Category: News

24 Oct 2018

Where’s the Non-Correlation?

Those in the alternative investment space have long trumpeted the power of alternative investments (and particularly managed futures) to perform in a stock market crisis (see our evidence of that here and here). There’s no doubting that managed futures have performed during past crisis periods, but as the disclaimer says – past performance is not necessarily […]

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11 Oct 2018

They’re baaacckkk – VIX pops 8mos after Feb 5th

ok Maybe it was the Cat 4 hurricane barreling down on the Florida panhandle which had everyone’s attention, but yesterday’s VIX spike sure didn’t feel like the one that brought people out in body bags back in February.  February 5th saw the Dow fall about 1,200 points, it’s worth point loss in history; while yesterday […]

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03 Oct 2018

Real Estate as a Portfolio Diversifier?

It seems like we’re working our way through the Ritholtz Wealth team’s posts recently, spending a bit of time on Barry’s views on disappearing Hedge Fund Performance, and then reading with interest Ben Carlson’s questioning post recently:  “Is Real Estate a Non Correlated Asset Class?”. Based on the title alone, we were ready to pounce […]

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13 Sep 2018

Hurricanes and Markets

With Hurricane Florence barrling down on the Carolinas as we type this… we rounded up all our past musings on how hurricanes and markets have gotten along in the past. Hang in there Carolinians (is that a thing), we’ll be rooting for you.   HARVEY, IRMA, AND THE FUTURE OF WEATHER VOLATILITY   THE CLIMATE […]

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14 Aug 2018

The huge world of farm subsidies:

We talked a bit ago in our piece “Are Tariffs a Black Swan” about the effect tariffs have had on Soybean prices – causing them to fall about -20% from their levels in the spring, but haven’t had a chance to get back into that debate after Mr. Trump announced a plan to make up […]

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