AI FRA Forecast


Bullish Case: Recent infrastructure investments and a demand for floating rates amid inflation concerns suggest a potential uptick in FRA prices. Historical return surfaces indicate a tendency for modest gains over short holding periods.


Bearish Case: Broader economic concerns, including potential interest rate hikes and a flattening yield curve, pose significant risks for FRA. The historical data's limited upside reinforces the potential for continued flat performance.


Potential Outcomes:

1. Infrastructure investment drives an increase in FRA (40%).

2. Status quo with low returns persists (35%).

3. Economic downturn leads to declines (25%). Historical patterns show limited variability in returns.


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September 08, 2024


Blackrock Floating Rate Income Strategies Forecast

FRA      Blackrock Floating Rate Income Strategies











Correlated Assets

Assets that tend to move strongly with FRA



BCS Forecast + Options Trading Strategies   BCS  Barclays (0.9)


PRU Forecast + Options Trading Strategies   PRU  Prudential Financial (0.9)


GM Forecast + Options Trading Strategies   GM  General Motors (0.89)


OCGN Forecast + Options Trading Strategies   OCGN  Ocugen (0.89)


OC Forecast + Options Trading Strategies   OC  Owens Corning (0.89)



Uncorrelated Assets

Assets with little price relationship to FRA



FIZZ Forecast + Options Trading Strategies   FIZZ  National Beverage (0.0)


RIO Forecast + Options Trading Strategies   RIO  Rio Tinto (-0.0)


CIVI Forecast + Options Trading Strategies   CIVI  Civitas Resources Inc New (0.0)


BAX Forecast + Options Trading Strategies   BAX  Baxter International (0.0)


CAH Forecast + Options Trading Strategies   CAH  Cardinal Health (-0.01)



Anticorrelated Assets

Assets that tend to move strongly against FRA



VIXY Forecast + Options Trading Strategies   VIXY  ProShares VIX Short-Term Futures (-0.83)


FUBO Forecast + Options Trading Strategies   FUBO  fuboTV (-0.83)


SRTY Forecast + Options Trading Strategies   SRTY  ProShares UltraPro Short Russell2000 (-0.84)


SPXS Forecast + Options Trading Strategies   SPXS  Direxion Daily S&P 500 Bear 3X Shares (-0.85)


SH Forecast + Options Trading Strategies   SH  ProShares Short S&P500 (-0.85)





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