HeyJaredQuantStreet Capital
Investing and market insights. Quantitatively driven asset allocation.
- Indexed issues, last 90 days
- 5
- Latest publication
- Sep 3, 2026
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- Earliest in this view
- Jul 10, 2026
Latest issues
QuantStreet September 2026 Letter: Interest Rate Worries (opens the original)
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August was a good month in financial markets, with the S&P 500 up around 2.7%. The market leaders came from the commodity complex, with gold and bitcoin (not sure how this should be classified) being the two top performers. High up as well was GSG, an ETF tracking the broad commodities market, with a roughly 50% weight in the energy complex. Stocks also had a good month, led by emerging markets ex-China (EMXC), which represents a bounceback of the semiconductor-heavy Korean and Taiwanese markets
Investing After a Liquidity Event (opens the original)
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IntroductionThose who recently experienced a liquidity event have to make several important decisions:What’s an appropriate risk target?How do you construct a portfolio consistent with the risk target?What role do alternative assets play in your portfolio?What is a reasonable exercise strategy for existing option grants?The rest of this piece focuses on these issues. There are, of course, other important things to consider, like designing an estate plan, potentially creating trusts, contributing
QuantStreet August 2026 Letter: Sector Rotation Continues (opens the original)
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July 2026 was a flattish month for markets. The S&P 500 index was down slightly. Value did well, while momentum did poorly. Smallcaps, midcaps, and emerging markets, all of which have been the year’s best performers, had a bad month. Commodities, driven largely by oil prices, led the pack, as the fragile ceasefire in Iran failed to hold.<a class="image-link image2 is-viewable-img" href="https://substackcdn.com/image/fetch/$s_!3YjD!,f_auto,q_auto:good,fl_progressive:steep/https%3A%2F%2Fsubstack-p
Monthly Mean Reversion or Trend (opens the original)
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For the most part, whether an asset class does well or poorly in month t has little to say about how well it will do in month t+1. (The story may or may not be different for individual stocks, but here our focus is on asset-level returns.) But there are occasional exceptions. For example, from 1972 to 1989, positive monthly returns on the Nasdaq index tended to be associated with positive returns on Nasdaq in the subsequent month, while negative monthly returns on Nasdaq tended to be associated
Systemic Risk Scorecard (opens the original)
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IntroductionMy sense is that many investors are bullish on the fundamentals of the AI build-out, but remain concerned about high valuations and the fact that so much of the build-out is debt financed. There are also concerns about the impact of the Iran War on inflation and growth expectations. And multi-year conflicts in Ukraine and Israel, as well as China’s <a href="https://www.scmp.com/news/china/diplomacy/article/3357780/beijing-vows-carry-out-more-surv
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