• Weekly Research Briefing:
    Hong Kong Summerfest

    June 17, 2019

    Imagine a peaceful protest in which one-third of the adult population hit the streets. Well organized, well behaved and they even cleaned up after it was done. Incredible.

    The Fed’s summerfest begins this week as the Fed meets to look at past data and place bets on how quickly the trade wars will slow the U.S. economy. While the market has moved to bet on 75-100 basis points of rate cuts over the next 18 months, few think that the Fed will cut this week.

    READ NOW >
  • Overexposed to U.S. Large Caps?
    Let Simple Math Guide the Rebalance

    Article: Overexposed to U.S. Large Caps? thumbnail

    The steady, upward trajectory of U.S. large-cap equities over the past decade has left many portfolios overexposed to the asset class. But rebalancing presents a conundrum: How can advisors decrease allocations to one of equity markets’ least-risky segments—and capitalize on more attractive valuations elsewhere—without upsetting a portfolio’s overall risk profile?

    READ NOW >
  • Reducing Equity Market Volatility Using Long/Short Equity

    Reducing Equity Market Volatility Using Long Short Equity

    The ability to pare back losses during the inevitable downturns that come with investing, may actually matter more to the end goal than eking out every bit of a bull market’s gains.

     

     

     

    READ NOW >
  • Is Your Portfolio Prepared for a
    Market Drawdown?

    Is Your Portfolio Prepared for a Market Drawdown?

    Humans seem hard-wired to emphasize offensive gains—both in investing and sports. Basketball games are remembered by fast-break slam dunks, not the steals that create them. Investing is no different. Bull markets command attention causing investors to focus more on the gains in their portfolios, and less on the portfolio’s ability to protect, in the event of a market drawdown.

     

    READ NOW >
  • How Can Investors Avoid Beta?

    How Can Investors Avoid Beta?

    The current market environment could give active managers a chance to shine, but absolute returns could throw shade on strong relative performance highlighting the need for strategies that can capture alpha while reducing beta exposure.

     

     

    READ NOW >