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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

June 2011

Sunday Monday Tuesday Wednesday Thursday Friday Saturday

 
 
 
 
1
A Tale of Three VIX Trades
 
(VIX Trades We Like)
2
MRA Risk Dashboard
 
(EUR vs. SPX Vol and Econ Data)
3
Do OREOs Fatten Loan Loss Provisions?
 
(Banks and REOs)
4

 
 

5

 
 
 
6
Chart Watcher
 
(Charts on Inflation, Margin Debt, New Issues, QE Effect)
7
A Volatility Conundrum
 
(SPX vs. VIX Underpreformance)
8
Regulation Strangulation
 
(Banks and Regulation)
9
MRA Risk Dashboard
 
(SPX Skew, GLD Vol, Realized Vol of VIX)
10
"You Dipped...Then You Dipped Again"
 
(Home Prices)
11

 
 
 
12

 
 
 
13
MRA Sector Dashboard
 
(Industrials vs. Energy, Financials)
14
Delayed Reaction
 
(SPX Volatility)
15
MRA Sovereign Dashboard
 
(Greece, Spanish CDS)
16
MRA Risk Dashboard
 
(VIX Underpreformance, Euro Skew) 
17
Message in a Bottle: Australia at a Crossroads
 
(Australia: Themes and Trades)
18
19
20
What We're Watching
 
(Greece, HF Redemptions, Positioning, Inflations B/E) 
21
Summarizing Sovereign
 
(European Sovereign Risk)
22
Earnings on the Cheap
 
(Earnings Calendar Spreads)
23
MRA Risk Dashboard
 
(SPX Gamma, Earnings Concentration) 
24
Trades We Like
 
(SMH, SPY, SPX, USO)
25
26
27
Semis vs. Chemis
 
(SMH vs. XRT)
28
What Could Go Right?
 
(Market Positives)
29
 One Fine Day Trade
 
(Qrtly/Weekly 1 Day Option)
30
  MRA Risk Dashboard
 
(SPX Implied vs. Realized Vol, French Banks)

 
 
 
 

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