Recent Posts
What if Bonds are NOT the Negatively Correlated Asset?
Let’s play out a “What If” scenario. What if, during the next major equity bear market, bonds (and their brethren, bond funds) are NOT the negatively correlated assets that they have typically been ...
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Our 3 Most Popular Blog Posts from 2017
Happy New Year! We sincerely appreciate you for reading our thoughts on the market. We hope this information has been useful. Below, we have highlighted our top 3 most popular blog posts from 2017. ...
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Does Your Tactical Bond Manager Avoid Equity Market Drawdowns?
WHY NOT ALL TACTICAL BOND MANAGERS ARE CREATED EQUAL. The more conversations we have with fixed income investors, the more we keep realizing how different we are from the crowd. While the intricacies ...
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Flattening Yield Curve: Recession Signal or False Flag? Why We’re Watching Financials
Some market participants have expressed concern about the flattening yield curve. They have noticed the flattening occurring in the U.S. Treasury yield curve and have proclaimed that a recession is ...
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How Tight Credit Spreads Could Result in Higher Correlations and Increased Drawdown Risk
Fixed income investors who have made significant allocations to investment grade corporate bonds, municipal bonds, and high yield corporate debt may be surprised by negative total returns when ...
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Fixed Income Asset Class Review
In preparation for our quarterly webinars with RIAs, family offices, and institutional investors, the team at Bramshill pulls together interesting market charts, macroeconomic statistics, and micro ...
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Fixed Income Sector Flows During Q3 – Interesting Revelations and Few Surprises
We love analyzing sector flows within the bond market. It removes the noise of the talking heads and reveals how investors are actually allocating their fixed income portfolios. Below we review the ...
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