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US labor soft, but no acute stress
Labor market softness deepens
China’s market disconnect
Market trends
Climate Transition Euro Corporate Bond Beta Strategy
CAD, NOK poised to outperform
Long-Term Asset Class Forecasts: Q3 2025
Big Beautiful Bill brings tax clarity
Consistency as a compass in developed market equities
Q3 2025 Credit Research Outlook
Quality’s role amid equity market uncertainty
Why investors should continue to climb the wall of worry
What happens with a less transparent Fed?
Navigate the market with State Street ETFs Chart Pack
Internal succession planning: 5 key steps
Market Forecasts: Q3 2025
Geopolitical tensions remain elevated
The One Question Series: You Ask. We Answer.
Why the AI CapEx cycle may have more staying power than you think
The Top 5 Themes for the US Market in 2026
The US Dollar Free Lunch Is Over. What Now? NOK investors
Oil retreat supports contained inflation outlook
AI leaders reshape the EM investment story
Climate Transition U.S. Corporate Bond Beta Strategy
Six investment trends the summer has revealed
Equities back to overweight
The path ahead for GCC equities
AI meets accountability
Japan’s “Truss Shock": A market scare, but not a systemic crisis
Tactical shift favors USD
Eurozone signals caution on June rate hike
Indexed Fixed Income: Targeting Precise and Reliable Outcomes
Sustainable Investing: 5 Key Questions Asset Owners Ask
The Rise of Sukuk from Shariah Roots to Global Opportunity
Japan: Weighing the equity landscape
Geopolitics at the center of financial markets
The case for emerging markets small-cap equity
Emerging market debt outlook: Enduring strength
Return expectations from the Global Market Portfolio
PriceStats Analysis
The US Dollar Free Lunch Is Over. What Now? SEK Investors
US consumers strong but uneven
US inflation surprises but signals unclear
Why every institutional investor should use a TAA implementation
The transition of power at the Federal Reserve
Integrating climate risks & opportunities into Systematic Active Fixed Income strategies
How is AI reshaping emerging market equity opportunities?
Prefer longer-duration bonds
Why have convertible bonds outperformed equities in 2025?
Unlocking opportunity in the leveraged loan market
A stronger emerging markets rally will need a new era of reforms
High yield case study: how an index allocation can complement an active manager lineup
How the Iran War could impact Australia’s infrastructure
Monthly Cash Review – GBP
Featured Insights
Equities favored as outlook brightens
Fundamentals favor the US
Forward with focus
US macro data stronger than expected
The Markets
Closing time: How passive investing is reshaping equity market microstructure
Q2 Investment Outlook
Our Annual Task Force on Climate-related Financial Disclosures (TCFD) Report is Here
Monthly Cash Review: August 2025 (USD)
India IT adapts to the AI shift
Iran risks support JPY; USD softens
Long-Term Asset Class Forecasts: Q1 2026
Eurozone sovereigns: Selective immunity from the post-pandemic fiscal strain
Fed dissent signals policy shift ahead
USD to stabilize; JPY unresponsive to BoJ
Trimming risk, staying constructive
Canada at a crossroads
Reducing underweight in US Agg
Fixed Income Outlook 2026
Supreme Court IEEPA tariff decision could raise market risk
US inflation data supports Fed rate cut outlook
Are rate cuts off the table in Australia?
Iran war: Energy normalization drifts further away
Q4 2025 Credit Research Outlook
Equity Market Outlook 2026
The US Dollar Free Lunch Is Over. What Now? GBP Investors
Impact Investing vs. Sustainable Outcome Investing
How AI is reshaping emerging markets equities
The US Dollar Free Lunch Is Over. What Now? EUR Investors – Dutch Perspective
US labor data sends mixed signals
US inflation may be nearing its peak
Why the global macro data crisis is everyone’s problem
Real assets: diversification through conflict
Returns triple boost powers local emerging market debt outperformance
Deconstructing equity returns: Insights for a new rate cycle
Six Grey Swans that could move markets in 2026
Saudi Arabian bonds: the case beyond the conflict
US small-caps in focus
Fed on hold, but for how long?
Systematic High Quality Corporate Fixed Income: Q3 2025 Commentary
Emerging Market Debt Commentary: May 2026
Private credit dispersion: Rising stress, not systemic disruption
Safe havens reimagined: Saudi bonds surge as Treasurys falter
2025 markets rally through turbulence
Building resilience with private CRE
Tokenized money market funds (MMFs): Revolutionizing liquidity management
Global High Yield – 2025 in Review and 2026 Outlook
Fed holds steady amid rising labor concerns
Investing in real assets with ETFs
Dissecting equity momentum
What has happened to the great rotation?
Consistency as a compass in emerging market equities
US labor strength delays Fed rate cuts
Markets shift to selectivity phase
Tokenization of assets: How it’s reshaping finance and markets
MPFL Section 172 Statement
An enhanced approach to broad Emerging Markets equity exposure
Emerging Market Debt Commentary: October 2025
US retail sales and confidence weaken
Why we don’t trade headlines: Systematic investors rely on core risk controls
US tariffs: Sector risks and legal challenges ahead?
