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MRA Strategy & Market Commentary

In order to effectively develop and communicate actionable ideas to our clients, we have restricted public access to our strategy pieces. If you are an institutional investor and are interested in receiving our daily strategy pieces or would like to be added to our daily distribution list, please email Dean Curnutt at .

For all press inquiries, please contact Dukas Public Relations at (212) 704-7385 x 3664.

A history of daily commentaries and their respective topics by month can be accessed using the following links. Please contact us for more information or to obtain a past copy.

May 2012
April 2012
March 2012
February 2012
January 2012
December 2011
November 2011
October 2011
September 2011
August 2011
July 2011
June 2011
May 2011
April 2011
March 2011
February 2011
January 2011
December 2010
November 2010
October 2010
September 2010
August 2010
July 2010
June 2010
May 2010
April 2010
March 2010
February 2010
January 2010

August 2011

Sunday Monday Tuesday Wednesday Thursday Friday Saturday

 
 
 
 
1
Chart Watcher
 
(Earnings, VIX Curve)
2
Bargain Basement
 
(Single Stock Vol Screen)
3
 Playing with House Money
 
(Hedging Strategies)
4
MRA Risk Dashboard
 
(Asset Correlations)
5
The Hangover
 
(Fixed Strike Vols, Skew)
6
 
7

 
 
 
8
MRA Sector Dashboard
 
(Downgrade, Gov't Response, XLP Vol)
9
10 Risk Observations
 
(Thoughts on Risk)
10
When the VIX Rips...
 
(Comparing VIX Hedges)
11
MRA Risk Dashboard
 
(VIX skew, SPY Gamma)
12
 Freaky Friday
 
(VIX vs. SPX Moves)
13

 
 
 
12

 
 
 
15
 Bond Market Conundrums...
 
(Real vs. Nominal Rates, The Fed)
16
Prime the Presses
 
(ECB, Gold)
17
What A Drag
 
(VXX Reversion)
18
MRA Risk Dashboard
 
(European Banks, VXX)
19
 Banking on Infrastructure
 
(US Fiscal Stimulus)
20
21
22
Adult Swim in the Cash Pool
 
(US Dollar Funding of European Banks)
 
23
More Beta For Your Buck
 
(Stocks for Hedging Market Downside)
24
Pressure Points
 
(Correlation, XLF, GLD) 
25
MRA Risk Dashboard
 
(The Fed, Jackson Hole)
26
Guilt Free Gamma
 
(The Fed, Jackson Hole) 
27

 
28
29
The Hunt for Yield
 
(Buy-Write Screen) 
30
Trades We Like
 
(GDX, VIX, SPY, Stock Screens)
31
Chartwatcher
 
(SPX vs. Treasury, Fixed STrike Vols, EURCHF vs. Gold)
 

 
 
 
 

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