海外研报

GS--Optimal Overwrites this week (09-Sep-24)

S&P 500 average stock 1-month implied volatility was up 5 points to 28 (72nd %-ilevs the past year) while the S&P 500 average stock 1-month realized volatility was

Nomura Quant Insights

Best to keep an eye on macro hedge funds' continued bullishness on US equitiesIn the US, the S&P 500 continued its slide yesterday. It looks as though in the run-up to

MS - AlphaWise US Consumer Pulse Survey Wave

Improved Further. Consumer confidence in the U.S. economic outlook rose again with 42% of consumers expecting the economy to get better in the

US Weekly Kickstart_ A capped Russell 1000 Growth benchmark would flip NVDA,

High market concentration has caused some equity style and sector indices to exceed regulatory thresholds for diversification. These thresholds