UBS Derivatives Team Explains "Where The Asset Bubbles Are"

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Mark Melin
Published on
Updated on

Asset bubbles are unique, the UBS derivatives research team observes. This is particularly true when the burst. Derivatives players are sometimes known for watching the macabre with a particular fascination. But don’t confuse this for a morbid pastime as much as it is considering risk management probability paths that might smooth out otherwise volatile investing performance. It is here that the February 23 U.S. Equity and Derivatives Strategy report provides a “toolkit” for measuring “the barometric pressure of developing investment bubbles” along with a prescription to aid the whip-sawed patient. Identifying asset bubbles can be difficult Despite the fact the U.S. Federal…

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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.