Pound recovers on Brexit silver lining, as yields and dollar fall
Last week, we saw US government bonds outperform their European rivals. The 10-year Treasury yield ended the week 9 basis points lower, after bond investors revised their inflation and rate ...
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The Systematic Asset Allocation Lego blocks
We’ve all heard them before – ‘Smart Beta,’ ‘Risk Premia,’ ‘Strategic Beta,’ ‘Factor Investing,’ ‘Thematic Strategies’ – words that now seem to headline many investment discussions, industry commentary and panel presentations.
Who Let The Dogs Out?
We began our attempt to model a war scenario between the US and North Korea by looking for some historical precedents in our database.
Giving a Boost to Value Performance—with a Little Factor Awareness (and Luck)
Investment cycles may last longer and go deeper than seems possible, but they do eventually reverse -- often when investors are just about to throw in the towel.
More Rumination on the Low Level of Market Volatility
Axioma’s Applied Research team has been thinking a lot about the low level of market volatility. Much of the commentary on equity markets has centered around falling correlations.