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Risk Management Principles

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Manage episode 422333241 series 3338244
Content provided by Alfonso Peccatiello & Brent Donnelly, Alfonso Peccatiello, and Brent Donnelly. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Alfonso Peccatiello & Brent Donnelly, Alfonso Peccatiello, and Brent Donnelly or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://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

83 episodes

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Risk Management Principles

The Macro Trading Floor

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Manage episode 422333241 series 3338244
Content provided by Alfonso Peccatiello & Brent Donnelly, Alfonso Peccatiello, and Brent Donnelly. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Alfonso Peccatiello & Brent Donnelly, Alfonso Peccatiello, and Brent Donnelly or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://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

83 episodes

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