AstraFolio Quantitative Research / Macro Insights

📰 Macroeconomic Research & Blog

Institutional commentary, Fed balance sheet analysis, Post-Modern Portfolio Theory (PMPT) insights, and market risk briefings.

Level does not matter
Macro Analysis
📅 Oct 19, 2026 • ⏱️ 5 min read

Level does not matter

The yield on the 10-year U.S. Treasury note surged to 5.34%, hitting a 24-year high. The market is consumed by a single question: Are we heading to 6%? Or 7%? Yet, bond experts offer an unexpected answer: the absolute level doesn't matter. What's truly terrifying is the 'speed'.

By jimsjoo.kwag Read Post →
Japan's Rate Hikes and the Threat to Global Carry Trades
Macro Analysis
📅 Oct 19, 2026 • ⏱️ 5 min read

Japan's Rate Hikes and the Threat to Global Carry Trades

The global economic implications of Japan's rising 10-year government bond yields recently broke above 3% for the first time in 30 years

By jimsjoo.kwag Read Post →
Fed Rate Pivot & Liquidity Outlook
Macro Analysis
📅 Oct 17, 2026 • ⏱️ 5 min read

Fed Rate Pivot & Liquidity Outlook

Testing auto-generated slug workflow

By TestAdmin Read Post →
Fed Rate Pivot & Liquidity Outlook
Macro Analysis
📅 Oct 17, 2026 • ⏱️ 5 min read

Fed Rate Pivot & Liquidity Outlook

Testing auto-generated slug workflow

By TestAdmin Read Post →
Fed Rate Pivot & Liquidity Outlook
Macro Analysis
📅 Oct 17, 2026 • ⏱️ 5 min read

Fed Rate Pivot & Liquidity Outlook

Testing auto-generated slug workflow

By TestAdmin Read Post →
Fed Rate Pivot & Liquidity Outlook
Macro Analysis
📅 Oct 07, 2026 • ⏱️ 5 min read

Fed Rate Pivot & Liquidity Outlook

Testing auto-generated slug workflow

By TestAdmin Read Post →
AI semiconductor, is it bubbled?
Macro Analysis
📅 Oct 05, 2026 • ⏱️ 5 min read

AI semiconductor, is it bubbled?

While research firm reports are based on detailed data and provide a logical framework for analysis, their specific predictions are often subject to revision. The current focus on a potential market peak highlights the cautious atmosphere among global institutional investors as they weigh strong current earnings against the risk of future oversupply.

By jimsjoo.kwag Read Post →
Fed Rate Pivot & Liquidity Outlook
Macro Analysis
📅 Oct 05, 2026 • ⏱️ 5 min read

Fed Rate Pivot & Liquidity Outlook

Testing auto-generated slug workflow

By TestAdmin Read Post →
Post-Modern Portfolio Theory (PMPT): Hedging Tail Risk & Downside Volatility
Quant Research
📅 Oct 05, 2026 • ⏱️ 7 min read

Post-Modern Portfolio Theory (PMPT): Hedging Tail Risk & Downside Volatility

Comparing Modern Portfolio Theory (MPT) with PMPT Sortino Ratio optimization to protect capital during systemic market drawdowns.

By Dr. Alex Vance, Head of Quant Research Read Post →
10Y vs 2Y Yield Curve Inversion: Triggers for Defensive Risk-Off Rebalancing
Macro Analysis
📅 Oct 05, 2026 • ⏱️ 6 min read

10Y vs 2Y Yield Curve Inversion: Triggers for Defensive Risk-Off Rebalancing

Why yield curve slope dynamics remain the single most reliable macroeconomic recession indicator and how AstraFolio automates defensive asset allocation.

By Sarah Jenkins, Chief Risk Officer Read Post →
Fed Policy Pivot, QT Dynamics & Crypto Liquidity Transmission (2026 Macro Outlook)
Fed Policy & Macro
📅 Oct 05, 2026 • ⏱️ 8 min read

Fed Policy Pivot, QT Dynamics & Crypto Liquidity Transmission (2026 Macro Outlook)

An in-depth quantitative study exploring how Federal Reserve balance sheet normalization (WALCL) and M2 money supply trends impact crypto asset risk premiums.

By Dr. Alex Vance, Head of Quant Research Read Post →