Asset Risk Company (ARC) (@assetarc) 's Twitter Profile
Asset Risk Company (ARC)

@assetarc

The first commercially available commodity risk factor model

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calendar_today10-06-2020 13:07:34

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Asset Risk Company (ARC) (@assetarc) 's Twitter Profile Photo

Inflation for January at 7.5%, as predicted by our factor commodity model, see our latest monthly report: assetriskcompany.com/docs/ARC_Commo…

Asset Risk Company (ARC) (@assetarc) 's Twitter Profile Photo

Right on the money: our feb inflation estimate was +7.9% (+7.5% in jan). ARC Commodity Factor Model is a good predictor of breakout moves.

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Commodities are on fire. See our Q1 report on our factor model + our March inflation forecast: assetriskcompany.com/docs/ARC_Commo…

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Commodities are on fire ending in the first quarter with double digits gains in seemingly every corner. We look at the factors driving the performance of the largest commodity funds: assetriskcompany.com/docs/Commodity…

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Check out our Commodity Factor Model Report for May. Momentum Tilted Index still going strong, up 53% YTD. assetriskcompany.com/docs/ARC_Commo…

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Our June Commodity Model report is out. Large slowdown in June for all sectors, bid drop for Momentum Commodity Style. See our report for Inflation expectation in June.assetriskcompany.com/docs/ARC_Commo…

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Is Momentum The Canary In the Coal Mine For Commodities. History Rhymes... See our latest: assetriskcompany.com/docs/IsMomentu…

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Our monthly commodity model report is up. See latest info on key drivers of returns & risk, also our Inflation estimate for September. assetriskcompany.com/docs/ARC_Commo…

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September saw a large correction in the commodity market. See our monthly commodity factor model for the risk drivers. assetriskcompany.com/docs/ARC_Commo…

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Our Commodity model is out for october: assetriskcompany.com/docs/ARC_Commo… We provide an update on styles factors performance and inflation estimate...

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Our Commodity Model November Report is out. Inflation estimate for November is 7.4%. Momentum, a big driver of commodities performance this year, was flat in November. assetriskcompany.com/docs/ARC_Commo…

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Our January report is out. See our latest inflation estimate (below consensus) and a historical perspective on Momentum, a key driver of the 2022 performance. assetriskcompany.com/docs/ARC_Commo…

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See our latest Commodity Factors Model Report. Our estimated inflation number predicted a large drop (2.9% vs actual 3%). #CPI #inflation #commodities #oatt #oott assetriskcompany.com/docs/ARC_Commo…

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Our monthly commodity factor model report is out. We estimate a 3.6% inflation in July. Also, see how value-tilted commodity futures outperformed. #inflation assetriskcompany.com/docs/ARC_Commo…

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Our monthly commodity model report is out. See our latest Inflation estimate for August. Low Vol and Value tilted portfolios continue to outperform. assetriskcompany.com/docs/ARC_Commo… #Inflation,#Commodities