Blog
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Why Oil Didn’t Go to $300, plus Chinese gold bugs, Copper Squeezes & Uranium Alpha with Josh Blanchfield (Avos Capital)
Jeff Malec sits down with Josh Blanchfield of Avos to trace his path from physics at Harvard, poker pro, and 11 years at Bridgewater (including co-heading the trading desk during…
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Four Straight Days of 2% Moves
Now, we’ve seen four straight days of markets moving +/-2%, adding up to 7 days of 2% moves in 2018!…
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Weekend Reads: CFTC Budget Cuts
The CFTC would receive $249m, $1m less than its current budget and 12% less than the agency had requested.
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What’s wrong with AQR – Part II
Which brings us back to needing to judge performance in relative terms, not just in a vacuum. It’s more than…
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Initial Coin Offerings > Venture Capital?
Think of Kodak’s KodaKCoin, which will use blockchain technology to create an “encrypted, digital ledger of rights ownership” where photographers…
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Why Large Losses (& Gains) come out of Low Vol periods
The rub is… when volatility is so low, across nearly every asset class – systematic trading models tend to put…
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Is the CTA Sky Falling (Again)?
Are CTAs forever skewed towards short volatility strategies, negative skew, and positive S&P correlation? There’s no denying the huge correlation…
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Weekend Reads: The Future of 2018
If commodities are back and you’re getting ready to ride the wave, make sure the undercurrent doesn’t suck your portfolio…
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Gundlach and Paul Tudor Jones say it’s Time to Buy Commodities
If commodities are back and you’re getting ready to ride the wave, make sure the undercurrent doesn’t suck your portfolio…
