SOM Macro Strategies was founded by former Goldman Sachs strategist Alan Brazil after leaving the firm  to independently publish his State Of the Market (SOM) reports. The SOM reports reflects the results of fundamental economic analysis of macro themes that are likely to reprice across asset types and markets. This framework helps to identify strategies that provide investors with asymmetric returns with high expected Sharpe ratios.

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Recent publications by SOM Macro Strategies

The Case For Residential Mortgage REITs

( 2 mins read ) Press play to listen Step 1: Macro Theme: The Case For Residential Mortgage REITs– Residential mortgage REITs are cheap because they represent buying Resi assets at distressed levels at a discount Step 2: Fundamental Economic Framework –  Sell-off in residential mortgage REITs have followed the sell-off in the entire mREIT

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It Will Be A U-Shaped Economic Recovery Not A V-Shaped One

( 19 mins read ) Press play to listen My baseline view is that markets are much too optimistic about the recovery of the US and world economies. Of course, there is a reason for optimism; the infection trajectory in the US is looking better, as shown in Figure 1 on the left below. According

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Update On Strategies For The Coronavirus World

( 15 mins read ) Press play to listen Hi. I hope all of you and your families are well and have found something to binge-watch. Well, I was going to send this piece out a few days ago, but every time I was ready to send it, another academic study on the virus came

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-Hola, estás desocupado?
-Si, perdí el empleo la semana pasada
-Buscó trabajo activamente?
-No, si estoy en cuarentena!!!
-Gracias señor, usted no es PEA

In the wake of Shinzo Abe's resignation, join us to discuss 'The Iconoclast: Shinzo Abe and the New Japan' with Tobias Harris (@observingjapan) and Emma Chanlett-Avery (@emmachanlettave) http://ow.ly/spRW50Bzk51

Mañana se conocera otra secuela de la pandemia: el desempleo. No seria menor a 15%. En CABA segun la Direc. de Estadisticas local: 14,7%, con 221 mil desocupados y 63 mil personas sin ingresos. Aunque ese dato es de ellos, y no siempre coincide con INDEC

Mi entrevista con BBC News Mundo - Coronavirus en América Latina | "Ya está empezando una segunda ola de estallido social": entrevista a María Victoria Murillo https://www.bbc.com/mundo/noticias-america-latina-54244590

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