Sources
Exante Data
Over the last 20 days, we have generally seen the S&P index outperform the signals from global assets correlated to risk sentiment. The S&P has outperformed the model by +2.34% cumulatively during the period. https://t.co/uKGf7KdtjN
- Exante Data
2 Hours ahead of the NY Open, our cross-asset model indicates a -0.02% loss for the S&P (while futures are down -0.11% since prior close). The signal from FX is most bullish (+0.11%), while the signal from Rates is least bullish (-0.15%). https://t.co/a0ExctvZtg
Kevin Gordon Over the past 2 months: Mag 7 +13% S&P 500 +7.6% Equal-weighted S&P 500 +5% https://t.co/iNG02W4k4w
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