Market Colour and Quant Performance Update

The report provides a daily market overview, noting a recovery in US equities alongside poor performance for quant strategies and a high prevalence of corporate earnings blackout windows. Key corporate updates include raised guidance for Maersk and revised outlooks for several European equities.

Key Takeaways

• 1.US equities rose on Monday, breaking a five-day losing streak for the S&P 500.
• 2.Quant hedge fund performance faced its worst five-day stretch since December 2023.
• 3.Approximately 88% of corporates have entered blackout windows ahead of Q2 earnings.

Table of Contents

• HF Quant Performance
• Buybacks
• CTAs
• Seasonality
• ECB
• Cross-Asset
• ABI
• Haleon
• IHG
• RELX
• AKZO
• Informa
• Maersk

Document Preview

Page 1 of 3

Subscribe for full accessStart Free Trial