Looking for new seat - macro / cross-asset. If you’re in NYC - shoot me a DM to connect!🍻 Substack: https://xitter.cf/t.co/LYfpKXgjyc
New Trades: None. ‘What I’m watching’ is below.
Writing notes primarily for networking purposes. Looking for a new role in macro / cross-asset. If you are NYC, ping me to connect!
Writing these notes primarily for networking purposes. If you are NYC, ping me to connect, happy to grab a drink.
Rates Vol (Surging) vs. Equity and Credit Vol (Calm)
"Correlation Extremes & Rotation Risk” Revisited
Trade: Long front-end yields (June 2027 sofr) as a short-term (1-3 weeks) trade. Upside Sofr calls are attractive.
New Lows for Implied Correlation
TLDR Trades Short-Term Trades: - Short Momentum / Long Min-Vol Equities - Risk Reversals in FX Carry Trades TLDR Note Summary - Stocks are historically extended relative to bonds - Momentum stocks a…
Trades: 1. Short /ES, Long VIX Calls (tomorrow) 2. Long Wheat, Long Corn 3. Short US Long-End 4. Long AUD/CAD Anatomy of a Squeeze
Trades Summary: - Short /ES and /NQ - Long Dec Crude - Long SOFR / Short STR
High-Level Trade Ideas: Bearish Risk Reversals in Crude, front-back flattener in crude, long SOFR Futures Historic Week in Crude Oil: The severity of the crude oil spike is historic across many angl…
Inequality has been the driving force behind the push towards populism around the world over the past decade.
