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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

November 2011

Sunday Monday Tuesday Wednesday Thursday Friday Saturday

 
 
 
 
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

 
 
 
6

 
 
 
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

 
 
 
13

 
 
 
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
Thanksgiving 
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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