Daily analysis look at the news of the day, how key markets reacted to new information and the relative role of risk premia, expected pay-offs and monetary policies in the observed daily dynamic.

This monitoring process has two key objectives. Firstly, it helps us to understand the current market dynamics to better inform our short-term forecasts and tactical asset allocations.  Secondly, this monitoring process provides some of the key information we need to calibrate our risk models (see the part on Risk Premia Investing).

Weekly analysis provide a weekly summary of these daily analysis and go a step further by explaining how recent dynamics convinced us to change our short-term, medium-term and long-term financial forecasts. Weekly analysis are reserved to clients and are password protected.