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Notes On Quantitative Risk Management For Financial Markets.
Last week extended losses for the US equity Markets. Equities are down in a monthly basis as well.
The previous US Equity Markets session ended with losses as follows:
This week has started with some gains in Asian Equity Markets:
European Equity Markets are showing mixed results for the session:
US Futures on Equity Markets are showing mixed results as well:
Foreign Exchange Market:
Commodities Markets:
The Economic Calendar:
Risk Management Advice: After performing assessment of risk we at the time of this writing have a mixed pictures in terms of our Risk assessment and management. In the US equity markets after a previous week with losses in major indices, there seems to be receding Risk aversion and indeed there are indications of Risk taking hold. As we have been noticed this assessment holds for the very short term. The session does not have major release on schedules and so it will be left to any news breaking items in terms of expectations and new information. The Crude Oil Market activity looks very interesting. We take the risk of noticing that for the session, and for the very short term, Equities and risk assets are playing to be the beneficiaries of the overall recent developments. Although the uncertainty that surrounds the weekend closes could have been pushing Volatility gains, in terms of the management smart beta exposure or a portfolio constructed with the aim of capturing gains or mild to moderate growth could yield the best results. Again we continue assessing incoming data and news and advice on intelligent portfolio allocation or product choice.
That is all that we can say.
Last week extended losses for the US equity Markets. Equities are down in a monthly basis as well.
- Week from 2016-05-09 to 2016-05-13:
- Dow Jones: 17535.32 ⇒ -205.31 (-1.16%).
- S&P 500: 2046.61 ⇒ -10.53 (-0.51%).
- Nasdaq: 4717.68 ⇒ -18.48 (-0.39%).
The previous US Equity Markets session ended with losses as follows:
- Previous Session US Equity Markets results:
- Dow Jones: 17,535.32 ⇒ -185.18 (-1.05%)
- S&P 500: 2,046.61 ⇒ -17.50 (-0.85%)
- Nasdaq: 4,717.68 ⇒ -19.66 (-0.41%).
This week has started with some gains in Asian Equity Markets:
- Overnight Asian Equity Markets:
- Shanghai: 2,850.86 ⇒ +23.75 (0.84%).
- Nikkei 225: 16,466.40 ⇒ +54.19 (0.33%).
- Hang Seng Index: 19,883.95 ⇒ +164.66 (0.84%).
- S&P/ASX 200: 5358.90 ⇒ +29.90 (+0.56%).
European Equity Markets are showing mixed results for the session:
- FTSE 100: 6,114.33 -24.17 (-0.39%).
- CAC 40: 4,280.63 -39.36 (-0.91%).
- DAX: 9884 ⇒ +24 (+0.24%).
- IBEX: 8,625.10 -96.60 (-1.10%).
- EURO STOXX 50: 2,922.46 ⇒ -33.17 (-1.12%).
US Futures on Equity Markets are showing mixed results as well:
- E-mini S&P 500: 2044.25 ⇒ +1.00.
- S&P 500 Futures: 2044.00 ⇒ +0.40.
- E-mini NASDAQ 100: 4323.00 ⇒ -1.00.
- E-mini Dow ($5): 17497 ⇒ +2.
Foreign Exchange Market:
- The US DXY is Down against a basket of major economies currencies.
Commodities Markets:
- Crude Oil prices have gained strength reaching recent highs:
- Crude Oil is Up: 47.18 ⇒ +0.97.
- Natural Gas is Down: 2.071 ⇒ -0.025.
- Gold Futures Up: 1283.8 ⇒ +11.1.
The Economic Calendar:
- US Economic Calendar:
- US Ny Empire State Manufacturing Index MAY: Expected 6.5.
- US NAHB Housing Market Index MAY: Expected 59.
- US 3-Month Bill Auction: 0.24%.
- US 6-Month Bill Auction: 0.380%.
- US Overall Net Capital Flows MAR: Expected $ -81.6B.
- US Foreign Bond Investment MAR: Expected $ -13.9B.
- US Net Long-term Tic Flows MAR: Expected $36.5B.
- Euro-Area Economic Calendar:
- Italy Balance of Trade MAR: Actual €4.11B vs Expected € 4.1B.
- Asia and Pacific Economic Calendar:
- Australia Economic Calendar (Later on the Session):
- New Motor Vehicle Sales MoM APR: Expected -0.5%.
- AU New Motor Vehicle Sales YoY APR:
- AU RBA Meeting Minutes.
Risk Management Advice: After performing assessment of risk we at the time of this writing have a mixed pictures in terms of our Risk assessment and management. In the US equity markets after a previous week with losses in major indices, there seems to be receding Risk aversion and indeed there are indications of Risk taking hold. As we have been noticed this assessment holds for the very short term. The session does not have major release on schedules and so it will be left to any news breaking items in terms of expectations and new information. The Crude Oil Market activity looks very interesting. We take the risk of noticing that for the session, and for the very short term, Equities and risk assets are playing to be the beneficiaries of the overall recent developments. Although the uncertainty that surrounds the weekend closes could have been pushing Volatility gains, in terms of the management smart beta exposure or a portfolio constructed with the aim of capturing gains or mild to moderate growth could yield the best results. Again we continue assessing incoming data and news and advice on intelligent portfolio allocation or product choice.
That is all that we can say.