Tag Archives: Forecasts

Long-term return forecasts 2018 via industry reports

Long-term return forecasts 2018 via industry reports

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Long-term return forecasts 2018

 

 

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Long-term return forecasts 2018

Long-term return forecasts 2018

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“Expected” returns across the world’s major asset classes

Long-term return forecasts are key inputs into many asset allocation models. Here we’ve listed some of the top papers, published in the last few months, which provide long-term return expectations for the main asset classes.

At the end of the list, we’ve included a few papers that examine longer-term themes, such as secular trends, demographic drivers and disruptive technology.

2018 Long-Term Capital Market Expectations (Franklin Templeton Investments)
(EMEA only)
In their 2018 Long-Term Capital Market Expectations paper, Franklin Templeton uses forward estimates of economic data (not just historical performance) to generate return expectations over a time frame of the next 5 to 10 years.

Five-Year Expected Returns 2018-2022: Coming of Age (Robeco, Sept 2017)
Robeco forecasts their 5-year expected returns for all asset classes, focusing on boad trends such as secular stagnation, volatility, passification, the Eurozone, and the origin of returns.

Five-Year Outlook 2018-2023 (BMO Global Asset Management, Dec 2017)
BMO’s Five-Year Outlook considers scenarios and opportunities relevant to investment managers, including themes such as demographics and labor supply, populism, innovative technology, and the global economic outlook.

SSGA Long-Term Asset Class Forecasts, Nov 2017
SSGA combines their assessment of economic growth, inflation, current valuations, and risk premia in order to generate their long-term total return estimates. Short-term forecasts from tactical asset allocation models are also included.

Long-run asset class performance: 30yr return forecasts (2017-46) Schroders
Schroders presents their 30-year return forecasts for a host of asset classes. Their methodology is based on a series of building blocks and estimates of risk premia. Also included within are country-specific return expectations for Asia.

2018 Long-Term Capital Market Assumptions (JP Morgan AM, Oct 2017)
This 2017 edition of JP Morgan’s Long-Term Capital Market Assumptions report explores secular themes such as technology, demographics, and cyclical factors that they expect to influence returns over the next 10 to 15 years.

Capital Market Assumptions (BlackRock, Nov 2017)
In this quarterly update, Blackrock describes its Capital Market Assumptions as of November 2017, having updated their five-year capital market assumptions after recent gains in asset values.

Long-term return forecasts 2018 – diminished expectations (Deutsche AM, 2018)
(UK only)
This paper describes Deutsche Asset Management’s proprietary return assumptions over the long run, covering fixed income, equities and alternatives.

SSGA Long Term Smart Beta Forecasts, Sept 2017
In order to generate their long term smart beta forecasts, SSGA derives excess return expectations from current factor valuations and return premiums on a historical basis, then combines this info with equity total return forecasts.

The Rationale for Investing in Secular Trends (Robeco, 2017)
A good story on its own does not translate into a solid investment strategy. Herein, Robeco establishes a trend investing philosophy by laying out a conceptual and analytical framework for trend investing that moves beyond story telling.

Institutional Investment: Short-term thinking on the rise? (Franklin Templeton)
(EMEA only)
Franklin Templeton discusses results of a comprehensive survey on how institutional investors are adapting to market conditions such as technological disruption, demographics, political instability, regulatory change, and lower yields.

Long-Term Thinking: Demographic drivers (LGIM, June 2017)
(Not available in USA/Canada)
Demographic factors are shifting towards disadvantageous territory, with the global labour force declining, fewer births, and increased retirement age populations. LGIM derives long-term views from these global demographic trends.

Back to long-term investing in the age of geopolitical risk (Amundi, Dec 2017)
Amundi presents their analysis of a survey of pension plans on the topic of how to cope with a variety of geopolitical and economic risk factors, while still managing assets with a long-term mindset.

Longer Term Investments: Automation and Robotics (UBS, 2017)
UBS discusses recent trends and the outlook for factory and process automation, industrial software and 3D printing, as well as commercial drone and AI.

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#US #Data getting better compared to #forecasts

getting better compared to

[igp-video src=”https://quantlabs.net/blog/wp-content/uploads/2016/03/US-Data-getting-better-compared-to-forecasts.mp4″ poster=”https://quantlabs.net/blog/wp-content/uploads/2016/03/US-Data-getting-better-compared-to-forecasts.jpg” size=”large”]
#US #Data getting better compared to #forecasts

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Youtube video new Monte Carlo and ARIMA model forecasts R source code walkthrus with GARCH coming soon

Youtube video new Monte Carlo and ARIMA model forecasts R source code walkthrus with GARCH coming soon

http://quantlabs.net/membership.htm

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Where to find India’s BSE Sensex data for intra-day trading strategy and forecasts , stratagies………

Where to find India’s BSE Sensex data for intra-day trading strategy and forecasts , stratagies………

You can get intra day data Of BSE/NSE cash from the link but it is of only 2 years I think (5mint)
http://www.investbulls.com/

Rest I can give you if you need for that I will have to upload it
Both combine together will give you Data of Cash from July 2005
For futures I have from December 2009
Basically combine will be about 1.6 GB

you can also purchase data from NSE Site
http://www.nseindia.com/

 

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

A tool that measures US recession probability. Forecasts very low probability for 2011

A tool that measures US recession probability. Forecasts very low probability for 2011

I don’t think this things can be trusted but I thought I would run it anyhow. Here is an image of it. I used the default settings so don’t blame me.

us american recession probability for 2011

us american recession probability for 2011

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