Insights

Title
Date
About
Bond volatility is declining. What are the implications?
29/09/2020
Bond volatility is declining. What are the implications? Developing and assessing a tail risk hedge. What are attractive characteristics?
Does the Fed's change matter?
30/08/2020
Two unrelated events in August may have significance for markets and monetary policy in the future.
Rising gold is getting bubbly
30/07/2020
What does the rise in gold mean? Why are "hit rates" and "skew" important?
3 year redux
29/06/2020
Reflections on the last 3 years and value of managing risk
Volatility is subsiding
30/05/2020
Volatility is subsiding but risks to long term financial stability are rising
Distancing and free money sparks equity rally
29/04/2020
Equity bounce plus why managing vol of vol is helpful for limiting drawdowns
Peak uncertainty?
30/03/2020
Does peak infections mean peak uncertainty?
SARs no template for COVID
28/02/2020
Equities hit records despite unique pandemic risks
Coronavirus emerges
30/01/2020
Bad news emerges from China
2019: mid cycle slowdown
30/12/2019
The US Fed engineered a banner year and decade for investors
Is the trade deal priced in?
29/11/2019
The widely publicised trade deal should be embedded into expectations
Yield curve inversion
30/10/2019
Is the mid cycle slowdown over?
Bond yield reversal
29/09/2019
Has recession risk faded?