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Tag: interest rates

Contrarian Calls, Revisited: Barry Knapp on Yield Curve Inversion

What Was Said

In this podcast’s pilot episode last April, economist Barry Knapp of Ironsides Macroeconomics discussed the economic news of the day: the 3-month/10-year yield curve inversion.

The conventional wisdom at the time was that the yield curve inversion would lead to recession in the U.S.

But there had been numerous “false positives” from the yield-curve indicator in the past, Knapp said: 1966, 1998, and 2005. “There was no evidence that the inversion of the yield curve was really having any demand side effects on the actual availability of credit,” he said at the time. “It’s not debilitating for growth.”

The U.S. consumer remained healthy as households continued to delever from the excesses of the 2008 financial crisis. “The savings rate is high, income growth is picking up,” Knapp said. While global exports were slowing, this was “not enough of a shock to drive the U.S. into a recession.”

Additionally, there were reasons to believe the inversion wouldn’t last long. The Federal Reserve was indicating that its next Treasury-buying initiatives were more likely to lead to a steepening of the curve.

Knapp was bullish on bank stocks, having upgraded his view in 2017. He also liked U.S. small caps, expecting a rally on domestic demand.

What Happened

Ten months later, there are no signs of recession for the U.S. economy. Financial stocks have done well, judging by the SPDR S&P Bank ETF (KBE), which is up more than 14% in the intervening months:

Small caps have also done well, with the iShares Core S&P Small-Cap ETF (IJR) gaining more than 11%:

The 3 month/10 year yield curve stayed inverted for a few months before steepening. It has since inverted again, though this time few economists are calling for a recession.

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Season 2, Episode 1: The Next Market Meltdown is Coming

Sunrise Capital’s Chris Stanton on the What, When, and Where

Chris Stanton, chief investment officer at Sunrise Capital, rejoins the podcast to discuss his bearish views on the market at the start of 2020.

There are reasons to believe a market correction is overdue, Stanton says. Risk is everywhere: geopolitical, volatility, repo markets. A drop of 18% to 20% can be expected before March 31.

Highlights:

  • “Rest assured, we’re heading for a correction and I would argue it’s going to be terrifying when it comes” (5:43)
  • The “Phase 1” deal with China is a temporary measure that will be revoked if Donald Trump wins reelection in November (9:55)
  • A likely catalyst for a correction is in the repo market (11:36)
  • A “volatility-led sell off” is likely before the end of the first quarter (16:12)
  • Where’s inflation? (26:34)
  • It may not take an actual headline for investors to decide equities are overbought (31:01)
  • Background on Stanton’s firm, San Diego-based Sunrise Capital (38:03)
  • The “origin story”: Background on Stanton himself (53:03)
  • What should retail investors do, right now? (1:02:49)

Highlights From Our YouTube Channel

For more information on Sunrise Capital: www.sunrisecapital.com

Not intended as investment advice.

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Season 1, Episode 22: The Dangers of Interest Rate Volatility Risk, With Nancy Davis of Quadratic Capital

Nancy Davis of Quadratic Capital joins the podcast to discuss the danger of interest rate volatility risk.

The market is at “peak confidence of central banks being able to control markets” (2:27), as evidenced by the historic low in all gauges of interest rate volatility (5:36). The risks of stagflation (8:37) and a trade war with Europe (10:16) are similarly discounted. 

Background on Nancy (14:39), further information on her fund (17:23), why gold is an ineffective inflation hedge (22:05).

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