Chanhyuck Lee
Research Analyst
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MacroQuant Model Update: A Constellation Of R-Stars
MacroQuant recommends an underweight to equities and bonds, counterbalanced by a significant overweight to cash. The model is very bullish on the US dollar, slightly negative on gold and copper, and positive on oil.
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MacroQuant Model Update: Long In The Tooth
MacroQuant recommends a slight underweight position in equities, counterbalanced by a slight overweight to bonds, and a significant overweight to cash. The model is positive on the US dollar, modestly negative on gold, and bullish on copper and oil.
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MacroQuant Model Update: Rotation And Then… Recession?
MacroQuant recommends a slight underweight position in equities, and favors a below-benchmark duration stance in fixed-income portfolios. The model is very positive on the US dollar, neutral on gold, constructive on copper, and very bullish on oil.
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MacroQuant Model Update: Playing With Fire
MacroQuant recommends underweighting equities and adopting a benchmark duration stance in fixed-income portfolios. The model is very positive on the US dollar, bearish on gold, neutral on copper, and bullish on oil.
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MacroQuant Model Update: The Ducks Are Quacking
MacroQuant recommends a slight underweight position in equities, favors a below-benchmark duration stance in fixed-income portfolios, is very positive on the US dollar, downgrades gold to underweight, upgrades copper to overweight, and remains very bullish on oil.
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MacroQuant Model Update: Elevator Up
MacroQuant recommends an underweight position in equities, favors a below-benchmark duration stance in fixed-income portfolios, is neutral-to-slightly positive on the US dollar, remains neutral on gold, upgrades copper to neutral, and is very bullish on oil.
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MacroQuant Model Update: Beware Of The Oil Shock’s Second-Round Effects
MacroQuant recommends a strong underweight position in equities, favors a below-benchmark duration stance in fixed-income portfolios, has become neutral-to-slightly positive on the US dollar, has downgraded gold to neutral and copper to a strong underweight, and is bullish on oil.
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MacroQuant Model Update: The Last Hurrah?
MacroQuant recommends a modest overweight position in equities, favors an above-benchmark duration stance in fixed-income portfolios, remains bearish on the US dollar, has downgraded oil to neutral, and is bullish on copper and gold.
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MacroQuant Model Update: Stayin’ Alive
MacroQuant recommends a slight underweight in equities, favors a below-benchmark duration stance in fixed-income portfolios, remains bearish on the US dollar, has upgraded oil and copper to overweight, and is bullish on gold.
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Introducing Our Daily Oscillators
Over the past few months, we have been deploying new market-timing tools aimed at improving the accuracy of our calls. Today’s report highlights our ultra high-frequency Daily Oscillators, which provide daily signals on the near-term direction of the S&P 500 and long-term Treasuries.
Chanhyuck Lee, Allen Li, Ayaan Sohhel