Macro Risk Advisors
Home    Press    RSS RSS
Strategy   |   Execution   |   Lecture Series   |   Culture   |   The Team   |   Contact Us

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

March 2010

Sunday Monday Tuesday Wednesday Thursday Friday Saturday

 
 
 
 
1
Alpha Smalpha

(Volatility Survey, February Chartbook)

2
California: A Poor Man's Greece
 
(Europe vs. Single State CDS)   
3
 Backwardation to the Future
 
(Crude Futures Curve, USO)
4
Hedge When You Can...Not When You Have To
 
(Hedging, VIX Bid/Ask Spread) 
5
VIX Vaporized
 
(VIX, Volatility Term Structure) 
6
 
7

 
 
 
8
TTYL: Tech Trades You Like
 
(Tech Vols)
9
Year of the Bull
 
(Risk Metrics, SPX Skew)
10
Single and Loving It
 
(The Case for Single Stock Options)
11
"Money, Cash...Money, Cash, Flows"
 
(Equity vs. Bond ETF Flows) 
12
 A Back End Boost
 
(VIX Termstructure, Hedging)
13

 
 
 
12

 
 
 
15
Don't Bite the Hand that Feeds You
 
(US/China Trade, Yuan)
16
Hedge without the Wedge
 
(Volatility Premium, Impactful Hedges) 
17
 XLF: The Volatility Pied Piper
 
(XLF/SPX vol pair, low-carry hedging)
18
 Spectacular Speculation
 
(M&A, VIX)
19
 Realized Corr Hits the Floor
 
(Realized Correlation & Low Volatility Regime)
20
21
22
IWM vs. SPY: Rationalizing the Ratio
 
(Small Business ails, IWM / SPY Implied Vol) 
23
Do You Have a Dime, a Nickel, and a Few Pennies?
 
(Put Reeper & Put Fly)
24
A Wakeup "Re-Reg Earnings" Call
 
(April/May Earnings Calendar Spread)
25
 Barney's Frank on Second Liens
 
(XLF, Re-regulation)
26
 Chinese Bubble Tea
 
(China Real Estate Bubble)
27

 
28
29
The PetroGrab
 
(Oil and Gas M&A)
30
Takin' the Ford Warrants for a Spin
 
(Ford Warrants)
31
Trades We Like
 
(Trades We Like) 

 
 
 
 

Top

Copyright © 2008 Macro Risk Advisors LLC. - All Rights Reserved.      Member of FINRA & Member of SIPC        SEC Rule 606