Portfolio
Public-private allocation guidance, capital market assumptions, and strategic insight to help investors build forward-looking portfolios they can act on and defend.
MacroQuant is overweight bonds, underweight equities, and neutral on cash. Within the equity universe, the model is overweight Japan, the US, and the UK, underweight the Euro Area countries and China, and neutral the remaining countries. The sector model favors defensives and Energy over cyclical sectors.
Inflation is sticky, growth slowing, and central banks will stay hawkish. Not all the bad news is priced in. Stay cautious: Underweight equities, overweight government bonds.
