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SubscribeThe Financials Quad Playbook features the full Financials GICS Level 1-4 library as well as expanded conditioning sets together with our own custom financial subsector and industry groupings. The goal is to better enable investors to identify the best financial exposures on both sides of a trade during any one of the economic regimes signaled by the Hedgeye Macro team.
Over the past month, the most significant slowdown in observed sales differentials' can be seen in DRI, WING, and BROS.
We will walk through our 4Q24 Retail Themes
A list of our favorite long and short investment ideas.
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.