Category Archives: Uncategorized

The Menu Of Quant Trading And Investing Strategies

Posted on October 2, 2018 by macromon

Excellent synopsis from Bloomberg’s,  Your Guide to the Many Flavors of Quant Investing, of the various quant trading and investment strategies. Factor investing You like Indian food and Thai food, so maybe you like all spicy foods. HOW IT’S DONE: … Continue reading →

Posted in Qunat Strategies, Uncategorized | Tagged , | Leave a comment

Crude Reality For Emerging Markets

Posted on October 2, 2018 by macromon

This chart comes to us via the “Polish Swish,” known for his nuttin’ but net baseline jumper.  It illustrates the local pain of rising oil prices in a few selected emerging markets. Crude oil is priced in dollars, and countries … Continue reading →

Posted in Crude Oil, Currency, Emerging Markets, Uncategorized | Tagged , , | 6 Comments

Get Shorty, Got Shorty, Still Shorty In 10-Year Notes

Posted on October 1, 2018 by macromon

Interesting chart from Bloomberg on the growing record short position by specs in 10-year note futures.  Surprisingly,  there has been no meaningful squeeze in the 10-year during 2018, even with the massive equity volatility shock in early February. In fact,  … Continue reading →

Posted in Bonds, Sovereign Debt, Uncategorized | Tagged | 6 Comments

NAFTA Gets The Shafta

Posted on October 1, 2018 by macromon

Scratch NAFTA and welcome in the United States-Mexico-Canada Agreement. The Best Deal In History Once again, sure to be spun as the “greatest trade deal in the history of the world,”  by both sides, for that matter,  but will not … Continue reading →

Posted in Trade War, Uncategorized | 4 Comments

German 10-year At 47 bps As Inflation Prints 2.3 Percent

Posted on September 30, 2018 by macromon

Really efficient markets, no?   The Germans  ECB loves a real 10-year negative carry. This is absurd and tantamount to confiscating the savings of hard working Germans.  Only going to add to the country’s already rising political tensions. As Holger notes, … Continue reading →

Posted in Bonds, Germany, Interest Rates, Sovereign Debt, Uncategorized | Tagged , | 5 Comments

Month In Review – September

Posted on September 30, 2018 by macromon

Summary Q3 saw major carnage in the emerging markets with Argentina, Turkey, and India’s currency taking major hits Big blowout in 10-year yields, though Turkish bonds rallied came in over 350 bps in September The S&P was flat up 0.50 percent … Continue reading →

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Sector ETF Performance – September 28

Posted on September 30, 2018 by macromon
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Global Risk Monitor – September 28

Posted on September 30, 2018 by macromon
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Rising Oil Prices And Midterm Elections

Posted on September 25, 2018 by macromon

The price of crude oil is up 36 percent since President Trump took office, squeezing the consumer at the pump and offsetting most of the personal net income gains from the tax cuts. The rise in gas prices has cannibalized … Continue reading →

Posted in Crude Oil, Cyprus, Politics, Uncategorized | Tagged , | 5 Comments

The Gathering Storm In The Treasury Market 2.0

Posted on September 24, 2018 by macromon

Here it is, folks,  the final product. It is a beast.  One famous blogger said of it, “This post is so big, you can see it from space.” We hope you take the time to give it a thorough read.  … Continue reading →

Posted in Bonds, Emerging Markets, Fiscal Policy, Inflation/Deflation, Interest Rates, Uncategorized | Tagged , , , | 43 Comments