- Prometheus ETF Portfolio
We started Prometheus with a simple premise: bring the highest quality of institutional-grade macro investment research to everyday investors. Today, we take another big step in this direction with the launch of the next generation of our systematic Prometheus ETF Portfolio. The Prometheus ETF Portfolio aims to allow everyday investors to access an investment solution that combines active macro alpha, passive beta, and strict risk control, all in an easy-to-follow, low-turnover solution.
Latest Articles
- Prometheus ETF Portfolio
Welcome to Prometheus ETF Portfolio. The Prometheus ETF Portfolio aims to allow everyday investors to access an investment solution that combines active macro alpha, passive beta, and strict risk control, all in an easy-to-follow, low-turnover solution. We aim to achieve strong risk-adjusted returns relative to cash, with limited capital…
- Macro Mechanics
Equity markets have posted some of the strongest relative price performance gains this year, as fixed-income assets have suffered the impacts of the Fed’s tightening cycle. As we approach what looks like an interim top in the hiking cycle, we think it is important to take stock of the…
- Prometheus ETF Portfolio
Welcome to Prometheus ETF Portfolio. The Prometheus ETF Portfolio aims to allow everyday investors to access an investment solution that combines active macro alpha, passive beta, and strict risk control, all in an easy-to-follow, low-turnover solution. We aim to achieve strong risk-adjusted returns relative to cash, with limited capital…
- Macro Mechanics
Liquidity conditions are at a complex juncture, with significant cross-currents and varying market impacts. As such, we think providing a detailed dissection of liquidity dynamics is essential better to understand the path for asset markets and the economy. First, we revisit our understanding of liquidity and then move on…
- Prometheus ETF Portfolio
Welcome to Prometheus ETF Portfolio. The Prometheus ETF Portfolio aims to allow everyday investors to access an investment solution that combines active macro alpha, passive beta, and strict risk control, all in an easy-to-follow, low-turnover solution. We aim to achieve strong risk-adjusted returns relative to cash, with limited capital…
- Prometheus ETF Portfolio
We started Prometheus with a simple premise: bring the highest quality of institutional-grade macro investment research to everyday investors. Today, we take another big step in this direction with the launch of the next generation of our systematic Prometheus ETF Portfolio. The Prometheus ETF Portfolio aims to allow…
- The Observatory
The following note is from Prometheus Bespoke, that was sent out to our clients. Ahead of last week, our signals told us to short equites, which proved to be extremely timely. Prometheus Bespoke is our institutional offering that combines our systematic outputs with tailored requests to navigate markets in…
- Macro Mechanics
Three months ago, conditions lined up for us to think there was significant potential for a bond market sell-off, along with a steepening of the yield curve. That probability has largely borne out. Today, we take stock of the drivers of that move and provide our updated thoughts on…
- The Observatory
Welcome to The Observatory. The Observatory is how we at Prometheus monitor the evolution of the economy and financial markets in real-time. The insights provided here are slivers of our research process that are integrated algorithmically into our systems to create rules-based portfolios. Our primary takeaways are as follows:…
- The Observatory
The following note is from Prometheus Bespoke, that was sent out to our clients before the recent sell-off in equities. Prometheus Bespoke is our institutional offering that combines our systematic outputs with tailored requests to navigate markets in a timely manner. If you are an institutional investor and would…
- The Observatory
Welcome to The Observatory. The Observatory is how we at Prometheus monitor the evolution of the economy and financial markets in real-time. The insights provided here are slivers of our research process that are integrated algorithmically into our systems to create rules-based portfolios. Our primary takeaways are as follows:…
- The Observatory
Welcome to The Observatory. The Observatory is how we at Prometheus monitor the evolution of the economy and financial markets in real-time. The insights provided here are slivers of our research process that are integrated algorithmically into our systems to create rules-based portfolios. Our primary takeaways are as follows:…
- Podcast
We were joined by @EPBResearch, to assess the path to recession.
Find the show notes below:
Part 1 (0:00 – 30:00) – Framework of Investment, Definitions of Leading, Lagging & Co-incident indicators, Business Cycle & Cyclical Economy Constitue……
- Month in Macro
Our best Month In Macro to date. 56 pages of the most granular and actionable systematic macro research you will find anywhere. Click the link below to begin reading: Month In Macro- August 2023 This note aims to share our research team’s internal checkpoint process in evaluating the current…
- The Observatory
Our Founder, Aahan, joined Jack Farley on the show Forward Guidance to have an in-depth discussion about macro and markets. This is essential listening if you’re following along with our macroeconomic process. Timestamps below: (00:00) Introduction (00:27) Progressing Through A Tightening Cycle (07:57) How To Measure Liquidity (15:51) A…
- The Observatory
Welcome to The Observatory. The Observatory is how we at Prometheus monitor the evolution of the economy and financial markets in real-time. The insights provided here are slivers of our research process that are integrated algorithmically into our systems to create rules-based portfolios. Our primary takeaways are as follows:…
- Macro Mechanics
Policy rates have risen in historic fashion, but activity remains resilient. Monetary policy lags are well known, but the drivers of lags are less discussed. We offer our thoughts on the mechanics of policy transmission. Over almost every economic cycle, the Fed responds to high inflation by raising interest…
- Prometheus ETF Portfolio
Welcome to our official publication of the Prometheus ETF Portfolio. Our primary takeaways for last week are as follows: Markets moved to price-in resilient nominal growth conditions, consistent with the trend in economic data. We expect headwinds for assets ahead as the policy liquidity drain begins to pick up…
- Podcast
We were joined by @Warrenpies, Founder of 3Fourteen Research to discuss macro & markets.
Find the show notes below:
Part 1 (0:00 – 23:00) – Learnings from 2023 H1, Framework for Recession, Fading Pessimism, Economic Activity in H2, Characteristic……
- Podcast
We were joined by @Globalflows to discuss the short-bond trade.
Find the show notes below:
Part 1 (0:00 – 25:00) – Forces driving Stocks vs Bonds, State of the US Economy, Balance Sheet Liquidity, Treasuries vs Bills issuance, Sources of Spending, ……