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RaisePartner e-news March 08

RaisePartner e-News

This month, the RP Market Watch section goes back on the specter of stagflation and the confirmed signs of recession in the US economy, which have been growing stronger these past weeks.

To enrich this point of view on the financial markets, we added a new section to our newsletter: the Quant Corner. Each month, we will focus on a hot quantitative topic under the lights of the financial markets context.

Enjoy your reading!


	RaisePartner provides software components and web services for investment professionals. Through our customized solutions for portfolio optimization and risk analysis, our goal is to help our clients enhance their investment process by bringing together the best of quantitative and qualitative approaches.

RP Quant Global Macro Index

Beyond the growing interest for Global Macro strategies, what makes the RP Quant Global Macro different?

The standard global macro approach consists in generating absolute positive returns by making leveraged bets on price movements in equity, currency, interest rate, and commodity markets.
The RP Quant Global Macro uses no leverage and is based on a 100% quantitative and purely systematic model (no bets).
The RP Quant Global Macro Index shows how it is possible to achieve persistent performance based on a risk-driven strategy, with no sophisticated anticipation model. All the value comes from good risk and optimization models.

RP Market Watch

			18-Mar-2008 \| Liquidity or solvability crisis? At first, financial markets considered the intervention of the Fed early last week as a divine intervention. By injecting billions USD and accepting subprime-related assets as a guarantee for these loans, the Fed tried to buy some precious time in the financial crisis. But instead of slowing down the pace, this intervention shrank time, as if it was confirming the deterioration of the situation on the financial markets. The bankruptcy of the [...]

			10-Mar-2008 \| Signs of recession grow stronger in the US The US Labor department reported last Friday the worst job losses in 5 years: 63000 jobs in February. The losses are heaviest in consumer-driven industries such as construction, manufacturing and retail. These figures confirm that the American economy might be falling deeper into a recession. Such figures had not been reached since the last recession (from March to November 01), according to the National Bureau of Economic Research (NBER). T [...]

			25-Feb-2008 \| The specter of stagflation The subprime financial crisis is far from over, and things are getting everyday from bad to worse. Last Wednesday (February 20th ), Ben. S. Bernanke identified the signs of a critical situation already experienced in the 70s: the stagflation, a dreadful combination of a stagnating economy and an inflation that leaves no breathing space to the central bank.Most of the American had gotten used to a cheap everyday life with an abundance of food [...]

The Quant Corner
Omega Ratio
The current financial crisis confirms the limits of standard quantitative approaches for portfolio optimization. The failures of these standard approaches contributed to the growing interest for advanced measures such as the Omega ratio. What is the ... read more

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Numéro 4 sur 10 newsletters

Latest newsletters

RaisePartner e-News

RP Quant Global Macro Index

RP Market Watch

Liquidity or solvability crisis?

Signs of recession grow stronger in the US

The specter of stagflation