quant strategy model portfolio

Mathan Somasundaram

Whilst global markets have maintained positive momentum into 2017, valuations look stretched. Markets are going to run into the US reporting season given the US leadership change and the recent rally pricing due to the optimistic outlook. However, US fiscal policy uncertainty, historically low volatility, rising USD, rising yields and... Show More

Mathan Somasundaram

Macro outlook: Global markets are expected to start the chase yield as macro risks start to subside. We continue to like globally diversified business models while small cap industrials remains the key preferred sector/size category on growth and yield to value basis. Bank sector is likely to be the main... Show More

Mathan Somasundaram

Macro outlook: Markets have rebounded from the lows on better commodity prices, China data and US reporting season. Markets are heading into May selling season with risk of slowing China and weaker commodity prices, while the US Fed update is likely add to the volatility. Local budget update and election... Show More

Mathan Somasundaram

Quant Strategy Model Portfolio | January update - Managing risk of Central Banks | We maintain our positive view that the market will recover from the recent profit taking on geopolitical, currency and global growth worries. We see short term risk in high market expectations of ECB stimulus due to... Show More