Yesterday's discussion of financial market versus real economy leverage prompted Macro Man to spend some time hanging out with FRED to d...
Read More
Thoughts on leverage
Yesterday's post generated quite a bit of repartee in the comments section, including a good question from TMM alumnus Polemic about the...
Read More
A few thoughts on volatility
Market volatility is low, whether measured on an historical or option-implied basis. Indeed, based on a measure of the normalized deviation...
Read More
One of these things
It's time to kick it old-school play a game of the perennial Sesame Street favourite, 'One of These Things is Not Like the Others....
Read More
Same-o, Same-o
Last week's min-bout of volatility notwithstanding, one day just seems to run into another these days, doesn't it. Consider the fol...
Read More
A couple of thoughts on EM equities
At last, some peace and quiet. After two days of searing, 1% move volatility, the S&P 500 finally allowed punters to take a breather ye...
Read More
Two for two
Volatile days are like late-night buses: None for ages and then a bunch come all at once. The SPX registered its second 1% day in a row o...
Read More
Ding, dong, the streak is dead
The streak is dead. It took red headline flashes of another downed Malaysian aircraft (this time by bad dudes), military action in the Mi...
Read More
Dammit, Janet
I've got something to say I really loved the skillful way You told us which assets were fairly valued today! The river of BS was dee...
Read More
Fedspeak-English dictionary
To help readers navigate through Janet Yellen's Congressional testimony this week, Macro Man is happy to call on his two decades-plus of...
Read More
Deutschland uber alles?
So congratulations, then, to the Germans, who were worthy winners of the World Cup yesterday. Macro Man was surprised to find himself hopin...
Read More
Cynk or swim?
From Macro Man's perch, the most interesting part of yesterday's Fed minutes was the initial section on monetary policy normalizatio...
Read More
Ten brief observations
Macro Man is still inundated with family for a few more days, so today's post will consist of ten brief observations: * The 6 month mo...
Read More
Happy 10th Birthday!
Posting will be sporadic for the rest of the week as Macro Man (well, more Mrs. Macro if he's honest) is hosting a family reunion and th...
Read More
Subscribe to:
Posts (Atom)