12/07/2011
Block Trades in High-Frequency Trading Markets
Institutional investors buying and selling equities in large blocks often find it challenging to efficiently trade in markets dominated by electronic trading, particularly high-frequency trading (HFT). Success depends on...
03/06/2011
Break-Even Exchange Rates and Risk Appetite
John Arabadjis is a vice president and the head of indicator research for the Investor Behavior Research team at State Street Associates (SSA). His responsibilities include work on foreign exchange (FX), equities and por...
05/05/2011
State Street Global Markets and PriceStats Form Partnership
Omnipresent across world markets these days is the specter or influence of inflation. An equally common challenge, however is the ability for investors to access inflation data in a timely and accurate way. Individual c...
08/04/2011
What's Next for Sovereign Wealth Funds
In global capital markets, sovereign wealth funds (SWFs) stand out for the depth of their asset pools and for their growth potential. In 2009, SWFs collectively represented $3.8 trillion in assets under management. By 20...
10/02/2011
The Macro Outlook for 2011
As a follow up to his recent presentations at the State Street Global Markets annual research conferences in New York and London, Michael Metcalfe, senior managing director and head of Global Macro Strategy for Global Ma...
25/01/2011
Topics in Active FX: Turbulence, Regime Switching and Style Timing
David Turkington is a vice president in the Portfolio and Risk Management group at State Street Associates. He is involved in new research and customized client analysis on a range of topics including asset allocation, o...
13/12/2010
Regime Map Points to Persistent Investor Pessimism
Michael Metcalfe, a senior managing director at State Street Global Markets, discusses SSGM’s Regime Map in the December 2010 issue of Investment & Pensions Europe. Findings show that Riot Point has become the default se...