Report
Simon Goodfellow
Harlyn Synopsis May 4 2017
The frequency distribution of realised volatility for US equities is bi-modal, which suggests there are two overlapping risk-regimes, rather than one continuous one. This would make the US different from the rest of the world and increase the potential for a non-linear market response to an incremental policy action by the Fed.
Provider
Harlyn Research LLP
Harlyn Research LLP
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.
Simon Goodfellow
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