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Speeding Into The Curve

November 8, 2021

Speeding Into The Curve

Region:
International
dbInSights - public
Analyst:
Jose Gonzalez
Watch video 
Jose Gonzalez, Quant Strategist discusses a recently published study on the topic of Commodity Curve Investing; uncovering two crucial term-structure characteristics 1) the commodity curve shows significant momentum patterns 2) recent slope moves contain information about future price changes for an example. Systematic investors can exploit these phenomena through two quant strategies: Curve Momentum and Curve Spillover Momentum. [more]

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Video: Emerging Markets Outlook 2022

December 20, 2021
Region:
International
Analyst:
Sameer Goel
dbInSights - public
42
The plot for emerging markets thickens further in 2022. Not just the one with Fed ‘dots’, but also the plot around the vaccination roll outs, the zero Covid strategy in China, the normalization of supply chains, and on (geo)politics, among others. There are likely still multiple twists ahead in this tale, and possibly new factors (like Omicron) to deal with. And with all of that, the answer to whether EM can turn around its structural under-allocation from the last several years as it builds back on its appeal of carry/vol and growth. [more]

Video: EU Steel Outlook 2022

December 20, 2021
Region:
International
Analyst:
Bastian Synagowitz
dbInSights - public
43
2021 was a record year in steel. We expect three key drivers to support an above-average margin environment over the next two to three years: 1) demand growth in Western markets, 2) policy support in places like China (which constrains both output and exports of steel) and 3) inflation at the tail of the cost curve. [more]
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