Harlyn Research designs tactical asset allocation systems for professional investors. We work with institutions, wealth managers, and private banks to create high-performance, low-risk investment strategies. Our products cover asset allocation, equity region selection and sector rotation models, all of which can be tailored to a variety of benchmarks.
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Simon Goodfellow
- Simon Goodfellow
Harlyn Weekly Strategy Note October 12 2017
Provided that that causes of the next bear market in US equities originate in the US, investors should have time to adjust their asset allocation before the correction turns into a full-scale bear market. The necessary rise in excess volatility (equities minus bonds) takes several months and cannot happen without someone noticing.
Simon Goodfellow
- Simon Goodfellow
Harlyn Weekly Strategy Note October 4 2017
Across a broad spread of asset classes and strategies, investors have responded to recent dollar strength by putting on a series of trades which suggest they expect it to continue. This doesn’t prove that it will, but the market reaction has been consistent and immediate.
Simon Goodfellow
- Simon Goodfellow
Harlyn Weekly Strategy Note September 27 2017
If we understand Janet Yellen correctly, there are no constraints in the real economy which critically affect the speed at which US interest rates can rise. But there must be a critical constraint, and we believe it is the requirement not to upset the low volatility environment in US equities. If we are right, the Fed wants an environment where single digit returns from equity are seen as risk-efficient, and a correction does not turn into a bear market. If they manage this, the bull market can ...
Simon Goodfellow
- Simon Goodfellow
Harlyn Weekly Strategy Note September 6 2017
US investors are being bailed out of a tight situation by the weaker dollar. The chances of losing money on their overseas equity positions are much lower than they are in domestic fixed income. The same is true for domestic equities. They can afford to do nothing, but euro-based investors face a much tougher choice.
Simon Goodfellow
- Simon Goodfellow
Harlyn Synopsis August 23 2017
We fully expect a correction in US and global equities at some stage during the Autumn, but unless two or more of our risk-scenarios crystallize at the same time, we don’t think it will be more than 10%. There is too much residual momentum, especially outside the USA, and even after a correction, realised volatility will be below its long-run average.
Simon Goodfellow
- Simon Goodfellow
Simon Goodfellow
- Simon Goodfellow
Simon Goodfellow
- Simon Goodfellow
Simon Goodfellow
- Simon Goodfellow