By
Sam van de Schootbrugge
February 24, 2021
In: Deep Dives |
Data, Models & Market Infrastructure
February 24, 2021
Summary A new NBER working paper examines which models are best for forecasting the nominal exchange rate. It finds evidence that the…
By
Sam van de Schootbrugge
February 03, 2021
In: Deep Dives |
Data, Models & Market Infrastructure
Investment Strategy
February 03, 2021
Summary A new NBER working paper measures how behaviours such as risk-taking, preference for lottery stocks and trend chasing vary depending on…
By
Sam van de Schootbrugge
October 07, 2020
In: Deep Dives |
Data, Models & Market Infrastructure
October 07, 2020
The Study in a Nutshell Exchange-traded funds (ETFs) are one of the most popular investment vehicles. However, there have been persistent concerns…
By
Sam van de Schootbrugge
October 01, 2020
In: Hive Exclusives |
COVID-19
Data, Models & Market Infrastructure
October 01, 2020
Summary: Deaths reach 1 million, placing COVID-19 among the top 20 deadliest pandemics Average daily deaths are now higher than most leading…
By
Sam van de Schootbrugge
September 30, 2020
In: Deep Dives |
COVID-19
Data, Models & Market Infrastructure
September 30, 2020
The Essence of the Piece The Fed conducted a study on Treasury market liquidity during the height of the COVID-19 crisis. They…
By
Bilal Hafeez
Mehdi Farooq
September 28, 2020
In: Hive Exclusives |
Data, Models & Market Infrastructure
September 28, 2020
We are back with our smart investor survey. The respondents are mainly sophisticated investors and analysts from financial institutions covering both buy…
By
Sam van de Schootbrugge
September 23, 2020
In: Deep Dives |
Data, Models & Market Infrastructure
FX
Investment Strategy
September 23, 2020
The academic paper we review this week shows that a carry trade in volatility, a long-short strategy that buys implied volatility at…
By
Bilal Hafeez
Sam van de Schootbrugge
September 07, 2020
In: hive-indicators |
COVID-19
Data, Models & Market Infrastructure
September 07, 2020
Over the last week (31 August – 6 September), the world registered 1.8mn new COVID-19 cases (Chart 1), a weekly rise of…
By
Bilal Hafeez
September 04, 2020
In: hive-podcasts |
COVID-19
Data, Models & Market Infrastructure
Economics
September 04, 2020
[applepod pod=id1502904619?i=1000490116113] In this episode, I talk with Professor Laura Veldkamp. Laura presented one of the key papers at the Federal Reserve’s…
By
Bilal Hafeez
Sam van de Schootbrugge
September 02, 2020
In: hive-indicators |
COVID-19
Data, Models & Market Infrastructure
September 02, 2020
Over the last week, the world registered 1.8mn new COVID-19 cases (Chart 1), a weekly rise of 7%. Overall, 25.4mn cases have…
By
Sam van de Schootbrugge
August 26, 2020
In: Deep Dives |
Data, Models & Market Infrastructure
Investment Strategy
US
August 26, 2020
With the US presidential elections a little over two months away, what can we infer from the existing body of literature around…
By
Bilal Hafeez
Sam van de Schootbrugge
August 24, 2020
In: hive-indicators |
COVID-19
Data, Models & Market Infrastructure
August 24, 2020
Last week, the world registered 1.7mn new COVID-19 cases, a weekly rise of 8%. Overall, 23.4mn cases have now been recorded, with…
By
Sam van de Schootbrugge
July 29, 2020
In: Deep Dives |
COVID-19
Data, Models & Market Infrastructure
July 29, 2020
Changing Behaviour is More Important Than Easing Lockdown Measures The COVID-19 pandemic has dealt both health and economic blows. As new data…
By
Bilal Hafeez
July 17, 2020
In: hive-podcasts |
Business & Technology
China & Hong Kong
Data, Models & Market Infrastructure
US
July 17, 2020
[applepod pod=id1502904619?i=1000485289223] In this episode, I talk with Samm Sacks. She is a Cybersecurity Policy and China Digital Economy Fellow at New…
