The U.S. Treasury’s central role in the financial system rests on its liquidity and safe-haven status. Both may be eroding. Find out how, why and what may happen next. Forewarned is forearmed…
A framework to isolate thematic exposures from established market, industry, and style factors which incorporates narrative information to capture theme evolution.
This talk reflects on the gap between calculated risk and experienced uncertainty – and on the uneasy task of investing when probability offers comfort, but not protection.
Oil trading – a unique opportunity to understand stochastic inventories with boundary conditions from “stock-outs” to “tank-tops” followed by practical risk premia and other trading strategies from a successful and experienced trader.
Investors face a new regime. Macro mega-forces including demographic change, public debt, climate and deglobalisation indicate higher inflation and lower growth. New portfolio strategies and designs are required to protect purchasing power.
Memories of the LQG 2025/09/03 – 2025/09/06 – Autumn Seminar – at Cambridge – to immortalise the speakers; inspire members who did not attended; and reawaken fond memories among those who did.
The LQG will debate the motion: This house believes that: “This time is different”. AI and other technologies will boost global growth and justify current asset prices.
Allocating between three fundamental elements of multi-asset portfolio sources of risk: beta, factors, and alpha.
The calming of short-term market fears and its long-term consequences: The central banks’dilemma – J.P. Zigrand