Patient money does not reverse its trades as quickly as speculative traders do. Isolating speculative behavior can help identify overbought and oversold conditions more precisely in real-time.
We compute a weighted flow metric using both volume and returns. The output is an oscillator to help with timing mean-reversion trades.
Coverage
Russell 3k, MSCI ACWI, equity regions + sectors, fixed income, commodities, and currencies.
Inputs
Price + Volume
Chinese equities rallied during the latter half of 2024. We wrote bullish trading opportunities in September using our using our tactical outlook models and VWAP.
High fast money levels helped flag when it might be worth taking some profits on the trade.
Macro Snapshot Report
Summarizes the most important macro factors and our high conviction views each month.
Leading Indicator Watch Report
Reviews our growth, inflation and liquidity indicators for changes in the cyclical outlook across major geographies.
Portfolio Watch Report
Reflects on market action, reviewing ideas and making tactical recommendations.
Thematic Report
Hunting for the next big idea. Examples include: Structural Limits of Fiscal Policy; Shale; Biotech; Commodity Supercycle.
VP Understanding Report
Get familiar with key VP concepts and methods that drive our predictive investment models. Frameworks, methodology,