David Cervantes

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Systematic strat mngr & PM. Macro analyst with SITG. California native. 3 languages/3 kids. UCSB Alum. Sometimes I cook/travel/snowboard/🍻🍷🍸

Overview Posts Content Recommendations

Tweet May 23, 2023

A thread on a not so hidden factor that impacts EPS... and still surprises analysts! The cheat code for EPS 6M out: the U.S. Dollar change over last 6M When the U.S. dollar rose over prior 6M, earnings grew 0.3% next 6m But when the U.S. dollar fe

by Jeremy Schwartz

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Tweet May 18, 2023

Its been a long time since we have had a typical macro cycle, so folks have forgotten that late cycles are a) slow moving and b) slowdowns don't go in a straight line. Recent data suggests the US economy has reaccelerated a tad after a softer Feb &

by Bob Elliott

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Tweet May 17, 2023

Fed funds futures are pricing in about 60bps of rate cuts until the end of the year. Meanwhile, US core CPI is running at 5.5% YoY currently. How is this possible? When will/can the Fed start cutting rates? Some historical evidence that can serve as

by Patrick Saner

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Tweet May 14, 2023

@ben_moll is right to take a little victory lap in a new paper with @MSchularick and @GeorgZachmann. This is based on his his work with @BachmannRudi, @DBaqaee, @christianbaye13, @kuhnmo, @andreasloeschel, @APeichl, #KarenPittel, @MSchularick. Let me

by Gauti Eggertsson 🇺🇦

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Tweet May 9, 2023

4 charts that imply that the US economic slowdown is easing. 1. Senior loan officers survey: degradation has slowed, which points to carry trades in credit & higher bond yields. Eco picture is adjusting to stable long rates. High rates may not matt

by Count Draghula

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Article Apr 29, 2023

The Collapse of the Recession Wave Function – Price Action Lab Blog

by Michael Harris

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Paper Dec, 2022

Do Foreign Yield Curves Predict U.S. Recessions and GDP Growth?

by Rashad Ahmed and Menzie Chinn

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