Category: Macro Commentary

02 Oct 2020
Markets, RCM Alternatives, Asset Class

Asset Class Scoreboard: September 2020

Ouch – after months of rallying classes, September was a rough one (almost a callback to our red wedding in March, but a little better). The September sell-off was all we needed to make nearly all the asset classes head right back into the red, and with anticipated volatility surrounding the election, and now with […]

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24 Sep 2020

Sequencing, Skew, and (Option) Strikes with Hari Krishnan

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?  […]

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01 Sep 2020
Markets, RCM Alternatives, Asset Class

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 […]

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05 Aug 2020

Just a Spoonful of (Beta) Sugar

Our own Jeff Malec relayed a story on a recent podcast (if you haven’t checked our The Derivative yet…get on over there) about telling his 10 year old son that “we’ve been in drawdown your whole life”. He was referring to managed futures, of course, and this rather un-even, lumpy, lots of flat/red bars chart […]

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03 Aug 2020

Asset Class Scoreboard: July 2020

It’s hard to believe we’re in the 2nd half of this horrid year, already; but here we are reporting the first month of Q3 (July), which itself was the first month of 2020 to see every asset class we track positive. A big turnaround from how the first half of the year started out, to […]

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23 Jul 2020

Seeking (VIX) Certainty with Certeza’s Brett Nelson

In a #ThrowbackThursday of sorts, we’re bringing you an episode recorded pre-pandemic where we hit the road and traveled to Utah to interview the brain behind Certeza Asset Management, Founder and CIO – Brett Nelson. Brett is another guest deserving of the moniker VIXpert – having been trading the VIX since it first entered the […]

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01 Jul 2020
Markets, RCM Alternatives, Asset Class

Asset Class Scoreboard: June 2020

In exchange for being one of the only assets up in Q1, would you trade being down in Q2?  That’s the position managed futures finds itself in after a 2nd straight month of being the only red on the board. Elsewhere, it was RISK ON across the board – although at much smaller levels than […]

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