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Equity Market Data Portfolio Construction Smart Alpha

(Broad) reach ahead

After our latest portfolio rebalances we take a look at the “Weather” ahead

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Equity Market Data General Smart Alpha Uncategorized

War. What is it good for?

According to Edwin Starr, absolutely nothing, but shareholders of BAE Systems and other European defence stocks might beg to differ as the chart below shows.

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Equity Market Data Market Dynamics Smart Alpha Weather Report

Sail in May…

Setting up for the summer. As markets review how they survived the turmoil of the Spring, thoughts turn to summer…

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Equity Market Data Portfolio Construction Smart Alpha

Building blocks

Portfolio construction needs to be about both a managed process of risk and return – not about multiple risks and multiple returns

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General Portfolio Construction Smart Alpha

Thinking about risk

There should be a better conversation about how to manage both risk and reward in equity markets.

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Market Dynamics Smart Alpha View from the Edge

Market Weather Report – Round the Horn

One reason that we call this report “The Weather report” is that the analogies with multiple elements  of Value, Momentum and Uncertainty impacting markets in a continuous way chimes with the idea of Currents, Tides and Winds, all impacting the navigation of the high seas. Whatever the nature of the vessel concerned or the skills, experience […]

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Equity Market Data Market Dynamics Smart Alpha View from the Edge

Do you feel lucky punk?

Reporting on what has been going on and why is one thing. Knowing what to do about it and when is another altogether.

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Equity Market Data General Smart Alpha

Libra-IS brings you Apollo:

In the world of data – quality is everything. We have now made Apollo data even more accessible and user friendly as the whole database can now be delivered seamlessly to your workflows via Snowflake  – a data warehouse built for the cloud.

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General Market Dynamics Smart Alpha

For the Europhiles out there. New and Old

Everything we do at Libra is from ‘the bottom up.’ The sector and market signals are an aggregation from the signal stock level. Investors can start at the market level and cascade from sectors to stocks to see the best opportunities.

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Market Dynamics Smart Alpha

Am I hallucinating?

As the (still ongoing) fallout from the market turmoil starts to be evaluated, there has been a natural temptation to rationalise and understand recent activity through the traditional lens of cause and effect:  “… (A) market response to an (un)anticipated event occurred because Event X threatened to provoke subsequent (negative) Outcome Y and markets reacted […]