Hedge funds like a short bunds play, but are expressing their play through a relative value play . . .
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Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.
Notes To Adam Smith's Book, "The Money Game" by Redfield, Blonsky & Co. April 11, 2007 I recently read 1976 edition of "The Money Game," by Adam Smith. For me, this... Read More
Marc Faber, publisher of the Gloom, Boom & Doom Report, told Tom Keene and Sara Eisen on "Bloomberg Surveillance" today that "there is no safe haven…The best you can... Read More
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New research on the shift in trustee fiduciary standards finds that risk management has mostly been effective despite criticism Read More
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Big Oil credit goes to Rigsource Inc. for this article. How Big Oil took over the oil market The term “economies of scale” might as well have been invented for the oil... Read More
A Performance Summary Of Previous Studies Analyzing Benjamin Graham's Net Current Asset Value Stock Selection Criterion by Victor Wendl, Wendl Financial The table below is a summary of various studies... Read More
“Davidson” submits: Q4 2020 hedge fund letters, conferences and more The CNBC commentary, from a long time NYSE trader, is “investors worried Fed has lost control of rates…markets” as rates rise.... Read More
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