Daily Archives: Jan 14, 2021 at 07:40 am EST

Has The Recent Surge In US Equity Factor Correlations Peaked?

Looking for robust diversification opportunities in equity risk factors has turned up modest and sometimes disappointing results in recent years in broad-brush terms and it’s only gotten worse in the pandemic. The question is whether the worst has passed? Possibly, although the outlook remains cautious at best. Let’s dig into the numbers for some details.

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Macro Briefing: 14 January 2021

* Trump impeached for Second Time with support of 10 Republicans
* Will Senate convict and remove Trump? Senate leader is undecided
* Biden set to unveil plan for new Covid-19 relief package today
* Federal officials warn of new attacks by extremists
* China exports rose more than expected in December
* China reports first Covid-19 death since May
* ECB President Christine Lagarde calls for global regulation of bitcoin
* US headline consumer inflation rose 1.4% 2020: