Our experienced multiasset and macro strategists present their best trade ideas for 2024 and actionable insights for investors in today’s dynamic market environment.

Lee Ferridge, our head of Multiasset Strategy in the Americas, shares his outlook for the markets in 2024 and beyond.

State Street Associates academic partner Ronnie Sadka explains the impact of media-derived narratives on markets and portfolios.

Our expert Mark Kritzman explains how dynamic time warping can help investors with practical insights for better decision-making.

State Street Associates academic partner Daniel Drezner explores the factors contributing to the upcoming election’s unpredictability and potential outcomes.

Neill Clark, head of State Street Associates EMEA, leads a panel discussion on the effect of AI on financial companies and its likely impact going forward.

A panel discussion moderated by Tobias Krause, senior managing director in State Street Global Markets’ Risk and Capital group, examines the financial industry regulations that are impacting large banks and the buy side.

Robin Greenwood, State Street Associates academic partner, shares findings from new research that examines how institutional flows relate to corporate issuers and retail investors.

Josh Lerner, State Street associates academic partner, discusses the implications of the private debt asset class taking on an increasingly significant role in investor portfolios.

Alberto Cavallo, State Street Associates academic partner, explores the drivers of inflation trends and their implications through the lens of PriceStats’ daily inflation series.

Independent analyst and Financial Times contributing editor Toby Nangle examines a structural shift in the UK’s asset backed defined benefit (DB) pension system.

As the US grapples with the possibility of a recession, emerging markets are also facing challenges posed by upcoming elections. Michael Metcalfe, head of Global Macro Strategy at State Street Global Markets, shares his perspective.

We explore the world’s first set of financial accounting data on firms’ sustainable activities.

We propose a new currency hedging technique called full-scale hedging, which accounts for the complexities of diversification.

We show how warping time renders stock-price bubbles comparable, revealing common patterns that investors can use to detect new bubbles and time exposure to their rise and fall.