FlowBank

1247 days ago

Nasdaq / Russell diverge. Election results (so far) lower chance of quick fiscal relief

The election race is tight and the odds for each candidate are volatile - and the performance of US futures are too. 

Nasdaq / Russell diverge as election results (so far) lower chance of quick fiscal relief

1247 days ago

In a low yield world, does a 40% bond allocation in a multi-asset portfolio still make sense?

Source: BofA Global Investment Strategy 

U.S 30 year yield now vs. history

1250 days ago

Chart of the day: worst week since March for the SPY + TLT portfolio

TLT is the iShares US Treasury 20y+ ETF. SPY is the SPDR S&P 500 ETF (SPY) - source:@kgreifeld

SPY + TLT portfolio monthly performance

1253 days ago

Liquidity events, i.e days when equities are down more than 3.5% while yields rise, are very rare events

Only happened twice since 1990 - both in March of this year. Chart shows the few days that the S&P 500 is down 3.5% and yields up (removing the gold criteria) - Source: BofA, The Market Ear  

1253 days ago

Bad news for Balanced portfolios and Risk Parity strategies: US 10-year yield and the Nasdaq are moving in opposite directions
Nasdaq vs. U.S 10-year yield
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