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Tag Archive 'Economics'

Spreading Expectations

This article reviews the potential for five year fixed for floating swap spreads in highlighting some shifts in core inflation measures as they relate to the US Economy.

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The Chinese Macro environment should prove quite exciting over the course of 2011. Unfortunately, part of this excitement could be due to uncontrolled inflationary pressures and the resultant extreme policy shifts required in order to confront them.

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This is just a quick review of the 4!-Algo results and current avenues of research. It is easy to find myths when we want one and momentum is no different…

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An update regarding the 24 algo momentum study derived from the now newly baptised 4!-Moments Algorithm.

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This is the final update before the release on the momentum article set. Included in this are some chronological returns data from the related benchmarks, risk-free cash value lines and the actual algorithmic trading strategy. More details included complete model and underlying data limitations will be given with the final article release.

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The beginning of September marks an old French tradition, much like hay fever in May, the street come alive with the sounds of… No, not music, nor cars or school kids returning to school; think instead union slogans, badly tuned loudspeakers with increased reverb and atrocious feedback – yep, you got it, it’s Manif Season (read demonstration fever), back on the street for another attack at the system, or something.

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