MacroQuant Model Update: The Stock Market’s Wile E. Coyote Moment
MacroQuant’s US equity z-score is dangerously close to the -1 threshold. Moves below that threshold have reliably coincided with equity bear markets in the past. As such, MacroQuant recommends an underweight on stocks, offset by an overweight on bonds and cash.
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BCA Research | Global Investment Strategy
Global Investment Strategy, Counterpoint, Emerging Markets Strategy, China Investment Strategy, European Investment Strategy, US Investment Strategy.
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