Insights

Identify price dislocations, opportunities, regimes, and sensitivities

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1. The silent shift that could hurt equities
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2. KWEB vs. QQQ - time for a pause?
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3. AUDNZD - bullish fundamentals too far, too fast

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Identify price dislocations, opportunities, regimes and sensitivities

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1. Topix vulnerability

2. Bunds: efficient way to capture European growth de-rating

3. Risk off - EURAUD vs. AUDJPY

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Identify price dislocations, opportunities, regimes and sensitivities

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1. EU Oil Rich into Ukraine Summit
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2. Room for US Mid-Cap Outperformance?
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3. USDBRL - be patient

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#4 Hidden Risks Series

How stock specific calls, can turn into macro bets

#3 Hidden Risks Series

The US Equity Markets like the idea of Fed rate Cuts.

Next weeks CPI data is key, even for LS Equity Portfolio Managers.

#2 Hidden Risks Series

Sector Neutral ≠
Immune to Recession Risks

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#1 Hidden Risks Series

You picked Coke over Pepsi, Netflix over Disney.

But did you also just bet against the Dollar?

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An Introduction to Macro Risk
‍A New Edge

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Understanding the S&P500 Return Attribution

White Paper:

Qi Macro Factor Equity Risk Model: Motivation, Methodology and Empirical Notes

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Whitepaper:
Revealing Sources of Portfolios Risks & Returns

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