Sources
Exante Data
Over the last 20 days, we have generally seen the S&P index underperform the signals from global assets correlated to risk sentiment. The S&P has underperformed the model by -8.01% cumulatively during the period. https://t.co/dDvId4DYHk
- Exante Data
2 Hours ahead of the NY Open, our cross-asset model indicates a -0.81% loss for the S&P (while futures are down -2.25% since prior close). The signal from Rates is most bullish (-0.32%), while the signal from Global Equities is least bullish (-1.30%). https://t.co/KqiutS4Yef
Mike Bird One really big trend of the past few days is... US outperformance. The gap that opened up between international stocks and US markets by mid-march has shrunk quite a lot. European, Japanese and Hong Kong stocks now beating the S&P by 7-12 points, down from 11-28 points at peak. https://t.co/C6STqgWeKL
