Tag Archives: subsector

Introduction Research shows that the equity market responds to macro news, with favorable macro news tend to be followed by increases in revenues, profits, and investment activities of companies (Modugno and Palazzo, 2024). In the study, the authors concluded that macro surprises could explain up to 34% of the S&P 500 return variation – highlightingContinueContinue reading “Quantitative Sub-sector Rotation Strategy (QSRS)”