Cryptocurrency Arbitrage: Two Looks
Saturday, September 29, 2018 11:02 AM EDT
Do investors arbitrage cryptocurrencies?
All Contributions
Are ICOs Encoding Their Governance Promises?
Monday, September 17, 2018 12:27 AM EDT
The University of Pennsylvania recently produced a paper about digital currencies and initial coin offerings. The paper states that the purchase of such tokens may be riskier than investors realize.
Oil Trading And Round Number Effects
Friday, September 14, 2018 9:42 AM EDT
The “round number effect” is an endless source of fascination in the worlds of both trading and statistics.
In this article: OIL
Back To The 1980s For Future Market Insights
Friday, September 7, 2018 5:10 AM EDT
A decrease in the cost of information acquisition has allowed those new information intermediaries to spread these new types of data, which has, in turn, allowed investors to make good use of such intermediaries.
Hedging Or Trading? Why Italian Banks Use Derivatives
Tuesday, August 28, 2018 6:52 AM EDT
A recent report by the Bank of Italy looks at why the various banks of Italy use derivatives. The central bank of that country wanted to know: is it a matter of hedging? Or is it a matter of keeping a proprietary book?
In this article: EWI
Making Sense Of Private Credit Funds
Monday, August 27, 2018 9:58 AM EDT
A new study takes what is called a “first look” at the aggregate performance of private credit funds.
Asia-Pacific Region Will Continue To Dominate M&A Activity In 2H2018
Thursday, August 23, 2018 3:30 AM EDT
The issue of post-merger integration (PMI) is no longer considered to be a world distinct from the matter of the initial acquisition itself.
Hedge Funds Trailing Behind Last Year’s Performance
Sunday, August 19, 2018 10:23 PM EDT
8.5% of hedge fund managers have posted double-digit gains in 2018 to date. Most of that gain is focused on those with a long/short equities mandate. This is quite low compared to the 22.7% of fund managers whom have posted double-digit gains.
Central Banks: Hedge Fund Friend Or Foe?
Monday, August 13, 2018 8:30 PM EDT
Are central bankers friends or foes of hedge funds and other seekers of alpha?
New SEC Commissioner Dissents On A Bitcoin ETF
Friday, August 10, 2018 5:25 AM EDT
The SEC has rejected the listing of a Bitcoin exchange-traded product (ETP) on a national exchange. What is the reason?
In this article: BITCOMP
European Private Equity Activity Increases In Q218
Wednesday, August 8, 2018 5:54 AM EDT
Despite a slow start to the year, PE deal activity picked up notably in the second quarter. Across the continent, there were 804 deals 2Q with a total valuation of €88.5 billion.
Using The Variance Risk Premium To Predict Futures Markets
Sunday, July 15, 2018 11:57 PM EDT
A new study of volatility in commodity prices indicates that both the total and the decomposed variance risk premiums of at least certain commodities markets contain information with predictive power.
The Efficiency Of The Markets In Crypto-Currencies
Saturday, June 30, 2018 10:15 AM EDT
Bitcoin is barely correlated to any traditional assets at the daily level and exhibits a slightly positive correlation to S&P 500, MSCI, USD, Gold, while demonstrating a negative correlation to emerging markets and VIX.
In this article: BITCOMP
Africa Still Rising (But Patience May Be Required)
Wednesday, June 13, 2018 9:41 AM EDT
Africa is seen still as having enormous potential. Funds investing in private equity in Africa are typically denominated in US dollars.
In this article: EZA
Alternative Uses Of The Fixed-Income Markets
Saturday, June 9, 2018 11:00 AM EDT
Absolute return funds that avail themselves of new types of FI instrument and more accessible global markets can invest in both directional and non-directional strategies.
It’s The Volatility (Of Volatility), Stupid
Tuesday, June 5, 2018 3:10 AM EDT
The secret sauce for success is to be able to anticipate the trigger points for volatility spikes, which are always negatively correlated with equity markets.
