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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 2010

Sunday Monday Tuesday Wednesday Thursday Friday Saturday

 
 
 
 
1
Hope for the Best, Prepare for the Worst
 
(ECB)
2
500!
 
(500th Daily)
3
Risk Dashboard

(Europe, Equity Vol)

4

 
 

5

 
 
 
6
Risk Discount
 
(Implied Vol vs. Realized Vol)
7
Long and Strong
 
(Up Days vs. Down Days Realized Vol)
8
No Skew in the NFLX Queue
 
(NFLX Skew)
9
MRA Risk Dashboard
 
(Rates)
10
Trades We Like
 
(VXX, XRT, GLD v GDX, SPX)
11

 
 
 
12

 
 
 
13
Don't Get Caught Snoozing
 
(Cheap SPY Gamma)
14
Deja Vu
 
(2011 Outlook)
15
Low Cost Auto Insurance
 
(Ford Warrants)
16
MRA Risk Dashboard
 
(Realized Vol)
17
Skewered Pigs
 
(Euro Skew)
18
19
20
Hedgies Synching Up
 
(Hedge Fund Correlations)
21
Cheap New Year's Plans
 
(Jan Earnings Vol Screen)
22
Top Seven Risk Surprises of 2010
 
(Top 7 Risk Surprises)
23
Dealin' in Divs
 
(Dividend Yields)
24
25
Christmas Day
 
26
27
Notable Quotables
 
(Euro Zone Quotes)
28
The Biggest Losers 
 
(Tax Laws Trade) 
29
 I Like to Move It (Move It)

(Market Moves)

30
 MRA Risk Dashboard

(VIX and Sov CDS) 
 

31
 ETFs of Auld Lang Syne
 
(2010 ETF Growth)

 
 
 
 

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