MacroQuant Essentials: Style Factor Shifts To Large Cap Growth
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The MacroQuant Global Equity and Bond scores increased month-over-month. However, the Equity Score remains at a low level, keeping the sector model tilted toward defensives and Energy vs cyclical sectors. The IT Score also moved from bearish to neutral. This past month, our style indicator transitioned to an overweight Growth stance after a long stay in Value.
BCA Research | Equities
Macro, fundamental, and quantitative analysis translated into actionable equity views across sectors, factors, themes, and baskets.
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