Writers
Tag Cloud
Allocation barclays behaviorial Bernanke bloomberg commissions commodity currency debt dynamic economy energy Equities etf fed fixed income FOMC framework Gallup interests investment japan LEI lithium longevity metal monetary policy Morning Brief municipal Pastor Performance PIMCO portfolio QE3 quantitative Quantitative Range risk S&P 500 SPX statman strategy structuring twitter volatility yenHistory
Subject
Admin
Monthly Archives: April 2014
Chart of the Day: Sector Rotation
The chart below shows the ongoing sector rotation in U.S. equity markets. Highlighted in green are the best performing sectors on a rolling three month basis; red spheres are, relatively, the worst performers. Several trends emerge from this chart; Consumer … Continue reading
Posted in Portfolio Strategy
Leave a comment
April 21, 2014: Thin Tape
The S&P 500 index rose by 7.04 points today to close at 1871.89, or +0.38%. The index is now +1.27% for the 2014 calendar year, but -1.34% below its all-time high achieved on April 4. The 10-year Treasury Note currently … Continue reading
Posted in Portfolio Strategy
Leave a comment
Notable Economic Releases: April 21 – April 25
Tuesday, April 22, 2014: 10:00 AM ET NAR Existing Home Sales (March) Wednesday, April 23, 2014: 10:00 AM ET New Home Sales (March) Thursday April 24, 2014: 08:30 AM ET Durable Goods Orders (March) Friday April 25, 2014: 09:55 AM … Continue reading
Posted in Portfolio Strategy
Leave a comment
Extreme Uncertainty in Equities
Over the course of the last eight trading days, the intraday range on the S&P 500 was greater than 1% on seven occasions; with the exception being a 0.95% range on April 8th. This volatile period started back on Friday, … Continue reading
Posted in Portfolio Strategy
Leave a comment
SPX Drops >2%; 2014 Surpasses 2013 in Occurences
Today marks the third time this year that the S&P 500 declined by greater than two percent in one day; surpassing the two times that it occurred in 2013. If it wasn’t clear already, the investment framework that was used … Continue reading
Posted in Portfolio Strategy
Leave a comment