September 28, 2023
Video: Gianpaolo Tomasi on cross-sectional mean reversion
In March 2021 we published a report introducing our cross-sectional mean reversion factor that has been traded out-of-sample since then (Bloomberg ticker: DBRPGERU). In this new report we expand on our previous work by showing how using daily returns more efficiently improves performance even when trading weekly and demonstrate how earnings dates can boost predictive power by avoiding trading against the post-earnings drift. We also introduce an approach to improve the signal using trading volume and propose a turnover control approach that can enhance capacity while preserving performance.
September 22, 2023
Video: Deutsche Bank’s Chief US Economist breaks down the FOMC meeting
The Federal Reserve wrapped up its two-day meeting today. Please watch Deutsche Bank chief US economist Matthew Luzzetti and spokesperson Gary Ramsay debrief the outcome.
September 19, 2023
The excitement around Artificial Intelligence that had been building since OpenAI’s launch of ChatGPT at the end of last year cooled off slightly over the past couple of months. Investors, entrepreneurs and analysts went to the beach, the media focused on time-honoured summer themes including season stories, and students took time off from writing essays using chatbots. Adrian Cox highlight six themes you missed while you were at the beach. Visit our dedicated AI website for more www.dbresearch.com/ai
September 13, 2023
Video: Latest US consumer price report
Consumer prices rose 3.7% over the past year, according to this morning's CPI report. Please watch Deutsche Bank Chief US Economist Matthew Luzzetti break down today’s data with spokesperson Claire Rodgers.
August 14, 2023
Video: Latest US consumer price report
US inflation ticked up slightly in July as widely expected, but the broad moderating trend since a year ago appears to still be in place. What does it mean for the Federal Reserve and hopes for a soft landing? For this and more, please check out our latest video with Deutsche Bank’s senior US economist Brett Ryan and Americas Communications head Brian Blackstone.
July 28, 2023
Video: Deutsche Bank’s Chief US Economist breaks down the FOMC meeting
Please watch Deutsche Bank's Chief US Economist Matthew Luzzetti recap the FOMC meeting with spokesperson Claire Rodgers.
July 13, 2023
Video: Latest US consumer price report
Please watch Deutsche Bank’s chief US economist Matthew Luzzetti discuss the latest US consumer price report and its implications for monetary policy with Americas communications head Brian Blackstone.
July 11, 2023
Video: Latest US employment report
What does the latest US jobs data mean for the economy and monetary policy? Please watch Deutsche Bank’s senior US economist Brett Ryan break down the latest employment report with spokesperson Claire Rodgers.
June 20, 2023
Video: Precious metals handbook
Precious metals and gold in particular have befuddled analytical attempts to explain and predict prices, perhaps because no single framework seems to work without fail over time. While some might throw up their hands and avoid precious metals altogether, our response is twofold – first, that there are tried and true basic principles that can be applied to explain precious metals performance over the economic cycle, and second, that deviations from frameworks are useful learning opportunities in and of themselves.
June 15, 2023
Video: Quantcraft: Can AI replace humans in thematic investing?
Can Artificial Intelligence (AI) help you beat the market? In a new video, Ganchi Zhang highlights our report exploring how you can use AI as a tool to identify new market drivers and turn them into tradable baskets of securities. Our report also discusses how quantitative methods automate the steps involved in constructing a thematic index, including theme identification, relevance scoring, and portfolio construction with an example of venture capital replication. In the report he shows how generative AI can be used to provide contextual information for the selections. Clients of dbResearch can access the full report on research.db.com
