Thank you. The market-implied regimes come from looking at the performance of asset classes, sorted by their economic preference. So we find the assets that prefer different environments and look at their relative performance, after adjusting them for a few factors.
great summary, thank you. on the growth/inflation vs sector performance...any chance you can do the same but for industry group or industry performance to provide more granularity? some sectors are so heterogenous that we are likely missing important parts of the message.
Glad you liked it. We have further granularity in our sector data, but we were attempting to provide the broad themes in this post so that the data wasn't overwhelming. In the future, we'll try and bring you the same by industry in a palatable format! Appreciate the feedback.
Excellent piece. I was wondering if you could give some background info on how you come up with your market implied regimes probabilities.
Thank you. The market-implied regimes come from looking at the performance of asset classes, sorted by their economic preference. So we find the assets that prefer different environments and look at their relative performance, after adjusting them for a few factors.
great summary, thank you. on the growth/inflation vs sector performance...any chance you can do the same but for industry group or industry performance to provide more granularity? some sectors are so heterogenous that we are likely missing important parts of the message.
Glad you liked it. We have further granularity in our sector data, but we were attempting to provide the broad themes in this post so that the data wasn't overwhelming. In the future, we'll try and bring you the same by industry in a palatable format! Appreciate the feedback.