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Equity Strategy Team

Charles Cara
Head of Quantitative Strategy
Philip Isherwood
Global Sector Strategist
Richard Mylles
Political Analyst
Zahra Ward-Murphy
Global Equity Strategist

Equity Strategy Research

Equity Strategy Products: Absolute Strategy Weekly, Equity Strategy Quarterly, Trade Alerts.

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ASR Investment Weekly - 13th July 2017
13 Jul 2017
: Ian Harnett, Philip Isherwood, Zahra Ward-Murphy, Raphael Olszyna-Marzys, Dominic White, Michael Hessel, Stefano Di Domizio, David McBain, Chris Turner
Watch: ASR Investment Weekly - 13th July 2017
July’s edition of ASR’s CIO Pack
7 Jul 2017
: Charles Cara

ASR’s CIO Pack summarises the macro and the market environment.  In addition it highlights 10 charts from the ASR research team for the month.  For June these include:

•     Our central economic scenario: “Reflation fades”

•     The changing behaviour of labour markets

•     Stocks Struggle vs Bonds as Reflation Trade Indicator Turns Negative

•     Investors’ pro-cyclical stance not derailed by muted cycle

•     Remaining strategic dollar bears vs. EUR in particular

•     Could Eurozone Investors bring capital home?

•     30-year UST/Bund spread tighteners outperformed

•     Eurozone Trend Underperformance needs Trend ROE to Change

•     Closing gap to require Eurozone reforms or US profit fall

•     Sticking to long BTPs/short OATs in 10-year bonds
ASR Investment Weekly - The Fed's Flawed Focus on Financial Conditions
6 Jul 2017
: Dominic White, Ben Blanchard, Michael Hessel, Raphael Olszyna-Marzys, Richard Mylles, Chris Turner, Stefano Di Domizio, David McBain
ASR Investment Weekly - The Struggle to Make France Great Again
29 Jun 2017
: Michael Hessel, Dominic White, Ben Blanchard, Zahra Ward-Murphy, Ian Harnett, Philip Isherwood, Chris Turner, David McBain, Stefano Di Domizio
Watch: ASR Investment Weekly - The Struggle to Make France Great Again
Multi-Asset Trade Alert - Term Premia: unravelled
26 Jun 2017
: Stefano Di Domizio

We suggest US term premia can be replicated via level-neutral UST yield curve spreads. We recommend initiating steepening positions in the UST level-neutral 2/5y curve, which is trading historically extreme and offering positive carry in spite of a short duration and long volatility bias. The position can be struck via benchmark bonds or UST futures

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