Flexible Allocation

Government bonds are primarily driven by moves in their underlying interest rates – and these rates are highly correlated. In this QuantaByte, we show how correlated interest rates really are, and what conclusions an investor can draw to tackle this problem.

Beating random walk benchmarks in FX markets has proven notoriously hard. In the fourth and final instalment of our FX series, we explore how new algorithmic approaches, leveraging alternative data, can finally give structure to the noise.