Market Moves
Volatility: Treasury Bonds Fluctuating Even More Than Stocks
The price swings on government paper these days are ‘extremely elevated,’ according to the Bespoke Investment Group.
Tag: Volatility
Risk
Look Out: Treasury Volatility May Not Be Over
Ongoing worries, such as the debt-limit clash, could bring it roaring back, warns Bank of America.
Research
Survey: Allocators See 2023 Opportunity in Bonds
Fixed income should benefit from rate increases, Natixis poll finds.
Asset Allocation
Goldman: Due to High Volatility, Now’s the Time to Bet on Earnings Reports
Take out options on how the market will react to an array of 3Q results coming up, the firm says.
Risk
Why Bond Liquidity May Be Headed for Trouble
As Yellen warns of problem selling the obligations, fixed-income volatility resembles that of stocks. Other hazards lurk.
Manager Selection
Allocators Plan to Boost Consultant Use, Cerulli Says
More than a third of asset allocators will up their usage or hire consulting firms for the first time, a survey finds.
Risk
There’s a Better Way to Harness Risk Parity Strategies, Says NISA
Leverage can distort managers’ results, making them look better than they are, its study charges.
How Come Volatility Is So Darn Wild?
Lots of bad news is one reason. But changes in the market’s structure figure in, too.
Newsmakers
Norway’s Sovereign Wealth Fund Loses $71 Billion in Q1
The fund’s investment portfolio declined 4.9% due to market volatility caused by “geopolitical turbulence.”
Newsmakers
New York Common Returns 4.74% in Q3
This quarter’s returns were significantly better than the last one’s.
Risk
The Case Against a Bear Market, Per Ned Davis
Stocks have had a rotten start this year, but they won’t get too much worse, the research firm says.
Risk
Look Sharpe, Says Goldman: Stocks That Thrive Amid Volatility Will Have a Good 2022
With slower economic growth and higher rates, these shares should handily outpace the S&P 500, the firm contends.
Risk
Risky Business Leads to $1 Billion Trading Loss, Charges for Fund Execs
SEC alleges portfolio managers misled investors about risk management practices.
Alternatives
Investing in Bitcoin Is Like a Venture Capital Play, Virginia Pension Chiefs Say
Allocators from two Fairfax County plans favor managers with a ‘multi-strategy approach’ to both VC and cryptocurrencies.
Market Moves
Look Out: Higher Volatility Is Gonna Hit US, UBS Says
Virus jitters, higher growth and inflation, and a record-setting market will amp up the fear gauge, the bank warns.