Yearly Archives: 2020

The New Quant Strategy

Posted on January 13, 2020 by macromon

Probably the most important thing I’ve ever done. @SinclairEuan @Barton_options @bennpeifert @LJKawa @iv_technicals @SqueezeMetrics @vixologist @AnodyneCode @dynamicvol @VolatilityWiz @pat_hennessy @ReformedTrader @VolCurve pic.twitter.com/sQwkfRgmDi — Jay Soloff (@jsoloff) January 13, 2020

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U.S. Treasury Borrowing & QE Forever

Posted on January 13, 2020 by macromon

The U.S. Treasury recently released the December monthly statement, which put us to work crunching the data.  Note the Treasury is on an October-September fiscal year.  We are using calendar years in our analysis. Federal Borrowing From The Public The … Continue reading →

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Inflation, Minimum Wages, Suicide, & Karl Marx

Posted on January 9, 2020 by macromon

Is the rise of the global populism the result of a mismeasurement of inflation? “Look around the world, I see small revolutions everywhere, in France with the gilets jaunes, Brexit in the UK, the election of Trump. I see a … Continue reading →

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COOLEST TECH at CES 2020

Posted on January 9, 2020 by macromon
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QOTD: War And Truth

Posted on January 7, 2020 by macromon

QOTD – Quote of the Day In war, truth is the first casualty. – Aeschylus

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U.S. Troop Levels In Iraq

Posted on January 7, 2020 by macromon

Great graphic from Stratfor, who, BTW, is running a great subscription deal.  You’re gonna need some good geopolitical analysis in 2020.  That we can be certain.  See here. It seems like Mr. Market is the only one who didn’t see … Continue reading →

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U.S. Trade Deficit Shrinking And It’s All China

Posted on January 7, 2020 by macromon

  JANUARY 7, 2020 — The U.S. Census Bureau and the U.S. Bureau of Economic Analysis announced today that the goods and services deficit was $43.1 billion in November, down $3.9 billion from $46.9 billion in October, revised November exports … Continue reading →

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The Best Gear & Gadgets From CES Unveiled 2020

Posted on January 6, 2020 by macromon
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COTD: China’s Social Credit Score System

Posted on January 6, 2020 by macromon

COTD:  Chart of the Day Background: The Social Credit System (Chinese: 社会信用体系; pinyin: shèhuì xìnyòng tǐxì) is a national reputation system being developed by the Chinese government. The program initiated regional trials in 2009, before launching a national pilot with eight credit scoring firms in 2014. In 2018, these … Continue reading →

Posted in China, Uncategorized | Tagged , | 2 Comments

Stock Market Returns And Presidents – Beware Of Averaging

Posted on January 5, 2020 by macromon

We have warned about looking at averages (see here), especially with such skewed distributions and how a couple outliers can greatly distort this most common statistical metric. Real Life Macro Economy Example:  2019 Q1:  Average U.S. Household Wealth =  $803.3K … Continue reading →

Posted in Equities, Politics, President Trump, Uncategorized | Tagged , , | 3 Comments