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Embracing Macroeconomic Indicators

How macroeconomic data can drive asset allocation decisions

It is often easy to assume that macroeconomic indicators are not helpful in predicting the course of markets – the stock market, so the argument goes, is a better barometer. However, research can show that these factors move side by side and can be used to inform the asset allocation decisions a fund takes.

At Macromoney we conducted an exercise in which we allocated assets between S&P 500 equities and US Treasury bonds, based on the acceleration or deceleration of the ISM index, a survey conducted by the Institute of Supply Management. We bought the S&P 500 when the ISM increased against the previous month (e.g. from 50.4 to 50.7), and bought Treasury bonds when the ISM fell against the previous month (e.g. from 50.7 to 50.6).

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About The Hedge Fund Journal

INFORMING THE HEDGE FUND COMMUNITY With access to some of the industry’s biggest names and an astute and talented group of writers and contributors, The Hedge Fund Journal has established itself as a trusted source of information on the hedge fund industry.

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