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Quantitative Finance Insights | Market Updates & Asset Classes

Gain insights into asset classes like equities, fixed income, currencies, and commodities. Explore pricing determinants, sectors, and investment opportunities. Stay informed on upcoming presentations and market trends.

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Quantitative Finance Insights | Market Updates & Asset Classes

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Presentation Transcript

  1. Brain Teasers • You’ve got a 10 x 10 x 10 cube made up of 1 x 1 x 1 smaller cubes. The outside of the larger cube is completely painted red. On how many of the smaller cubes is there any red paint?

  2. Answer • Larger cube is made up of 1000 smaller cubes. The easiest way to think about this is how many cubes are NOT painted? 8 x 8 x 8 inner cubes are not painted which equals 512 cubes. Therefore, 1000 – 512 = 488 cubes that have some paint.

  3. Quantitative Finance Society Asset Classes

  4. Announcements • Upcoming Presentations: • Anatomy of a Trade • Derivatives • Portfolio Invites • Successful candidates will be receiving an email today about our portfolio meeting tomorrow

  5. Market Update: The Macro View

  6. Asset Classes • Equities • Fixed Income • Currencies • Commodities • Alternatives

  7. What determines the price of a security? • Supply & Demand

  8. Equities • What determines the price of a stock? • Everyday movements, news • Volume • Market Psychology • Multiples (Comparables) • Earnings, P/E • EV/EBITDA • ETFs • www.trefis.com

  9. Equities • Different sectors, different way to value • Healthcare • Tech • Telecom • Financials • Consumer Discretionary • Consumer Staples • Utilities • Industrials • Energy • Materials

  10. Fixed Income • Governments • Rates – GDP, unemployment, inflation • Corporates • Credit + Rates • Mortgages • Credit + Rates • Ratings • Investment Grade, High Yield, Crossovers

  11. Currencies • Directly related to rates • Purchasing Power Parity (PPP) • Balance of Payments • Carry Trade, Interest rate differentials • Country-specific trade characteristics • USD, EUR, JPY, GBP, CHF • CAD, AUD, NZD, SEK, NOK

  12. Commodities • Gold & Precious Metals • Oil, Natural Gas, other Energy • Agricultural

  13. Alternatives • Private Equity • Venture Capital • Hedge Funds • Real Estate • Collectibles

  14. Questions?

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