Most recent articles by Olivier d'Assier
What does it take to recover from the coronavirus? Mostly time and liquidity.
As both cases and news about the coronavirus are spreading fast across the world, many investors are asking how they can prepare for the impact of a possible wider outbreak.
Outlook 2020: It’s All About the Trade War…and a Potential Trump Card for Reelection?
If a buoyant stock market is a prerequisite for Trump’s reelection, then a trade-war resolution in 2020 is all but assured.
Beware what lurks beneath the surface of low volatility
On Friday November 8, the VIX closed at 12.07, a level not seen since Q4 of 2017. The US economy and stock markets have once again outperformed those of every other developed country this year. And investment-grade corporate-bond spreads — although higher than in Q4 2017 — have all fallen from the highs reached at the end of Q4 2018. That ...
The Value of Getting Sentimental about Your Alphas
We believe that investors would benefit from combining their independent alpha signal with some measure of investor sentiment via an alpha-shrinking process.
Stress Testing a Presidential Impeachment – Part Deux
Unlike the threat of impeachment proceedings in May 2017, this time it’s for real. So, what might investors expect from this development and how might they best respond?