Daily Archives: Mar 7, 2018 at 07:37 am EDT

Profiling Asset Allocation Strategies With Style Analysis

In a series of recent articles I reviewed how style analysis can be used to replicate investment strategies and indexes using only historical returns (see here, here, and here). That’s a powerful application, but it only scratches the surface for productive uses of style analysis. What else can you do? Monitoring asset weights via a broad set of asset allocation funds is one possibility.
Continue reading

Macro Briefing: 7 March 2018

N. Korea’s offer to suspend nuclear tests is greeted with suspicion: Reuters
Gary Cohn, Trump’s top economic adviser, will resign: NY Times
Some analysts see deeper chaos in White House after Cohn’s departure: Politico
US weighs new limits on Chinese imports and investments: Bloomberg
The US-China rivalry is increasingly about technology: NY Times
Which US industries, companies will take a hit in a trade war? CBS
US factory orders declined in Jan–first monthly slide in 6 months: Reuters
The rise in China’s debt boom is almost without precedent: FT Alphaville
Ranking the potential blowback from Trump’s tariffs on US states: Brookings