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Innhold levert av Alfonso Peccatiello & Brent Donnelly, Alfonso Peccatiello, and Brent Donnelly. Alt podcastinnhold, inkludert episoder, grafikk og podcastbeskrivelser, lastes opp og leveres direkte av Alfonso Peccatiello & Brent Donnelly, Alfonso Peccatiello, and Brent Donnelly eller deres podcastplattformpartner. Hvis du tror at noen bruker det opphavsrettsbeskyttede verket ditt uten din tillatelse, kan du følge prosessen skissert her https://no.player.fm/legal.
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Risk Management Principles

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Manage episode 422333241 series 3338244
Innhold levert av Alfonso Peccatiello & Brent Donnelly, Alfonso Peccatiello, and Brent Donnelly. Alt podcastinnhold, inkludert episoder, grafikk og podcastbeskrivelser, lastes opp og leveres direkte av Alfonso Peccatiello & Brent Donnelly, Alfonso Peccatiello, and Brent Donnelly eller deres podcastplattformpartner. Hvis du tror at noen bruker det opphavsrettsbeskyttede verket ditt uten din tillatelse, kan du følge prosessen skissert her https://no.player.fm/legal.

Alf and Brent discuss the ECB and Bank of Canada cuts, and reflect on the big bond market moves seen recently coupled with carry trade implosions. The discussion focuses around risk management principles to prevent bad left tail outcomes when running carry trades, and how to identify positive expected value trades in macro.

Alf is offering a 2-weeks free trial to his institutional research: ping Alfonso Peccatiello on Bloomberg to get in.

Brent just launched Spectra School: www.spectramarkets.com/school

Transcript of this episode: https://www.spectramarkets.com/tmtf-transcript-07-june-2024/

Paper about the real value of gold: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4807895

The Signing of the Boob: https://x.com/donnelly_brent/status/1798055339881107626

  continue reading

96 episoder

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Risk Management Principles

The Macro Trading Floor

156 subscribers

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iconDel
 
Manage episode 422333241 series 3338244
Innhold levert av Alfonso Peccatiello & Brent Donnelly, Alfonso Peccatiello, and Brent Donnelly. Alt podcastinnhold, inkludert episoder, grafikk og podcastbeskrivelser, lastes opp og leveres direkte av Alfonso Peccatiello & Brent Donnelly, Alfonso Peccatiello, and Brent Donnelly eller deres podcastplattformpartner. Hvis du tror at noen bruker det opphavsrettsbeskyttede verket ditt uten din tillatelse, kan du følge prosessen skissert her https://no.player.fm/legal.

Alf and Brent discuss the ECB and Bank of Canada cuts, and reflect on the big bond market moves seen recently coupled with carry trade implosions. The discussion focuses around risk management principles to prevent bad left tail outcomes when running carry trades, and how to identify positive expected value trades in macro.

Alf is offering a 2-weeks free trial to his institutional research: ping Alfonso Peccatiello on Bloomberg to get in.

Brent just launched Spectra School: www.spectramarkets.com/school

Transcript of this episode: https://www.spectramarkets.com/tmtf-transcript-07-june-2024/

Paper about the real value of gold: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4807895

The Signing of the Boob: https://x.com/donnelly_brent/status/1798055339881107626

  continue reading

96 episoder

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