It’s good to be the US Stock market. You know, with those two trillion dollar companies and all, its as if it can do no wrong, slowly pacing ahead month after month (its 5th straight month of gains and new all time highs in August). We talked a bit about how hedge funds don’t really […]
Category: Macro Commentary
06
Sep
2018
12
Jul
2018
Are Tariffs a Black Swan?
Some markets like stocks and currencies are treating the tariffs as rather binary events to be immediately bought or sold en masse, other markets like soybeans and metals seem to be letting it create a new market environment with different long-term price levels.
16
Feb
2018
Why did XIV Implode?
Ironically, the popularity of these products significantly increased the probability of their own demise. These products, and others like them, provided a simple vehicle for betting against volatility.
07
Feb
2018
VIX Traders see Feb returns from +30% to -95%
Here is our completely unofficial listing of several volatility trading firms, via both VIX and index options, and how they have fared thus far in February – with the very big disclaimer that these aren’t official numbers from the managers
25
Jan
2018
American (Automated) Gods
What makes Amazon’s grocery stores different from any other store? No standing in line at check out. But in true follower of the American god fashion, Amazon lovers are willing to stand in line for a store that doesn’t have lines….
22
Jan
2018
Why Crypto is so Popular
Checking your Coinbase app and seeing your brilliance rewarded hour after hour. Imagine if every time you looked in your real wallet, there were more dollars in there. How long would it take you to look again, and again, and again?
12
Jan
2018
Managed Futures / Global Macro 2017 Strategy Review
To see how these managers, as well as the other types – everyone from energy traders to short term players, downloaded our Managed Futures / Global Macro 2017 Strategy Review!
07
Dec
2017
Nobody rings a bell at key turning points
Leave it to macro and managed futures to underperform right when everyone was looking at them in 2009, and crush it when everyone’s given up on them in 2018.
30
Nov
2017
The Dying Power of PetroCurrencies
While the correlation between the greenback and crude oil is increasing, the U.S. dollar’s role in the pricing of Crude Oil is quite a fascinating story. John Curran wrote about it in Barron’s:
08
Nov
2017
VIX & Volatility Trading and Investing Resources
If you follow our blog closely, you know we have a thing or two or twelve to say about VIX and volatility investing. We even put some of that information together into an easily digestible whitepaper. But that still didn’t cover it all. In light of the VIX and volatility investing hype, here’s every article […]
