Our Indicators
Our position as one of the world’s largest custodians means we see how real money moves. We use this data to produce a comprehensive of set of flows and positioning indicators across asset classes.
When paired with MediaStats (central-bank tone and narratives), PriceStats (real-time inflation and PPP), Risk (market fragility), and GeoQuant (geopolitical risk), that foundation becomes a practical, multi‑lens view of markets—proprietary, and purpose‑built to anticipate what may come next.
Institutional Behavior
Powered by aggregated and anonymized information from our vast custodial dataset, our behavioral suite of indicators lays out portfolio positioning and patterns in investor flows across and within asset classes.
demand and positioning across countries, sectors, currencies, bond markets, and the yield curve.
high-level institutional allocations across equities, bonds, and cash.
synthesizes the pattern of investor demand across different risk trades to identify revealed sentiment.
deep dives into how investors hedge currency risk across domiciles and asset classes.
Why it matters:
Flows exhibit persistence and price impact, which can enable them to be predictive of future returns, while holdings and hedge ratios flag crowded trades and amplify flow signals. Multifactor syntheses like the BRS reveal the broad-based picture of sentiment gleaned from patterns of flows across risky vs safe haven assets.
Flows exhibit persistence and price impact, which can enable them to be predictive of future returns, while holdings and hedge ratios flag crowded trades and amplify flow signals. Multifactor syntheses like the BRS reveal the broad-based picture of sentiment gleaned from patterns of flows across risky vs safe haven assets.
MediaStats
Our media analytics quantify central bank tone, market narratives, and sentiment intensity across asset classes using a large, curated universe of digital sources.
Hawkish versus dovish tone tracking to contextualize policy paths and surprises.
A structured view of evolving market themes—how stories cluster, spread, and shift—so you can tell when the narrative is turning and how much it’s driving markets.
Cross asset scores that capture direction and strength (including disagreement/dispersion) for currencies and equities.
Why it matters: Policy language and narrative momentum can move markets before fundamentals show up in prices—these indicators help you spot that inflection.
PriceStats®
Captures inflation dynamics and PPP signals using millions of online prices across over 20 countries, giving a more current read than traditional releases.
High frequency inflation trends that complement official data, helping you anticipate policy and growth implications.
Currency valuation context grounded in relative price levels across countries.
Why it matters: Inflation and relative prices shape rates, FX, and risk premia; fresher reads give you an earlier line of sight.
GeoQuant
Daily country level political risk that blends structural data with media-based signals—built to quantify how geopolitics may propagate through markets.
Why it matters: Shocks don’t respect asset class lines; a disciplined measure of political risk helps you size exposures and scenario plan.
About our partnerships
Risk Indicators
Distills complex, multivariate patterns into interpretable signals of stress, fragility, and drawdown risk.
How tightly coupled markets have become—higher absorption means fragility and greater contagion potential.
A price based measure of “joint unusualness” that flags volatility spikes and correlation breakdowns—conditions where risk premia tend to underperform.
Why it matters: Regimes change the payoff to almost every strategy; these indicators help you diagnose the state you’re in—and when it’s shifting.
Coverage, Frequency, and Methodology
Breadth
Multi‑asset and global—equities, currencies, sovereigns, corporates, mortgages; countries, sectors, styles; cash and cross‑border views.
Cadence
Most series publish daily (with short lags).
Construction
Anonymized, aggregated inputs; empirical benchmarking; smoothing and kernel methods where appropriate to preserve confidentiality while retaining signal.
Other specialized series
We surface the most decision‑useful ones here, and also make more bespoke-cuts available for download.
Learn about what Insights can do for you
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1.Peter L. Bernstein Award for Best Article in an Institutional Investor Journal in 2013; Doriot Award for Best Private Equity Research Paper in 2022; Bernstein-Fabozzi/Jacobs-Levy Award for Outstanding Article in the Journal of Portfolio Management in 2006, 2009, 2011, 2013 (2), 2014, 2015, 2016, 2021; Roger F. Murray First Prize for Research Presented at the Q Group Conference in 2012 and 2021; Graham & Dodd Scroll Award for article in the Financial Analysts Journal in 2002 and 2010.