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Aahan Menon
  • The Observatory
What About Treasuries?
Welcome to The Observatory. The Observatory is how we at Prometheus monitor the evolution of both the economy and financial markets in real-time. Here are the top developments that stand out to us: i. Economic activity indicators showed further decelerations. US Markit PMI disappointed expectations and showed sequential declines….
  • The Observatory, The Week Ahead
ETF Portfolio Positions & Risk For Next Week
Our systematic tracking of economic conditions paints a picture of stagflation alongside tightening liquidity conditions. Markets mirror this dynamic, pricing strong and inflationary nominal growth and tightening liquidity. Last week, Equities continued their descent while Commodities further extended their rally. We show our Market Regime monitor heading into next…
  • ETF Strategy, The Observatory
What Is A Good ETF Allocation In The Current Environment?
No information provided by Prometheus is to be considered investment advice. Given our preferences for diversification across asset classes and instruments for optimal results, we’ve often received questions about deploying our systematic approach to accounts limited to only trading equities. Today, we offer some insight into the ETF allocation…
  • The Observatory
What Is Economic Data Telling Us About Asset Allocation?
At Prometheus, we use a multifactor approach to systematic investment strategy. One of the many slivers our systems use is measures of economic activity to make asset allocation decisions, i.e., our Fundamental Strategy. In particular, our systems consider the impulse in economic data, i.e., the second derivative change in…
  • The Observatory
Bear Market Pressures
Welcome to The Observatory. The Observatory is how we at Prometheus monitor the evolution of both the economy and financial markets in real-time. Here are the top developments that stand out to us: i. Manufacturing data slowed this morning. NY Empire Manufacturing printed an index level of -11.6, a…
  • The Observatory
Pressure For Bear-Market Bounce Building
Welcome to The Observatory. The Observatory is how we at Prometheus monitor the evolution of both the economy and financial markets in real-time. Here are the top developments that stand out to us: i. CPI decelerated on a YoY basis but surprised expectations to the upside. By our tracking,…
  • The Observatory
Time for production to slow?
Welcome to The Observatory. The Observatory is how we at Prometheus monitor the evolution of both the economy and financial markets in real-time. Here are the top developments that stand out to us: i. Industrial Production will likely be the next shoe to drop. With our High-Frequency Growth Impulse…
  • The Observatory, The Week Ahead
Confirmed Positions + Expected Catalysts
Week 18 2022 proved challenging for Equities and Fixed Income, both finishing the week in the red. Our Alpha Strategy fared well in this context, ending the week flat. Our positions in Commodities performed strongly; however, our Gold exposures dragged on the portfolio. Our hit remained level, holding at…
  • Quantitative Tightening, The Observatory
Penciling The Path For Liquidity Drain
Today, we take a detour from our systematic commentary to provide insight into the mechanisms at play in determining the severity of Quantitative Tightening (QT). We have always stressed that liquidity, i.e., a measure of the amount of financial dry-powder available to fund and finance economic activity, is a…
  • The Observatory
Deteriorating Macro = Equity Shorts
Welcome to The Observatory. The Observatory is how we at Prometheus monitor the evolution of both the economy and financial markets in real-time. Here are the top developments that stand out to us: i. Equity shorts are looking ripe. Our systems again show opportunities to short Consumer Discretionary and…
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