In early August we declared that ‘Fixed Income is Dead, Long Live FX’. Over the past month, this view has become almost passé. There has been plenty of global media on the topic (here, for example). Meanwhile, the Fed’s embrace of AIT (along with extended forward guidance) mostly seals the…
In 2019, fixed income was king. Many macro funds turned to rates RV and duration trading, and many went as far as shutting down currency risk taking. This trend was also prevalent within pension funds. They focused on equity and credit beta, and the hedging benefit offered by duration, while…
Jens Nordvig on Bloomberg Surveillance – July 13, 2020.
By Grant Wilson, Alex Etra, Web Begole and Jens Nordvig The alternative data (“Alt-Data”) revolution was well underway before the COVID-19 shock. However the pandemic has dramatically accelerated the trend. We think financial market participants face a choice: embrace the revolution, or wither. We made this point in our inaugural…
Dear Friends and Colleagues, We are pleased to announced two senior additions to the Exante Data team, which will help us build analytical depth and expand our client reach globally. We are pleased that Amelia Bourdeau is joining Exante to lead new initiatives on external communication. Amelia has a unique…
Using detailed data from Florida, we try to explain why the recent acceleration in cases has seemingly not generated any notable spike in hospitalizations in the state. We find that changing age distribution of cases, towards younger cohorts explain about half of the declining hospitalization ratio. But the propensity to…
Grant Wilson, Head of Asia Pacific, sat down with Oliver Renick and TD Ameritrade Network. They discussed our latest views about the US states with concerning COVID19 confirmed case growth, whether the emergence of a second wave has as dramatic implications as back in February at the onset of the…
