We’re joined by option guru and author of ‘The Second Leg Down’ in this episode to talk through the real-time test of market crashes and volatility dynamics we’ve witnessed since February. Is our guest’s theory on volatility sequencing proving its worth in this environment of bigger VIX spikes, oil going negative, and retail trader flow? […]
Category: Managed Futures
21
Sep
2020
Nowhere to run… Nowhere to hide
September has been rather nasty (so far) not just in equities, but across the various asset classes purporting to provide diversification from such down turns. After today’s sell off, the S&P 500 is down around -9% for the month. Gold is off about -3%, Commodities down about -5%, and bonds and TIPS are likewise slightly […]
17
Sep
2020
A Professor, Prop Trader, & Risk Manager Walk Into a Bar, with Victor Canto
The “bar” we walk into in this episode is one that specializes in blending the unique flavors of beta and alpha, and our mixologists are Victor Canto, Chief Economist of Cadhina & Co, and Donn Stobierski & Jim Kleinops, the Founders and Managing Members at Black Bear Capital Advisors joining us to talk about convexity […]
15
Sep
2020
Election Volatility is Here and Most Intense Than Ever
October is a historically volatile month (see Oct 08, Oct 87), and the VIX tends to peak in the month, “jumping to [a level of] more than 21… on average over the past 30 years” (CNBC), where we even get the so called October effect or Mark Twain effect. And this October is a particularly […]
10
Sep
2020
Market Up/Vol Up, Market Down/Vol Down…WTF Episode
So – what’s happening in the wide world of volatility? The market moved to new all time highs and the VIX actually went UP. The market then mini-crashed lower and VIX barely budged? WTF indeed? Is it Robinhood traders? It is market makers? Is it sustainable? To break it down we’re doing another of our […]
03
Sep
2020
Canadian Commodities and Building Business with Tim Pickering of Auspice Capital Advisors
In today’s episode we’re pushing the boundaries of traditional alternative investments and getting into oil trading, trend following, and taking risks (both in business & with your strategy) with Lead Portfolio Manager and CIO at Auspice Capital Advisors, Tim Pickering. From trading shell oil to striking out on his own – Tim’s expansive experience in […]
01
Sep
2020
Asset Class Scoreboard: August 2020
July to August was probably the least movement across that board that we’ve seen so far in 2020. U.S. stocks continue to top the board month over month, as well as U.S. real estate and commodities continuing to trail in the red. Are commodities going to be able to move out of double digit red […]
28
Aug
2020
Futures are Hard – Hurricane Edition
Who doesn’t love a good hurricane. The slow moving train wrecks rotating on our screens draw people like moths to a flame, or as our own Jeff Malec put it: I read his posts like Newman taking down a bag of raisinettes during hurricane season — Jeff Malec (@AttainCap2) August 26, 2020 Thank goodness for […]
27
Aug
2020
Straddles, SVXY, and (Gamma) Scalping with Logica’s Mike Green
With a Top Gun-like bio of working with billionaires and big hedge funds, Michael Green is one of the top prospects in the alternative investment game. BUT, all we hear him talking about these days is his passive thesis, to the point where he jokes – that may end up on his tombstone one day. […]
18
Aug
2020
Rocks and Risk
Jeff Malec here. The family and I moved our work from home to remote site work from home for a bit here in August, driving out to Colorado and Utah to get some outdoor time in the afternoons while working in the mornings. One of the afternoon adventures was rock climbing in Ouray, CO (as […]
