Quant Market in Numbers: Measuring Rate Risk by Implied Equity Duration Dennis DeBusschere & Brian Herlihy September 13, 2023 7:58 AM
Quant Market in Numbers: Yields, Cash Return, and Sector Fair Value Estimates Dennis DeBusschere & Brian Herlihy September 11, 2023 7:28 AM
Quant Market Diagnostics: Lower Policy Uncertainty Means Reduced Factor Volatility Dennis DeBusschere & Brian Herlihy September 8, 2023 3:33 PM
Quant Market in Numbers: Lower Returns to Risk Factor Positioning Dennis DeBusschere & Brian Herlihy September 6, 2023 8:13 AM
Quant Market in Numbers: Broad Gains to Our LGBM Portfolio as the Backdrop Turns Normal Dennis DeBusschere & Brian Herlihy September 5, 2023 8:15 AM
Quant Market Diagnostics: Normal Regime Probability Has Increased Marginally Dennis DeBusschere & Brian Herlihy September 1, 2023 12:45 PM
