BCA Indicators/Model
Weekly Performance Update For the week ending Thu Oct 07, 2021 The Market Monitor displays the trailing 1-quarter performance of strategies based around the BCA Score. For each region, we construct an equal-weighted, monthly rebalanced portfolio…
Weekly Performance Update For the week ending Thu Sep 30, 2021 The Market Monitor displays the trailing 1-quarter performance of strategies based around the BCA Score. For each region, we construct an equal-weighted, monthly rebalanced portfolio…
The BCA Score factor model, the quantitative pillar of the Equity Analyzer platform, is built around a core of factors that aim to optimize risk-adjusted returns in systematically rebalanced portfolios. In particular, the low volatility and low beta factors…
Weekly Performance Update For the week ending Thu Sep 16, 2021 The Market Monitor displays the trailing 1-quarter performance of strategies based around the BCA Score. For each region, we construct an equal-weighted, monthly rebalanced portfolio…
Highlights The odds of a stronger recovery in EM oil demand next year are rising, as vaccines using mRNA technology are manufactured locally and become widely available.1 This will reduce local lock-down risks in economies relying on less efficacious…
Weekly Performance Update For the week ending Thu Sep 09, 2021 The Market Monitor displays the trailing 1-quarter performance of strategies based around the BCA Score. For each region, we construct an equal-weighted, monthly rebalanced portfolio…
Weekly Performance Update For the week ending Thu Sep 02, 2021 The Market Monitor displays the trailing 1-quarter performance of strategies based around the BCA Score. For each region, we construct an equal-weighted, monthly rebalanced portfolio…
Weekly Performance Update For the week ending Thu Aug 19, 2021 The Market Monitor displays the trailing 1-quarter performance of strategies based around the BCA Score. For each region, we construct an equal-weighted, monthly rebalanced portfolio…
Dear client, FX will be taking a summer break next week. We will resume our regular publication the subsequent week. Kind regards, Chester Ntonifor, Vice President Foreign Exchange Strategy Highlights Our broad finding is that buying a currency when…
Weekly Performance Update For the week ending Thu Aug 12, 2021 The Market Monitor displays the trailing 1-quarter performance of strategies based around the BCA Score. For each region, we construct an equal-weighted, monthly rebalanced portfolio…