3 MONTH FORWARD RETURNS
Chart the 3 month forward return profile for every asset based on positioning level.
Providing users with our tactical asset allocation recommendations, illustrating our previous positions, rational & links to supporting research.
An analytical tool to provide deep insights into the current market biases.
A Vanda Z-Score can consist of hundreds of mathematically aggregated data points. These data points are Z-Scored to allow our clients to focus on their risks at hand.
When investors are stuck for new ideas, positioning data provides a useful springboard for generating contrarian themes and identifying that holy grail of investing – the asymmetric trade.
Identify key catalysts
Positioning and catalysts are natural bedfellows. Indeed, neither is particularly important without the other. Anticipate which catalysts have the potential to shake up a crowded trade.
Knowing how the market is positioning ensures that new trades about to be executed are not crowded. For existing exposures, monitoring positioning provides an indication of when consensus has priced in your view.
Read the market
Global positioning data is a snapshot of investors' mindsets: what they're excited about, afraid of and couldn't care less about.
“Positioning is an invaluable variable that is accretive to my existing risk decisions. To beat markets, I have to understand what they’re already expecting!”
Global Head of Fixed-income trading, New York
“Vanda Analytics is the first place I turn to to source new, non-consensus trade ideas”
Technology PM, New York
“Vanda Analytics helps me sanity check my ideas to make sure I'm not in the consensus”
CIO and Managing Partner, London
Pioneering risk advice for the world's most sophisticated financial institutions.
Vanda is a global independent research company that provides tactical and strategic investment analysis to institutional investors.
We combine positioning, expectation and mass-market psychology to deliver outstanding macro insight.