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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

September 2011

Sunday Monday Tuesday Wednesday Thursday Friday Saturday

 
 
 
 
1
MRA Risk Dashboard
 
(VIX, International ETFs)
2
 Payrolls Prognosis
 
(Payrolls, SPX) 
3


 
 

4

 
 
 
5
The Big Picture
 
(Risk, Financial/Economic Policy)
 
6
Sovereign Risk Dashboard
 
(Euro, Swiss Franc, Currency Distortions)
7
Sovereign Risk Dashboard
 
(Euro, Dollar Funding)
8
MRA Risk Dashboard
 
(VIX, Gold, Currencies) 
 
9
REFIed Beans
 
(Mortgage Refinancing)
10

 
 
 
11

 
 
 
12
Gathering Gold Gamma
 
(SPX-GLD and Oil-GLD Correlation)
13
Dutch Disease
 
(Euro, US Manufacturers)
14
A Technical Rally
 
(Short Interest, Gamma Hedging)
15
MRA Risk Dashboard
 
(VXX, VIX Inversion)
16
 Is Vol Worth It? Some Thoughts and a Hedge
 
(VIX and SPY Calendar Put Spread)
17
18
19
Hedge to Hedge Showdown
 
(SPY Calendar Spread)
20
Favorable Vols on VIX Calls
 
(SPY Puts vs. VIX Call Vol)
21
What Would Sassy Silvio Say?
 
(Sovereign Risk, Banks)
22
MRA Risk Dashboard
 
(The Fed, EM Currencies, Gold)
23
Narrative Fallacy, Part 2
 
(Equity Valuation)
24

 
25
26
You Frontin?
 
(SPY Put Spreads) 
27
The Rebalance Trade
 
(SPY Quarterly Rebalance) 
28
BBG Dealmaker Summit
 
(Conference Takeaways)
29
MRA Risk Dashboard
 
(GLD, SLV, Inflation Breakevens) 
30
Getting Freaky with the Weeklies
 
(Calendar Put Spreads)

 
 
 
 

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