Bears continued to warn about speculative excesses, overvalued markets, persistent inflation, and geopolitical uncertainty. But the broader market data has painted a more balanced picture.
Implied volatilities were mixed across asset classes last week as oil prices spiked on renewed geopolitical tensions.
Recent turbulence has turned the AI trade from a rewarding climb into dramatic day-to-day volatility.
Recent weakness in AI-related stocks looks more like a reset in expectations than a breakdown in fundamentals, with strong earnings suggesting growth story remains intact. Read more here.
Government bond yields fell modestly in Q2, as oil prices fell, but rate hikes from the ECB & BoJ, and Fed caution on rates, limited gains.
Global economic outlook is strong, but fund managers fear an AI capex boom could trigger the next systemic credit event. Read more.
The unusual cheapness of U.S. Treasuries relative to interest rate swaps makes corporate bond spreads appear tighter when measured against Treasuries than when measured against swaps.
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