Asset allocation, inflation prospects, early retirement, the invasion of Ukraine – it’s an eclectic range of subjects that Fathom’s readers have been clicking on in the last few weeks. Here we’ve put together a recap of Fathom’s Top 10 research pieces for 2022 Q1, based on the level of engagement from our clients.

Macro FROGcasting and portfolio construction

“Incorporating macro forecasting into the process of building an asset portfolio can be a profitable endeavour… the Fathom Risk-Off Gauge (FROG) provides a probabilistic assessment of whether the market is in a risk-on or -off phase… [and our] FROG-based portfolio outperforms… a balanced, fixed-weight benchmark… by providing the optimiser with more realistic and accurate, regime-dependent estimates of risks and returns.”

Andrea Zazzarelli, Dimos Andronoudis, 3 February 2022

[Please click below to read the full note.]