Weekly Research Insights

Currency Returns Around FOMC | Understanding Stock-Bond Correlations | Timing Equity Factors with Bonds

Hi there. In this week’s edition of Research Insights, I explore three topics with practical relevance for investors and traders.

First, I discuss how currencies behave around FOMC announcements and highlight a potential new signal. Next, I revisit the stock-bond correlation, a core input to most asset allocation models, and examine why this relationship shifts over time. Finally, I discuss a novel paper linking bond factor momentum to equity factor timing, offering compelling evidence that bond market signals can help anticipate equity factor performance.

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In This Week’s Post:

Currency Returns Around FOMC

Understanding Stock-Bond Correlations

Timing Equity Factors with Bonds

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