03.12.2019 11:02:00

Janus Henderson Investors: Tell Tail Signs: November 2019 – Don’t bet on recession or disinflation

Janus Henderson’s US-based Multi-Asset Solutions Team present their latest Tail Risk Report, using options market prices to infer expected tail gains and losses for each asset class.
Ashwin Alankar, PhD
Ashwin Alankar, PhD
Ashwin Alankar, PhD

Von Ashwin Alankar, PhD, Janus Henderson Investors

Key takeaways:

  • Among the more attractive pockets of global stocks are China, Japan and US technology on the back of a brighter trade outlook.
  • A thaw in geopolitical risk, a strengthening labour market, and the intent by the US Federal Reserve to keep rates low suggest that recession is unlikely to materialise.
  • Options-based model signals have taken a bearish view on duration with a greater risk that interest rates will rise than fall.

Here you can find the complete Article.

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