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We are introducing a derivatives-based factor overlay to help us identify key short-term capitulation points (overbought, oversold) within single or multi-quarter quad trend views driven by our GIP model. However, when do our preferred exposures get crowded in the short-term? These are the questions we aim to answer with the incorporation of the Macro implied volatility framework in our process. The overarching idea is that extremes in implied volatility premiums and discounts signal crowding in short and long positions, respectively.
Below we detail the release of the latest weekly Federal Reserve H.8 data, which summarizes select assets and liabilities of commercial banks in the United States.
Raising TPB to Best Idea LONG - Join us at 10 am on Friday, October 11th for our detailed Black Book
Placer Update Lowers 2024 Aggregate Visits Growth from +MSD to +LSD%. RH Bullish, WSM Mixed, BURL & SBH Weak
The SHORT term HFD data for PZZA suggest a better-than-expected quarter and a DPZ GLOBAL SSS miss
Our monthly inflation nowcast is a weekly publication which augments our existing quarterly nowcast by offering a closer look at likely trajectory of the front month Headline CPI number. As always, our process is rate-of-change centric and we have thus built our monthly inflation nowcast with a directional accuracy of 90% - this is the "hit rate" with which it correctly predicts the sign of the second derivative of the Headline CPI index, that is whether inflation is accelerating or decelerating in a given month. In addition, we employ a multi-scenario outlook (i.e. base case, upside, and downside estimates) to span the probabilistic range of inflation in a given month.