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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.

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

July 2010

Sunday Monday Tuesday Wednesday Thursday Friday Saturday

 
 
 
 
1
MRA Risk Dashboard
 
(Risk Dashboard)
2
 All the Small Things
 
(Small Cap vs. Large Cap)
3


 
 

4

 Independence Day
 

5
 
 
6
Divvy it Up
 
(SPX Dividend Yield)
7
 Ben at Work
 
(QE Round 2, Risk Reversals)
8
 MRA Risk Dashboard
 
(Risk Dashboard)
9
 Kung Pao Correlation
 
(FXI vs. SPY Vol Spreads)
10

 
 
 
11

 
 
 
12
Uncle Sam is Cutting Our Allowance
 
(Unemployment Benefits vs. Consumer Discretionary) 
13
A Preview of our Upcoming Conference Call
 
(Equity Volatility Outlook Conference Call)
14
Synchronized Swimming
 
(Realized Correlation vs. Realized Volatility)
15
MRA Risk Dashboard
 
(Risk Dashboard)
16
Driving Over Cones
 
(Conference Call Takeaways, Variance Chart)
 
17
18
19
The Gilded Class
 
(Gold Dominated Funds)
20
 Caring is Creepy
 
(Survey Results, What Investors Care About)
21
 Trades We Like
 
(Trades We Like)
22
 MRA Risk Dashboard
 
(Risk Dashboard)
23
O.M.G. = Oh My Gamma
 
(Weekly Options) 
24

 
25
26
You Give Loans a Bad Name
 
(FXI and China Lending Market) 
27
 Inflation (n.):
 
(Inflation)
28
 The Good, the Bad, and the Gamma
 
(Bull vs. Bear and the Case for Long Gamma)
29
 MRA Risk Dashboard: Thoughts on Gold Skew
 
(Risk Dashboard, Gold)
30
Buy the Dips...Buy the Rips?
 
(Investor Sentiment, Open Option Interest) 
 
31
 

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