of separating migrant families: Politico European Union set to roll out retaliatory tariffs on US exports: BBC A strong economy gives US an edge in trade negotiations: NY Times Senate rejects Trump’s plan to claw back spending approved by Congress: The Hill Contentious OPEC meeting focuses on debate over lifting […]

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20 июня, 14:55

US Equity Bull Run Is Second Longest For Economic Expansions

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The US stock market (S&P 500) continues to trade below its record high, which was set in January, but the bull market is arguably still running. Any number of threats could derail the trend, including a trade war that may be escalating between the US and China. But for the moment, there’s still room to […]

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20 июня, 12:32

Macro Briefing: 20 June 2018

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US announces it will withdraw from UN Human Rights Council: CNN White House insists US has edge over China in trade dispute: WSJ GOP looks for ways to solve Trump’s border crisis: The Hill NY to sue Trump administration over over family border separations: Reuters Is US economic growth in Q2 peaking? Bloomberg US Commerce […]

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19 июня, 20:01

My New R Book Is Also Available In The UK & Europe

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I’ve received several emails asking if my new R book — Quantitative Investment Portfolio Analytics In R: An Introduction To R For Modeling Portfolio Risk and Return — is available in the UK and Europe. In a word, yes (as well as ja, oui, and sí,), although please note that in all cases the text is still […]

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19 июня, 14:44

Will A Trade War Derail The Rebound In US Economic Growth?

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Estimates for US economic growth in the second quarter continue to project a strong rebound following Q1’s subdued gain. But the upbeat outlook may falter in the second half of the year if the White House’s tough talk on trade policy is implemented and China responds in kind. Tensions over trade policy between the world’s […]

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19 июня, 12:40

Macro Briefing: 19 June 2018

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Trump threatens another $200 bill in tariffs on Chinese imports: Bloomberg China vows to retaliate over latest US threat of new tariffs: Reuters N. Korea’s Kim Jon Un returns to China: NY Times White House defends controversial child-separation policy at border: Reuters UK prime minister facing new challenges in Brexit policy: Bloomberg Senate votes to […]

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18 июня, 21:09

My R Book On Portfolio Analytics Has Been Published

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Quantitative Investment Portfolio Analytics In R: An Introduction To R For Modeling Portfolio Risk and Return rolled off the presses earlier today for the first time. The book is currently available as a softback title. Stay tuned for details on an upcoming Kindle version. Meantime, after nearly four years of writing in my “spare” time, I’m […]

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18 июня, 13:38

Most Asset Classes Fell Last Week

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Selling dominated global markets in last week’s trading. US stocks and bonds posted gains, but the rest of the major asset classes retreated over the five trading days through June 15, based on a set of exchange traded products. The biggest winner: junk bonds in the US. SPDR Bloomberg Barclays High Yield Bond (JNK) gained […]