Gutter delivers original equity and fixed-income research to professional investors — structured around data tables, verifiable assumptions, and clearly stated conviction.
Initiating-coverage reports, quarterly update notes, and data exports in XLSX. Models include three scenarios, sensitivity tables, and explicit catalyst tracking.
BoC policy analysis, yield-curve positioning, and investment-grade credit research. Weekly macro note with key releases, positioning, and trade rationale.
Every report publishes an accompanying XLSX or CSV. Coverage universe valuation tables, sector performance, macro releases, and model assumptions — all downloadable.
A 20-position model portfolio updated in real time, with entry/exit prices, position sizes, attribution by sector, and a YTD performance table against TSX and S&P benchmarks.
Delivered Monday morning. Covers the week's data calendar, positioning implications, and one longer-form analytical piece. Written for fixed-income and multi-asset allocators.
REST API delivering all published tables in JSON on a publication-event basis. Custom field mapping, webhook support, and a dedicated account contact for enterprise clients.