Multi Asset: Global
Global Investment Strategy
BCA Research’s Global Investment Strategy provides asset allocation advice and timely forecasts to shape clients’ conviction as they make investment decisions.
Tools to forge your own views
- Our weekly reports consist of updates of our strategy and recommended portfolio mix, complete with the performance of our trade recommendations, while keeping clients abreast of any important shifts in the macroeconomic landscape
- Our special reports focus on original investment ideas or timely topics, drilling down into relevant issues affecting the macroeconomic outlook and markets
- We offer quarterly strategy outlooks, which highlight developing investment themes, identify opportunities and risks, recommend strategy, and review performance
- Client receive ad-hoc special alerts signaling major shifts in investment service
MacroQuant 2.0 Model
The Global Investment Strategy (GIS) service has recently launched their exciting, next-generation MacroQuant 2.0 model, a state-of-the-art forecasting tool covering all the major financial markets. Powered by an innovative learning algorithm and access to thousands of data series – including proprietary indicators developed by BCA Research – this new platform aims to forecast the direction of equities, fixed income, currencies, and commodities across different time horizons. It also provides equity recommendations down to the sector and regional levels. With great efforts put in to reduce the look-ahead biases that typically plague other models, MacroQuant 2.0 significantly outperformed a buy-and-hold portfolio in backtests. The Global Investment Strategy service uses this new model as an input into its investment recommendations. In fact, it has already made use of MacroQuant 2.0 to inform the view to remain positive on stocks over the course of 2023, as well as to go long the TLT ETF in late September 2023.