In a recent conversation I almost broke out into laughter when a trader asked me, "do you trade value or momentum?" Yeah, wel...
Read More
An exercise in connecting the dots: the Libor-OIS spread
The Libor-OIS spread is such a technical topic that I will leave the details to professionals with a much more profound understanding of...
Read More
This Is What It Sounds Like...When the Regime Dies
After a few go-go years in the stock market, it is easy to forget what a choppy market looks like. Here it is folks. Simple as that. I ...
Read More
The Anatomy of a LIBOR Panic: New Wides For LIBOR/OIS
Welcome back MM readers--apologies for the unscheduled hiatus last week. I spent a few days enjoying the technological miracles of the US h...
Read More
CAD and NAFTA Risk: Show Me The Money
Part of the genesis of this blog is to provide a historical record of trade ideas, and just as important, the justification behind them. An...
Read More
Why is LIBOR Moving Higher?
Indeed, volatility is back. BTD may not be dead, and as I have mentioned here, I’m not convinced the bull market is dead and spoos are he...
Read More
Subscribe to:
Posts (Atom)