More of our insights
Competing data confound markets again
Retail sales data and sentiment moved in opposite directions. This week’s chart looks at the divide, why the competing data could drive volatility.
Stock-bond correlation could remain elevated in 2023
As inflation moderates to a still-elevated level, this week’s chart looks at stock-bond correlations across different inflation environments.
Opportunity for alts as sentiment turns south?
This week’s chart looks at sustained bearish market sentiment, which recently hit a milestone. Contrarian indicator or more volatility ahead?
A challenging tightrope walk for the Fed gets harder
Financial conditions and markets have danced closely together this year. This week’s chart looks at why their latest move may be problematic for the Fed.
Volatility sinks Treasuries’ risk-return relationship
The risk-return relationship for the risk-free rate has grown riskier. This week’s chart shows the 2-year note’s Sharpe ratio turning deeply negative.
Volatility escalates as yields march higher
As short-end rates march higher, this week’s chart looks at growing rate volatility from two perspectives: weekly yield changes and the MOVE Index.
