March 2016 ~ Macro Man

A look at bond models

This CTA proxy project is entering the home stretch...for the first iteration, that is. When modelling bond futures, it's pretty clear...

Macro Man is both tired and pressed for time, so in the spirit of continuing the discussion of US corporate profits he'll confine himsel...

As promised, here are the CTA proxy models for some select commodity markets. Unsurprisingly, they tend to err towards the long side (cons...

There's that question answered. Janet Yellen emphatically affirmed yesterday that little has changed for her since the March FOMC meeti...

Yesterday's core PCE deflator was slightly weaker than expected, but only by the smallest of margins. The monthly change was 0.1494%, ...

While the week may be starting quietly in Europe with the Easter Monday holiday, it's fixing to be a barn-burner on the western side of ...