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  • Markets & Economy

Share Buybacks: A Brief Investigation

We examine whether the rise in stock buybacks has artificially propped up equity prices, suppressed market volatility, and weakened corporate balance sheets.

  • Markets & Economy

Options Pricing as a Measure of US Election Risk

This Street View proposes a method for teasing election-related risk out of options prices and tests it against FiveThirtyEight’s 2018 election forecasts based on polls and fundamental data.

  • Markets & Economy

Quantifying “Unconventional” Risks in 2018

Entering 2018, it may be worth keeping an eye on “unconventional” risks, including monetary policy risk, political risk, and geopolitical risk. This article examines one way of measuring such risks and shows how they may interact with both equity prices and volatility.

  • Data Science
  • Markets & Economy

Forecasting Inflation like a Data Scientist

One way allocators can improve their inflation forecasts is to analyze it from as many perspectives as possible—just as a data scientist would.

  • Markets & Economy

The Commodity Futures Roll Return ‘Tax’: Addressing a Recent Headwind

The cost of rolling futures contracts, rather than the decline in commodity prices, has been the largest drag on commodity index performance over the past 10 years. Although difficult to implement, asset allocators’ best response may be to develop dynamic execution strategies to mitigate the roll return “tax.”