The Derivative.: White Papers

09 May 2019

Quants, Algos, and AI

A recent graphic by Tractica shows that over $7.5 Billion dollars is forecasted to be spent on Algorithmic trading strategy improvement via AI in the next 10 years. Wow! That’s a lot of quants in the world’s payroll. What exactly is a quant?  How do algorithms (algos) fit in? And what does Artificial Intelligence have […]

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23 Jan 2019

Managed Futures/Global Macro 2018 Strategy Review

Download our Managed Futures/Global Macro 2018 Strategy Review Today! An over-extended counter attack. Weakness on your flank. The opportunity to push through the center and secure the higher ground. A general has to observe the entire field of battle when designing what strategy will not only win the current battle, but also serve them best […]

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18 Dec 2018

Are we in a new (higher) VIX regime?

Orange is the new black. Different is the new normal. Is 20 VIX the new 15 VIX? That’s the question put forward by Bloomberg in their recent piece titled: “Battered and Bruised, Wall Street Makes Peace With Volatility”, where they have some juicy lines like: Markets are “beginning to accept a shift in the volatility […]

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