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CataMetrics Management, LLC / Articles posted by admin

An equity strategy that protects investors from high volatilities should have a good chance of providing improved returns with a lower level of risk. However, the level of risk in equities is not constant over time and this variability complicates the construction of investment portfolios.

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Structured Strategies by CataMetrics give investors access to cost-efficient investment strategies that aim to reflect the exposures of the Global Market Portfolio and higher-risk portfolios along the investment envelope. Structured Strategies are low-cost because the investment portfolios are constructed with ETFs that provide some of

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Adaptive Strategies provide investors with investment portfolios which aim to outperform benchmarks along the capital market line. The investment portfolios are designed for investors who do not employ leverage and are constructed with Exchange Traded Funds (ETFs). The strategies are adaptive because the construction of the

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  February January Survey Actual Prior Revised Advance Retail Sales MOM Index -0.2% -0.1% 0.2% -0.4% Retail Sales ex Auto -0.2% -0.1% 0.1% -0.4% Retail Sales ex Auto and Gas 0.2% 0.3% 0.4% -0.1%   Headlines: February retail sales were less bad than expected though still negative for the month. However, the bigger news lies in the revisions as seen in the table above. January retail sales, originally

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Employment Data February January Survey Actual Prior Revised US Employees on Nonfarm Payroll 195k 242k 151k 172k Change in Private Payrolls 190k 230k 158k 182k Change in Manufacturing Payrolls -1k -16k 29k 23k US Unemployment Rate Total 4.9% 4.9% 4.9% -- US Average Hourly Earnings 0.2% -0.1% 0.5% -- US Average Hourly Earnings YoY 2.5% 2.2% 2.5% -- US Average Weekly Hours 34.6 34.4 34.6 -- US Employment Total in Labor Force 175k 530k 615k -- US Labor Force Participation Rate 62.8% 62.9% 62.7% -- Underemployment Rate Unemployed & Part Time 9.7% 9.9% -- Source: Bureau of Labor Statistics, Bloomberg   Headlines The market

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4th Quarter Preliminary 4th Quarter Advanced Survey Actual Prior Real Gross Domestic Product 0.4% 1.0% 0.7% Personal Consumption 2.2% 2.0% 2.2% GDP Price Index 0.8% 0.9% 0.8% Changes are annualized based on quarter-over-quarter inflation adjusted numbers   Headlines The first revision to Real Gross Domestic Product (GDP) for the fourth quarter of 2015 was 1% compared to the preliminary report of 0.7% and the

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January December Survey Actual Prior Revised Durable Goods Orders 2.9% 4.9% -5.0% -4.6% Durable Good ex-Transportation 0.3% 1.8% -1.0% -0.7% Capital Goods Orders Nondefense Ex-Air 1.0% 3.9% -4.3% -3.7%   Headlines Today’s durable goods report showed an increase of 4.9%, good news though bear in mind that it is largely an offset of last month’s decline of 4.6%. The same is true for the increase in nondefense

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    NAME January US Employees on Nonfarm Payroll 151 Change in Private Payrolls 158 Change in Manufacturing Payrolls 29 US Unemployment Rate Total 4.9% US Average Hourly Earnings 0.5% US Average Hourly Earnings All 2.5% US Average Weekly Hours 34.6 US Employment Total in Labor Force 615 US Labor Force Participation Rate 62.7% US U-6 Unemployed & Part Time 9.9% In the employment data today we have a

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