PGStrat

Publications

Letter - Q2 2024

July 15, 2024

Macro environment review, positioning, and risk framework updates. (PLACEHOLDER)

Essay: Liquidity Regimes and Risk

May 3, 2024

An overview of liquidity cycles and implications for asset allocation. (PLACEHOLDER)

Monthly Commentary - April 2024

May 1, 2024

Market dynamics, factor contributions, and outlook for the next quarter. (PLACEHOLDER)

Research Note: Term Premia Dynamics

March 12, 2024

Evidence on term structure shifts across regimes and hedging considerations. (PLACEHOLDER)

Letter - Q4 2023

January 18, 2024

Year-end performance review and 2024 priorities. (PLACEHOLDER)