The income squeeze: How market concentration is reshaping equity returns
Three surprises for 2026: The curse of consensus in a market built on uncertainty
Bitcoin volatility and liquidity: Key trends for investors
The Gulf shock: Energy supply, markets, and macro spillovers
US labor market softens, Fed rate cut likely in December
Support levels in sovereign debt markets
2026 Credit Research Outlook
Investing in the intelligence economy: AI opportunities across global sectors
The yield curve's message for equity markets
“Sanaenomics”: A Truss or a Meloni moment?
US–China trade truce holds, but for how long?
Global High Yield Update—Q1 2026
Elections
Emerging Market Debt Commentary: Q1 2026
Europe services slowdown deepens growth concerns
SAFI turns 2: Delivering consistent alpha, controlled risk
Greenland’s geopolitical storm: What may be next for allies, markets, and investors
Brace for a volatile summer
Hawkish Fed supports USD
Risk-on is back, higher volatility stocks rebound
Diversification in focus: JP Morgan announces changes to EMD benchmarks
US equities: Euphoria, fragility, and the search for clarity
Equity duration matters, but earnings decide
Mega-cap IPOs: Implications for institutional investors and index managers
Energy‑led risks under watch
US inflation mixed, labor data worsens
Waiting for the small-cap resurgence
The investor’s guide to digital assets
How EMEA-based insurers are approaching nature-related investing
Cyclical sectors regain leadership: Financials and Industrials drive momentum
Democratizing Private Markets: Strategic Insights and the Path Forward
How AI is transforming investment management: State Street’s strategic approach
Sustainability Data Governance and Oversight in Asset Management
Strategies for financial advisor succession planning
The rise of the Core-Satellite approach in fixed income portfolio construction
Why Asia may be the biggest winner of the global AI boom
July rate cut unlikely
Long-Term Asset Class Forecasts: Q2 2025
Hawkish Fed signals drive market caution
Nature as an asset: the relevance of biodiversity for investors
Leveraged Loans at State Street Investment Management
The evolution and future of fixed income
Long-Term Asset Class Forecasts: Q4 2025
Sector Market Perspectives: Q3 2026
European Aristocrat Strategies
Strategic Asset Allocation with Alternative Investments: An Integrated Approach
Growth holds but inflation risks reshape outlook
The US Dollar Free Lunch Is Over. What Now? USD investors
Fed shift hits USD
How is the GCC positioned for the global AI race?
The changing makeup of the Global Market Portfolio
Bank Deposits Versus Money Market Funds
Why various market risk metrics tell different stories
How to invest in crypto without buying crypto
Emerging market debt: Why it belongs in your investment portfolio
Euro, yen gain as dollar weakens
What if investors get bored of AI?
Venezuela after Maduro: Oil, global power, and the ripple effects for markets
Alternatives Outlook 2026
A new era of monetary and fiscal policy or back to the future? What investors should know
Emerging market debt: Enduring strength outlook holds
The power of information ratio (IR) in active management
We raise our global growth forecast
What could revive 2026 Fed cut prospects?
US consumer buffer continues to thin
Emerging Market Debt Commentary: January 2026
Markets tend to shake off geopolitical shocks
Investment trends among sovereign wealth funds
Get ahead of the Fed: Financials may get a boost from rate cuts
How to value bitcoin: Valuation frameworks for investors
The case for Saudi Enhanced Equity exposure
Capturing opportunity as the equity landscape evolves
Systematic Active Fixed Income: A Modern Approach to Fixed Income Investing
Equities remain our top preference
Hawkish Words, Dovish Moves
Fed cuts rates again, December move uncertain
Gold takes center stage
Why are Public Pension Funds re-thinking allocations?
US government layoffs raise labor market risks
Nature and biodiversity data: types and uses for investors
Real assets insights: Q1 2026
Navigating the concentration conundrum: A Core-Satellite approach to active equity investing
Hedging China bond exposures: strategic considerations
Emerging Market Debt Commentary: Q3 2025
Markets still view Fed independence as intact—here’s why
The future of fixed income: From income to engineered outcomes
Considerations for a long-dated US Treasury exposure
Fed rate cuts spark US housing revival
PCE inflation steady but elevated
The case for active dividends
Monthly Cash Review – EUR
The US Dollar Free Lunch Is Over. What Now? CHF Investors
No Letup in Capital Expenditures
The whole truth behind the Fed’s rate cuts
What the US government shutdown means for markets and the economy
US labor market signals persistent softness
War or peace: Energy, inflation, Europe
Asset Tokenization in Capital Markets
Central banks hold, but tensions drive risk
Identifying Sustainable Outcome Investments
The future of crypto: Why smart investors are backing the ecosystem
Optimizing your emerging markets equity portfolio
Powell hints at rate cuts at Jackson Hole
GCC countries and India: A new era of economic collaboration
From Turbulence to Soft Landing? Allocating to US Equities Beyond Mag-7
Aligning emerging market equity allocations with growth and dollar cycles
Thriving through turbulence: European small-caps surge
Market Forecasts: Q1 2026
Emerging market debt: Why index choice matters
India government bonds get a glow-up
Fixed income ETF fact v fiction
Improving fixed income portfolio resilience with leveraged loans
Rising yields reshape markets
What’s New in Multi-Asset Investing? A Q&A with Alexander Rudin, Ph.D.
