Yes, Volatility is back! (update)

Just a quick follow up on a blog I did 2 months ago when the volatility just started to kick in. Same here with an update of my U.S. Stock Universe and how the Average True Range (ATR) behaved recently. ATRs – 13/09/2018 / VIX = 12.37: ATRs – 26/10/2018 /...

L’Arroseur Arrosé?

Italy has been recently under the radar for its 2019 budget.  Since May 2018, Italian sovereign debt is experiencing selling pressure with the BTP (Italy) – Bund (Germany) spread up 160 basis points and trading now around 300 bps. What about France after the...

Manufacturing PMIs

From the latest Global manufacturing report: “Conditions in the global manufacturing sector remained lacklustre in November.” Global Manufacturing PMI: Global PMI vs MSCI ACWI (Source: Markit): Global PMI + “Top 4” PMI: Gloabl PMI + “Top...
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