Quant Coalescence

Volatility is Back!

February 2015 PCM Quant Coalescence

Equity Indexes are experiencing a noticeable increase in volatility. Factors contributing to the increase in equity market volatility include: the Fed potentially raising rates, QE ending in the U.S., QE beginning in Europe, possibility of a Greek exit from the European Union, negative forward guidance from 80% of U.S. companies reporting, the possibility of deflation and what that means, indications that risk aversion is increasing, and a historical sell off in oil. Additionally, the market is at levels significantly higher than the long term mean.

The sell-off in oil is being debated am.... Read More..

Market Pulse

What in the world is going on?

A brief review of 2014 financial markets and what it may mean for 2015:

With the exception of the US, India and China, the world's equity markets were down in 2014. Japan was down 7.4% and officially entered into a recession. The three largest European markets; the U.K., Germany, and France were down 13 plus percent and their economies are very close to following Japan into a recession.

The Goldman Sachs Commodity Index, led by Oil and Precious Metals fell 33%. This in turn led to significant losses in commodity export economies/stock markets such as Russia, down 49%, Brazil, down 18.2% and Australia, down .... Read More...

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