Joined October 2016
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Jun 11
Over the last 20 days, we have generally seen the S&P index closely track the signals from global assets correlated to risk sentiment. The S&P has underperformed the model by -0.23% cumulatively during the period.
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Jun 11
2 Hours ahead of the NY Open, our cross-asset model indicates a 0.15% gain for the S&P (while futures are up 0.43% since prior close). The signal from Global Equities is most bullish ( 0.31%), while the signal from FX is least bullish (-0.02%).
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Jun 11
Looking at notional #ETF flows to monitor sector rotations within US Equities: currently the sectors experiencing the largest inflows compared to their averages include Health Care and Financials, while outflows are being seen in Large Cap and Gold.
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Jun 11
Over the last 20 days, we have generally seen the S&P index closely track the signals from global assets correlated to risk sentiment. The S&P has outperformed the model by 0.02% cumulatively during the period.
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Jun 11
5 Hours ahead of the NY Open, our cross-asset model indicates a 0.18% gain for the S&P (while futures are up 0.80% since prior close). The signal from Global Equities is most bullish ( 0.36%), while the signal from FX is least bullish (-0.01%).
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Jun 10
Here we take a closer look at the daily returns of major cryptocurrencies and other global assets in terms of their volatility adjusted returns.
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Jun 10
Here are 20, 50, and 200 day correlation matrices of daily returns for various asset classes including major cryptocurrencies
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Jun 10
10-Year Bond Auction Summary
The 10-Year bond sold today (Jun 10, 2026) by the US Treasury was worth $39.0bn, had a Bid to Cover of 2.57 and a High Yield of 4.538%. Check other auction metrics in the chart below.
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Jun 10
The largest move in the last 7 days was: Swe. 10s30s. There were no G10 bond yields that had a 2 standard deviation move during the period.
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Jun 10
The largest move in the last 24 hours was: China 30Y. G10 bond yields that had 2 standard deviation moves during the period include: China 30Y
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Jun 10
The largest move in the last 24h was: Gold. Commodities that had 2 standard deviation moves during the period include: Gold
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Jun 10
Over the last 20 days, we have generally seen the S&P index closely track the signals from global assets correlated to risk sentiment. The S&P has underperformed the model by -0.51% cumulatively during the period.
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Jun 10
2 Hours ahead of the NY Open, our cross-asset model indicates a -0.11% loss for the S&P (while futures are down -0.46% since prior close). The signal from Rates is most bullish ( 0.00%), while the signal from Global Equities is least bullish (-0.19%).
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Jun 10
Looking at notional #ETF flows to monitor sector rotations within US Equities: currently the sectors experiencing the largest inflows compared to their averages include Health Care and High Yield, while outflows are being seen in Small Cap and Gold.
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Jun 10
Over the last 20 days, we have generally seen the S&P index closely track the signals from global assets correlated to risk sentiment. The S&P has underperformed the model by -0.71% cumulatively during the period.
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Jun 10
5 Hours ahead of the NY Open, our cross-asset model indicates a -0.17% loss for the S&P (while futures are down -0.81% since prior close). The signal from FX is most bullish (-0.03%), while the signal from Global Equities is least bullish (-0.33%).
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Jun 9
Here we take a closer look at the daily returns of major cryptocurrencies and other global assets in terms of their volatility adjusted returns.
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Jun 9
3-Year Bond Auction Summary
Today (Jun 09, 2026), the US Treasury auctioned a 3-Year bond for $58.0bn at a High Yield of 4.19%, recording a Bid to Cover of 2.64. In the chart below we summarize other auction metrics.
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