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Post CPI Thoughts - Goldilocks Back In Play
Some thoughts and commentary post-August CPI release.
AllQuant
Sep 12, 20242 min read


Volatility Clustering and the Dawn of a New Era
The BOJ recently exited from its decades-long zero interest rate policy. Does this portend a new era? Let's also learn about vol clustering.
Patrick Ling
Aug 8, 20242 min read


Multi-Strategy Model June 2024 - Rate Fears Down, Market Dispersion Up
The key highlights for the month This month showed more encouraging signs of inflation easing further. CPI and PPI numbers came in lower...
AllQuant
Jun 29, 20242 min read


The S&P 500 is 100 years old and still going strong
The S&P 500 is in the 15th year of the bull market since it exited the Great Financial Crisis in 2009. Is it in a bubble and overvalued?
Patrick Ling
May 6, 20243 min read


The Fed has started "Easing"
On 20 March 2024, the Federal Reserve doubled down on its pivot and effectively started its "easing".
Eng Guan
Mar 26, 20244 min read
