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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

October 2011

Sunday Monday Tuesday Wednesday Thursday Friday Saturday

 
 
 
 
1
 
2

 
 
 
3
Chart Watcher
 
(MS CDS, Earnings, ICI Data, ISM)
4
Flight of the Deposits
 
(EZ Deposit Flight) 
5
Some Thoughts on Tail Hedging
 
(Tail Risk Hedging)
6
MRA Risk Dashboard
 
(GLD, High Yield Credit vs. SPX)
7
 Payrolls in Perspective
 
(Jobs)
8

 
 
 
9

 
 
 
10
Bottom Fishing With Cheap Bait
 
(Cheap Upside in October)
11
Margin For Error
 
(Valuation Multiples vs. Margin Growth)
12
The Inflation/Deflation Strangle
 
(How to Trade Both)
 
13
MRA Risk Dashboard
 
(VIX Normalization)
14
 Chartwater
 
(10 Year Yield, Wkly SPY Straddle)
15
16
17
A Case of the Merger Mondays
 
(Options Strategies for Mergers)
18
Introduction to the MRA Correlation Indices on Bloomberg
 
(Primer on Correlation) 
19
 The Troika of Turbulence
 
(Policy Uncertainty, VIX)
20
MRA Risk Dashboard
 
(VIX Skew, Earnings) 
21
Greek Shave and a Haircut
 
(Greek Bond Swap)
 
22

 
23
24
 Bullish on Vol
 
(Weekly Straddles)
25
A Refined Opportunity
 
(WTI Backwardation, WTI vs. Brent, Midcon Refiners)
26
The Bigger They Are...
 
(Market Leaders Correlation, Skew)
27
 MRA Risk Dashboard
 
(Positioning)
28
Volpocalypse Now
 
(VIX Termstructure, SPX vs. HY Credit) 
29

 
 
 
30

 
 
 
31
MRA Volatility Weekly
 
(Volatility Weekly)

 
 
 
 

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