This page showcases market commentary, sector notes, and student research designed to sharpen thinking and give members visible output they can point to. It shows that QIN is building a culture around ideas, not just events.
After FY26 guidance was cut to $290-330M, Cochlear fell around 40% in a single session. This note unpacks how weak US referrals, softer consumer sentiment, and reimbursement pressure combined to reset market expectations.
National dwelling values rose 9.9% over the past year, with Perth, Brisbane, and Adelaide leading the move while listed REITs remain well below previous highs. Oliver Lukin breaks down why selectivity, income resilience, and asset quality matter most in the 2026 property outlook.
Adrian Long looks at the ASX 300 consumer discretionary sell-off and where resilience is still showing through. The note separates clear earnings visibility from balance-sheet stress, operational resets, and weaker household-exposed names.
Jakus Nemeth examines the market impact of Hormuz disruption risk, speculative oil positioning, and the different reactions across gold and silver. It is a sharper geopolitical commodities note built around how professionals fade panic versus how markets initially price the shock.
Wilson Raftery breaks down how super funds are actually allocated and why understanding the underlying exposures matters more than most students think. It is a practical explainer designed to make long-term portfolio structure feel clearer and more relevant.
An upcoming fixed income note covering steepening, duration risk, and what a soft-landing scenario means for Australian bond positioning.
A future commodities deep-dive on whether current pricing fully reflects medium-term demand from grid expansion, EV adoption, and infrastructure policy.
A future macro policy note on divergence, capital flows, and valuation sensitivity across domestic equities, duration, and the AUD.
Owns the desk’s special-format notes: deep dives like super and portfolio structure, member education, and other flagship explainers that sit outside a single sector silo.
Covers the consumer complex on the ASX: discretionary, staples-adjacent names, and household-exposed earnings, by separating durable demand from balance-sheet and execution risk.
Focuses on Australian residential, listed property, and REITs: valuation discipline, income resilience, and how rate and migration cycles flow through to asset quality.
Drives finance-sector coverage: banks, insurers, and diversified financials, with emphasis on margins, credit quality, and how policy and funding markets hit listed names.
Covers technology and innovation-led names: competitive moats, revenue durability, and how execution risk shows up when growth expectations reset.
Supports the analyst rotation with drafting, data checks, and cross-desk coordination so each Friday note ships clearly and on time.
Backs the publication with research support and community-facing context, helping align the desk’s coverage calendar with members and the broader alumni network.
Leads energy and renewables coverage: utilities, transition infrastructure, and clean-power themes, framed for how listed names track policy, funding, and demand curves.
Owns macro-commodity moves: oil and metals positioning, supply shocks, and how geopolitical headlines reprice risk before fundamentals catch up.
We are looking for students who want to build visible research output, sharpen market thinking, and contribute to the QIN publication voice.