The quant master, Marko Kolanovic, is out with a research note that touches on many of the real market concerns of the day, calling for fiscal stimulus and modeling the debt reaction, pointing to a delicate balance. We live in historic times where Saudi Arabia threatens the U.S. on pending Congressional legislation, one where market participants are attempting to predict the point when central bank quantitative magic tricks no longer work and concerns from Brexit to the election of Donald Trump abounds. It’s all covered in an April 28 report from JPMorgan’s Quantitative and Derivatives strategy team that considers inflation,…
Marko Kolanovic: Brexit, Trump Risks Overstated; Negative Interest Rates "Make No Sense," Central Bank Out Of Options, Need Fiscal Stimulus
Mark Melin
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.