James Picerno | TalkMarkets | Page 8
Editor at The ETF Asset Class Performance Review
Contributor's Links: The Capital Spectator
James Picerno is a veteran financial journalist and has been writing about portfolio strategies, investment products, and macroeconomics since the early 1990s at Bloomberg, Dow Jones and other media groups before becoming an independent writer/analyst/consultant in 2008. He’s currently ...more

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US Economic Profile
Looking for recessions is an obsession for some folks. Every wobbly update, every release of bad news is a new excuse to see trouble around the next bend.
A Sharp Revival In Housing Construction For July
New residential housing construction bounced back in July. Although the consensus forecast was looking for a handsome rebound, the actual results were substantially better than expected.
Factor Analysis In R
Making informed choices about active managers has never been anyone’s idea of a picnic, but ongoing developments in R packages eases the burden.
A Q&A With Yours Truly At Forbes.com
Phil DeMuth at Conservative Wealth Management (and the author of several finance titles, including The Affluent Investor) just posted a Q&A at Forbes.com with yours truly on a topic that receives slightly more than average attention at The Capital Spectator: the business cycle.
The Question Of The Week: What Do Falling Yields Mean For The US Economy?
The benchmark 10-year Treasury yield closed under 2.35% last week, the lowest in more than a year. Oil prices are soft as well these days, with the spot price for West Texas Intermediate slipping into the mid-$90 range for the first time since early February.
US Housing Starts: July 2014 Preview
Housing starts are expected to total 937,000 in tomorrow’s update for July, based on The Capital Spectator’s median econometric point forecast.
Bubble Investigations
The last decade or so has witnessed a productive run of research on the ever-topical issue of detecting market bubbles in real time.
US Retail Sales: July 2014 Preview
US retail sales are expected to rise 0.2% in the July report vs. the previous month, according to The Capital Spectator’s median econometric forecast.
Asset Allocation & Rebalancing Review - 11 August 2014
Worrying about risk witnessed a revival last week amid a mix of heightened concerns on geopolitical and economic fronts.
Risk-Off Momentum Rolls On
Treasury yields fell again yesterday, with the benchmark 10-year rate slipping to 2.43% at Thursday’s close—marking a 13-month low.
Dangerous Summer: Risk-Off Is On Again
The benchmark 10-year Treasury yield is under 2.50% again, or near the lowest levels for the past year.
Macro-Markets Risk Index Falls From Recent Highs But Still Predicts Growth
The economic trend for the US remained positive in early August, albeit at a relatively subdued level in comparison with recent history, according to a markets-based estimate of macro conditions.
Profiling Mr. Market’s Asset Allocation
Whenever I update returns for the Global Market Index (GMI) and its components or crunch the data on projecting risk premia, I invariably receive emails asking for the associated asset allocation percentages.
Risk Premia Forecasts | 04 August 2014
Most of the major asset classes took a hit in July, a month that witnessed the broadest set of corrections for global markets since January.
Major Asset Classes | July 2014 | Performance Review
Risk finally received its comeuppance in July. Last month witnessed the broadest round of negative returns since January among the major asset classes.
Payrolls, Income & Spending: The Trend Remains The Same
The US economy minted fewer jobs than expected in July, although the year-over-year change in private-sector payrolls inched higher, reaching an eight-month peak, the Labor Department reports.
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