Quantamental reports are updated as model factors become available. Systematic models are updated each trading day.
MULTI-ASSET TREND MODEL ANALYSIS
COINTEGRATION by S&P 500 SUB-INDUSTRY
1% Stationarity Confidence
5% Stationarity Confidence
10% Stationarity Confidence
MACROECONOMICS
Consumer Price Inflation
Eurodollar System USD Liquidity
FX Funding, Carry, Broad Dollar
G3 Banking System Liquidity
Macro Regime Indicators
Recession Probability
RGDP NowCast
US Debt Cycle
10Y CMT Heuristics
CORRELATION, DISPERSION, VALUATION, VOLATILITY
S&P 500 Index Valuation S&P 500 Excess Liquidity Valuation
S&P 500 Intrinsic Value to Price S&P 500 Structural Volatility Regime
US Equity Market Cap to GVA S&P 500 Dispersion & Correlation
CREDIT
Median Absolute Deviation
MONETARY POLICY
Federal Funds Futures Strip
Federal Reserve Scorecard
Financial Conditions Index
US Liquidity Index
EMPIRICAL DYNAMIC MODELS
Non-Farm Payrolls
SYSTEMATIC MODELS
Left-Tail Risk (SPY)
Multi-Asset Trend
Skull Strategy