By
Bilal Hafeez
Mehdi Farooq
July 16, 2020
In: Hive Exclusives |
Data, Models & Market Infrastructure
July 16, 2020
We recently surveyed our Macro Hive network. The respondents were mainly sophisticated investors and analysts from financial institutions covering both buy and…
By
Sam van de Schootbrugge
July 01, 2020
In: Deep Dives |
Data, Models & Market Infrastructure
Growth & Labour Market
US
July 01, 2020
A provocative new paper argues that US labour market data contains several biases that systematically understate the level of unemployment in the…
By
Bilal Hafeez
Saeed Amen
June 26, 2020
In: hive-podcasts |
Data, Models & Market Infrastructure
June 26, 2020
In this episode, I talk with Saeed Amen. He is the founder of Cuemacro which provides investors with quant research and analysis. Over the past fifteen…
By
Thorsten Wegener
June 10, 2020
In: Hive Exclusives |
Data, Models & Market Infrastructure
Sustainability & Social Issues
June 10, 2020
I typically refrain from dipping into the vast array of human resources topics when I can. However, the more prevalent that phrases like ‘sorry, we…
By
Manan Shah
April 21, 2020
In: Hive Exclusives |
Data, Models & Market Infrastructure
Growth & Labour Market
April 21, 2020
The IMF’s latest World Economic Outlook projects a 3% contraction in the global economy this year. This is an unprecedented decline and a 6.3pp…
By
Bilal Hafeez
April 16, 2020
In: Hive Exclusives |
COVID-19
Data, Models & Market Infrastructure
April 16, 2020
While the number of COVID cases being reported by countries depends as much on the scale of testing than the level of infections, the number of…
By
Caroline Grady
April 02, 2020
In: Hive Exclusives |
China & Hong Kong
Data, Models & Market Infrastructure
Growth & Labour Market
April 02, 2020
While much of the world is in freefall, activity in China is rebounding. This disconnect looks set to continue for now, with new cases of COVID-19 in China…
By
C. B. Anker
March 26, 2020
In: Deep Dives |
Data, Models & Market Infrastructure
March 26, 2020
This piece is written by someone who has built DSGE models at various central banks. They prefer to write anonymously: Having read the recently…
By
Mehdi Farooq
March 25, 2020
In: Deep Dives |
Data, Models & Market Infrastructure
Economics
March 25, 2020
DSGE models were bashed during the Great Recession for their inability to foresee the crisis. Yet, they are still central banks’ go-to macroeconomic tool…
By
Bilal Hafeez
March 04, 2020
In: Deep Dives |
Business & Technology
Data, Models & Market Infrastructure
March 04, 2020
Forecasting financial crises is difficult. The data comprises a limited set of observed instances and signals a warning only when it is already too late…
By
Apurv Jain
Neil Seeman
February 05, 2020
In: Deep Dives |
Data, Models & Market Infrastructure
February 05, 2020
Imagine you are the CEO of a well-known asset management company. You are sitting in a meeting with a new data vendor, your new…
By
Bilal Hafeez
February 03, 2020
In: Deep Dives |
Data, Models & Market Infrastructure
Sustainability & Social Issues
February 03, 2020
Scientific consensus has long been reached on a link between human activities and climate change. But now investors have taken notice, and…
By
Bilal Hafeez
January 22, 2020
In: Deep Dives |
Data, Models & Market Infrastructure
FX
January 22, 2020
While most markets like equities and bonds have well-established valuation models, FX markets often baffle people. What anchors the value of a currency?
By
Manan Shah
January 10, 2020
In: Podcast Playlists |
Data, Models & Market Infrastructure
January 10, 2020
Trend expert Marian Salzman of Philip Morris discusses her report “Chaos is the New Normal” and talks about 20 trends for 2020:…
