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Video: Intraday seasonality

March 27, 2023
In a new report Rohini Grover, FX and Blaz Zlicar, QIS revisit intraday seasonality in currency markets, combining fundamental with quantitative analysis, and providing fresh insights into origins and statistical robustness of this market anomaly. Their results have implications for both intraday execution and development of standalone alpha strategies. Stay tuned for further insights on the topic, in the meantime watch this video. [more]

More documents contained in "dbInSights - public"

113 (49-60)
September 22, 2022
49
We believe Consumer Staples companies are defined by the health and strength of their brands. As a result, we’ve just published a major piece of research which we call ‘the Brand Wagon’. In the report we analyse A&P investment over the last 25 years for the 26 largest Consumer Staples companies we cover in both Europe and the US.

This analysis allows us to assess how company investment in brands affects both financial and share price performance over the long term. We also look at how changing media consumption habits are impacting the way Consumer Staples companies build brands and whether the shift to digital versus traditional is making marketing investment cheaper or more effective. [more]
August 18, 2022
Analyst:
51
July saw a notable rebound in equity and bond markets – albeit perhaps counterintuitively, given how initially worse economic data had sparked expectations of a dovish Fed pivot. But then investors had to adjust expectations again, after July employment numbers suggested that the Fed may stay on course. According to Blaz Zlicar, markets will continue to be in a state of flux: inflation vs growth. He says “That is the name of the game these days”. Watch this video for more. [more]
July 7, 2022
52
The quant team's 'Academic Insights' report discusses the most relevant, recently published academic papers on various topics related to quantitative investing as sourced by Deutsche Bank Research analysts. The latest edition, which features over 70 studies and podcasts, includes climate research, digital assets, intangibles, inflation, tail risk hedging and diversification. Watch this latest video with Caio Natividade to find out what stands out. [more]
April 25, 2022
Analyst:
59
From Meal kits to Food Delivery, Online Cars to Online Fashion, Real Estate Classifieds to Travel Marketplaces, Deutsche Bank Research differentiates their work with the use of primary research to give further weight to recommendations. Watch video for more. [more]
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