Quant Market in Numbers: Higher Yields a Tailwind for our Implied Equity Duration Portfolio Dennis DeBusschere & Sophia Wang September 15, 2023 3:26 PM
Quant Market in Numbers: Measuring Rate Risk by Implied Equity Duration Dennis DeBusschere & Sophia Wang September 13, 2023 7:58 AM
Quant Market in Numbers: Yields, Cash Return, and Sector Fair Value Estimates Dennis DeBusschere & Sophia Wang September 11, 2023 7:28 AM
Quant Market Diagnostics: Lower Policy Uncertainty Means Reduced Factor Volatility Dennis DeBusschere & Sophia Wang September 8, 2023 3:33 PM
Quant Market in Numbers: Lower Returns to Risk Factor Positioning Dennis DeBusschere & Sophia Wang September 6, 2023 8:13 AM
Quant Market in Numbers: Broad Gains to Our LGBM Portfolio as the Backdrop Turns Normal Dennis DeBusschere & Sophia Wang September 5, 2023 8:15 AM