correlation

A staggering 90% of global assets are highly correlated with the S&P 500. So, how can investors find true diversification?

The Weekly S&P500 ChartStorm is a selection of 10 charts that I handpicked from around the web and from Twitter posts. The purpose of this wire is to add extra...

The Weekly S&P500 ChartStorm is a selection of 10 charts which I hand pick from around the web and post on Twitter. The purpose of this post is to add extra color and...

Over the past two years, cryptocurrencies have emerged from the fringes of capital markets to become regular talking points within asset allocation discussions. Mike...

Recently I sat down with my colleague Andrew Baume to reflect on 2020 and what lessons can be drawn. As he says, with the dubious benefit of over 35 years in...

A lot is spoken about when it comes to correlation. We hope to break this down and explain what some of the investment jargon means, look at mistakes even the most...

In a development that could rain on the parade of bullishness that has enveloped global markets, the median correlation across nine types of global risk...

We have seen several highly-regarded equity commentators recently justify stretched equity market valuations based on depressed government bond yields. Magellan, a...

(Ed note: First published Sep 2018). Using a party as an analogy for the current equity market, we think this ten-year ‘party’ is about to finish. While we don’t know...