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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

December 2011

Sunday Monday Tuesday Wednesday Thursday Friday Saturday

 
 
 
 
1
MRA Risk Dashboard
 
(SLV Termstructure, SPX vs. HY CDX)
2
 Chart Watcher
 
(The Euro, Weekly Asset Returns)
3


 
 

4

  

5
Swiss Remiss
 
(Swiss Franc, SNB) 
6
Gamma Squatters
 
(Earnings Straddles)
7
So Happy Together
 
(Equities Correlation) 
8
 Sovereign Risk Dashboard
 
(EU Summit Preview)
9
 Bernanke's Ipad...
 
(The Fed) 
10

 
 
 
11

 
 
 
12
Rollin' Over
 
(Equity Vol. vs. Debt)
13
Congress Passing Gas?
 
(Nat Gas Vehicle Infrastructure)
14
The VIX is Amiss
 
(Vol of Vol)
15
MRA Risk Dashboard
 
(Gold Skew, European Banks)
16
 Chart Watcher
 
(VIX Skew, FX Vols)
17
18
19
Upside for a Song
 
(EEM Upside)
20
Holiday Discounts
 
(Cheap Jan Vol)
21
Go With the Flow
 
(ETF Flows)
22
MRA Risk Dashboard
 
(VIX Settlement, Vol-of-Vol)
23
Notable Quotables
 
(Sov Risk Quotes)
24

 
25

Christmas Day

26
 
27
The Biggest Losers
 
(Beaten Down Stocks) 
28
Nice Work, If You Can Sell It
 
(SPX Risk Premium) 
29
Biggest Risk Surprises of 2011
 
(How many caught you by surprise?)
30
 MRA Risk Dashboard
 
(Happy New Year!)
31
 

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