What does the divergence in US soft and hard data mean?
Macroeconomic Outlook 2026
Global growth under pressure from energy risks
Small caps gain amid resilient US growth
The Gulf's capital transformation
Trim equities, add duration
US payrolls data feels like fake resilience
Short shocks, longer echoes
Raising the wealth management bar for Gen X women
India loses EM share as AI trade surges
A Core Fixed Income Solution: Outperforming the Agg, But with Minimal TEV
The case for collateralised loan obligations for European investors
Considerations for non-US investors: US-domiciled ETFs vs. Irish-domiciled UCITS ETFs
Emerging Market Debt Commentary: February 2026
Why elevated risk may favour the energy equity sector
Markets reprice, earnings endure
What to Know About the Dutch Pension Reform
Iran conflict overshadows mixed global data
Global alternatives, local ambition: How SWFs, regulation, and integration are shaping GCC private markets
Growth takes lead in FX markets
India in 2025: A tale of contrasting risk perception?
Crisis conditions favor USD
Fed set for January hold
The new era of income investing
What’s driving the surge in global interest rates?
Why bitcoin institutional demand is on the rise
GENIUS Act explained: What it means for crypto and digital assets
Understanding markets in the new world order: A geopolitical framework for investors
A smarter core: An Enhanced approach to optimizing equity portfolios
Emerging Market Debt Commentary: November 2025
US industry shows signs of revival
Market Forecasts: Q2 2026
Rebalancing toward US Agg
Long-Term Asset Class Forecasts: Q2 2026
Q2 2025 SAFI commentary
The economics of AI-driven productivity
How to invest in AI
Quality continues to offer investors an opportunity in US equities
Systematic High Quality Corporate Fixed Income: Q1 2026 commentary
US government shutdown update: Risks emerge
Market Forecasts: Q4 2025
Why invest in actively managed ETFs?
Global markets tilt toward AI
Capital Adequacy Disclosures
Middle East conflict: Is an end in sight by April?
Markets hold steady amid global tensions
US labor data raises fresh questions again
Housing hurts as high rates weigh on demand
Inflation shocks test global economic resilience
US rate cut likely despite growing doubts
Global High Yield Update: Q3 2025
More gleam for gold in the Global Market Portfolio
Grey Swans 2026
The US Dollar Free Lunch Is Over. What Now? EUR investors
Emerging market debt outlook: The return of ‘Goldilocks’
Are yields entering a new phase?
Time not timing: The case for long-term investing
US small-caps: primed for potential upside
Mapping the sustainable investing spectrum of capital
2025 European Wealth Manager Survey
Why It’s Time for China Equity to Go Solo
US real GDP cools sharply in Q4 2025
Fixed income scenarios for the current market environment
Digital assets: The next frontier for markets and investors
USD rebounds to neutral
Constructive outlook on commodities
Investing in digital assets: Educational resources for investors
How fixed income can (still) provide an anchor to windward
Equities overweight edges higher
Understanding Money Market Funds
US exceptionalism: Fading force or enduring edge?
UK politics: Continuity priced in, risks simmer
Global Shariah equities: Quality investment for the future
Beyond AI: The broadening of equity market leadership
Emerging Market Debt Commentary: Q4 2025
History rhymes again
Emerging Market Debt Market Commentary: Q2 2026
February payroll shock flags AI job loss risk
No real joy in the UK Budget
US inflation supports September rate cut
Weak US jobs data likely seals September rate cut
A new agenda for sustainable investing research: A Q&A
Uncommon Sense
Implementation alpha across the fixed income spectrum
Hungary’s election: Risks, premia, and market pricing
Emerging Market Debt Commentary: April 2026
Should you be worried about Fed independence?
Global High Yield Update—Q2 2025
Market pricing of UK growth is too optimistic
Emerging Market Debt Commentary: July 2025
Actively managed ETFs: A new chapter for global investors
Private US multifamily real estate looks attractive
Emerging Market Equities Outlook Q1 2026
EMEA asset owners turn to nature-linked bonds for positive outcomes and returns
How to Position for Geopolitical Shocks During Trump 2.0
Global Market Portfolio 2025
Iran war: Risk on, energy off
Emerging Market Debt Market Commentary: Q2 2025
An advanced perspective on securities lending
Forward with focus: Implementation Guide
What’s on the horizon for digital assets?
Sustainability in LDI
Navigating rising market concentration with Enhanced strategies
Iran war complicates global policy outlook
Why were funds so short
SSGAL Section 172 Statement
Nature and biodiversity: investor objectives for risk and opportunity
US labor data improve but risks remain ahead
How gold hedges policy uncertainty when Fed leadership changes
NOK shows promise, CAD faces pressure
Japan is back, and how!
Mixed data does not preclude rate cuts
Emerging Market Debt Commentary: August 2025
Core-Satellite Fixed Income: Evolving from concept to practice
What is the Global Market Portfolio?
Why investors should reconsider APAC weight