Daily Archives: September 8, 2021

The ETF Portfolio Strategist: 8 September 2021

You can learn a lot just by watching, runs one of Yogi Berra’s baseball-infused proverbs. Let’s take a page from the famed Yankees catcher and redirect it to the ebb and flow of weights in our strategy benchmarks. Can we learn something by watching the to and fro? Yes, or at least there are times when monitoring this data yields above-average insight.

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Managing Data Outliers With Quantile Regression: Part I

One of the more difficult challenges for modeling is deciding how (or if) to deal with extreme data points. It’s a common problem in economic and financial numbers. Fat tailed distributions are standard fare in stock market returns, for example. Meanwhile, the dramatic collapse in the economy during the pandemic last year is a reminder that outliers pop up in macro analytics too.

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Macro Briefing: 8 September 2021

* Rising US wages raise concerns about inflation pressure
* Fed official continues to push for quick ‘taper’ despite weak US jobs growth
* UK set to raise taxes to 70-year high to pay for Covid deficits
* Does rise of digital currencies facilitate deeply negative interest rates?
* Afghanistan announces hardliners for key posts in new Taliban government
* Soaring price of natural gas is a threat to Eurozone economy and beyond
* Is surging global inflation in economies worldwide a sign that it’s temporary?
* SEC may sue Coinbase over its crypto lending plan
* US 10-year Treasury yield rises to 8-week high: