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1257 Documents
March 15, 2024
In a new report by Luke Templeman and Galina Pozdnyakova they highlight how enthusiasm for AI has propelled the US tech sector forward, with the Nasdaq surging over 25% since last October, led by the ‘Magnificent 7’ stocks. However, with these stocks now compromising over a quarter of the S&P’s market capitalisation, concerns arise about potential market volatility. Diversification becomes crucial and identifying assets with negative correlation to the Mag-7 could offer stability. Sectors like utilities and financials, alongside specific stocks and treasuries, present opportunities to mitigate this risk. European markets have shown independence from the Mag-7, providing further avenues for diversification. As these tech giants face unique risk, including regulatory and geopolitical challenges, exploring options beyond Big Tech could be prudent for investors. [more]
March 13, 2024
In our latest report, we combine our research across equity factors with our latest risk optimization and drawdown mitigation techniques to generate a smart beta strategy with the same volatility as its MSCI world benchmark, but both 4% higher returns and lower drawdowns.
Our methodology can be applied to various multifactors, from traditional risk parity to machine learning, and more broadly to any long-only portfolio, such as defensive, ESG or thematic strategies.
Clients of dbResearch can access the full report on research.db.com [more]
February 26, 2024
In the latest Podzept episode from Deutsche Bank Research, Matthew Barnard sat down with Matthew Luzzetti (Chief US Economist) and Matthew Raskin (Head of US Rates Research) to discuss DB’s revised US economic forecast, recent hotter than expected inflation data, current expectations and pricing, and DB’s view on R-Star. [more]
February 22, 2024
Global growth expected at 2.9% in 2024, rising to 3.2% in 2025. We no longer expect a recession in the US & the EU.
Inflation possibly peaked, yet upside risks persist due to ongoing price pressures.
Geopolitical risks elevate supply chain vulnerabilities, particularly in the Red Sea, Middle East and Ukraine.
Intensifying US-China competition adds to the challenges.
In 2024, around half of the world's population will be heading to the polls including the US (Nov), India (Apr/May), and the EU (Jun). [more]
February 21, 2024
Analyst:
Dive into the world of hedge funds with Quantcraft's latest study, "Navigating the Hedge Fund Maze." We delve deep into the complexities of hedge fund investing, offering valuable insights into strategies, performance trends, and innovative portfolio construction methods. The report also explores how hedge funds compare to bank QIS strategies, examining how they can potentially complement or even replace each other within your portfolio. Ultimately, this study equips you with a refined perspective to navigate this rewarding but complex alternative asset class. [more]
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