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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.

October 2012
September 2012
August 2012
July 2012
June 2012
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

May 2012

Sunday Monday Tuesday Wednesday Thursday Friday Saturday

 
 
 
 
1
Banking on the JOBS Act
 
(IPOs and JOBS Act)
2
Batteries Not Included!
 
(AZO, MNRO)
3
MRA Risk Dashboard
 
(Low Realized Volaitlity and a Euro Reaper)
4
Trades for the Fiscal Cliff
 
(Fiscal Cliff)
5

 
 
 
6

 
 
 
7
Zig When They Zag
 
(Post-Earnings Vol Opportunities)
8
Cheapest Sector Vol Available
 
(IYR vs. XHB)
9
 Will Greece Put the Eurozone in the Endzone?
 
(Greece Instability)
10
MRA Risk Dashboard
 
(B/E Infaltion, GDX v. GLD)
11
10 Timers For Bad Times
 
(High Payout Hedges)
12

 
 
 
13

 
 
 
14
 Greece, Popcorn and Dominos
 
(Greece and Eurozone)
15
MRA Sector Dashboard
 
(XRT, JPM vs. XLF)
 
16
 Chart Watcher
 
(Correlation, DBV, CESIUSD,  Fear Index)
17
MRA Risk Dashboard
 
(VIX Implied vs. Realized)
18
Pockets of Cheap Vol
 
(Cheap Gamma)
19
20
21
Thoughts on Risk...
 
(Vol, Europe, Policy Response)
 
22
Angela Merkel Loves VIX 1x2 Put Spreads
 
(Vol Smush)
23
 Financial Vol: The Long and Short Of It
 
(Financial Term Structure)
24
 MRA Risk Dashboard
 
(Intraday Vol, Vol ETFs)
25
Greece's Pocket Aces
 
(Greek Deposit Flight) 
26

 
27
28
Memorial Day
29
Hunting for Value in the Tails
 
(Eurozone, Greece, Tails)
30
Risk Off Assets, Identify Yourselves!
 
(Risk Off Trades)
31
MRA Risk Dashboard
 
(Implied Premium to Realized)

 
 
 
 

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