| Sunday |
Monday |
Tuesday |
Wednesday |
Thursday |
Friday |
Saturday |
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1
The (Not So
Shocking) Vol Resurgence
(Vol: Price, Contagion, Austerity,
Social Unrest) |
2
PIG-like Solvency
Hurdles
(Sovereign Banking
Solvency) |
3
MRA Risk
Dashboard
(Greece, Euro, FI Vol)
|
4
TALF versus EFSF...Big
Differences
(TALF, EFSF Insurance
Scheme) |
5
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6
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7
AR Hedge Fund Symposium
Takeaways
(Notes from the AR
conference) |
8
A Golden Vol
Pair
(GDX-GLD Implied vs.
Realized) |
9
Opus
Financialatum
(Earnings Mosaic) |
10
MRA
Risk Dashboard
(VIX vs. SPY, European
Deposits) |
11
Trades We Like
(VIX reaper, USO calls, LQD
puts) |
12
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13
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14
MRA Volatility Survey Results
(Volatility Survey) |
15
De-fense
(Supercommittee, Defense Sector
Vol) |
16
Zut
Alors
(France vs. Germany
Decoupling) |
17
MRA Risk
Dashboard
(Europe QE & Dollar Funding,
VIX) |
18
A Faux Safe
Haven?
(European Risk in US Consumer
Staples) |
19 |
|
20 |
21
Sell Equity or Assets?...A Simple
Model
(Bank Deleveraging
Model) |
22
Thanksgiving Theta
Haters
(VIX Options, Theta) |
23
Turkey Hangover
(End of Year VIX and Realized
Vol) |
24
|
25
The Ultimate MRA Stocking
Stuffer
(MRA Bloomberg
Calendar) |
26 |
|
27 |
28
Nearing a Tipping
Point
(GLD Inflation/Deflation
Straddle) |
29
Let's Hit the
Slopes
(Volatility Termstructure, GLD Call
Calendar Spread) |
30
Choose Your Own
Adventure
(3 EOY Trades) |
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