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AllAboutAlpha

  • Interest Rate Derivatives, Announcements and HFT: It’s All About Timing
    Three scholars associated with the University of Wollogong, Australia, recently published a paper on the contribution of high-frequency traders to the absorption of new information by the markets, especially in relation to the prices of interest rate…
    - 2 days ago, 23 May 19, 8:00pm -
  • The Mysterious Shortfall in Women Chief Investment Officers
    By Charles Skorina We recently looked at the number of women CIOs at big endowments*. Among 109 North American endowments over $1 billion we identified twenty (18 plus one director of investments and one CFO who liaises with their OCIO providers). Th…
    - 3 days ago, 22 May 19, 8:00pm -
  • Public to Private LBOs and Innovation
    A new study considers the proposition that indebtedness can reduce innovation. It offers support for the view that indebtedness in a particular context reduces patent flow. But whether patent flow should be considered a good surrogate for innovation…
    - 4 days ago, 21 May 19, 8:00pm -
  • Caveat Emptor: Leveraged Loans and the Credit Cycle
    AllianceBernstein, the Nashville-based, asset management firm released a white paper on high-yield bank loans. Buying these loans seems, to some investors, a fix for the ongoing low-interest-rate environment. But the white paper is a warning. In two…
    - 6 days ago, 19 May 19, 8:00pm -
  • The ‘Vortex of Volatility’ and the Merger Market  
    Intralinks, the provider of inter-enterprise collaboration products that is perhaps best known for its Deal Flow Predictor, recently interviewed Paul Aversano, a managing director at the consultancy Alvarez & Marsal. Aversano leads A&M’s private eq…
    - 9 days ago, 16 May 19, 8:00pm -
  • Accommodating Ambiguity Aversion in Portfolio Modeling
    By standard definition, “ambiguity aversion” is the preference for known risks over unknown risks, the known unknowns over the unknown unknowns. A recent paper discusses the portfolio-level consequences of this aversion. The paper, written by Va…
    - 11 days ago, 14 May 19, 8:00pm -
  • Canada’s Venture Capitalists: A Gender Gap
    Female Funders, a program within the venture capital company Highline BETA, with offices in both Canada and the United States, has produced a new Women in Venture report, which works with data gathered from more than 300 VC firms and corporate ventur…
    - 12 days ago, 13 May 19, 8:00pm -
  • HEDGE FUND ETFS: BETTER THAN THE ORIGINALS
    By Nicolas Rabener of FactorResearch (@FactorResearch) INTRODUCTION As Amazon has been decimating large parts of the retail industry over the last two decades, ETFs have done the equivalent to the mutual fund industry in the financial world. Today ET…
    - 13 days ago, 12 May 19, 8:00pm -
  • A Fintech Revolution in Commercial Real Estate
    Cushman & Wakefield, Chicago, has released a discussion of blockchains in connection with real estate. The paper argues that the technology could “transform CRE transactions ranging from property listings, asset management, and the purchase and sal…
    - 16 days ago, 9 May 19, 8:00pm -
  • Bart Chilton: A Career of Regulating Commodities, Futures and Cheetahs
    Bart Chilton, a senior adviser at DLA Piper who was from 2007 to 2014 a Commissioner of the Commodity Futures Trading Commission, passed away April 27. Chilton had a colorful reputation in the largely grey-hued world of commodities regulation. Presid…
    - 18 days ago, 7 May 19, 8:00pm -

Alpha Global Investors

    Calculated Risk

    • newSchedule for Week of May 26, 2019

      Schedule for Week of May 26, 2019

      The key reports this week are the second estimate of Q1 GDP, Case-Shiller house prices, and Personal Income and Outlays for April.For manufacturing, the May Dallas and Richmond Fed manufacturing surveys will be released.----- Monday, May 27th -----Al…
      - 15 hours ago, 25 May 19, 8:11am -
    • Oil Prices Down Year-over-year

      Oil Prices Down Year-over-year

      From MarketWatch: Oil futures suffer worst weekly performance of the yearOil futures settled higher Friday, recouping a portion of recent losses, but a day after posting their biggest one-day loss since December, prices saw their worst weekly perform…
      - 1 day ago, 24 May 19, 5:24pm -
    • Q2 GDP Forecasts: Mid 1% Range

      Q2 GDP Forecasts: Mid 1% Range

      From Merrill Lynch: We lowered 2Q GDP tracking by 0.2pp to 1.6%, while 1Q remained unchanged at 2.9% [May 24 estimate]emphasis addedFrom Goldman Sachs: We lowered our Q2 GDP tracking estimate by two tenths to +1.3% and our past-quarter GDP tracking e…
      - 2 days ago, 24 May 19, 11:25am -
    • Housing and Recessions

      Housing and Recessions

      Now that new home sales have reached a new cycle high (in March), I'd like to update a couple of graphs in a previous post (most of this from an earlier post).For the economy, what we should be focused on are single family starts and new home sales.…
      - 2 days ago, 24 May 19, 10:55am -
    • Merrill on the "Softening" Auto Sector

      Merrill on the "Softening" Auto Sector

      A few brief excerpt from a Merrill Lynch research note on the auto sector: Autos: lot full In our view, the peak in auto sales is clear and we will likely see some softening going forward, but we do not expect a sharp drop. The labor market is still…
      - 2 days ago, 24 May 19, 8:52am -
    • "Mortgage Rates Drop Quickly as Market Panic Sets In"

      "Mortgage Rates Drop Quickly as Market Panic Sets In"

      We could see a 3 handle for mortgage rates tomorrow.From Matthew Graham at Mortgage News Daily: Lowest Mortgage Rates in More Than a MonthMortgage rates dropped quickly today as global financial markets underwent a volatile shift. When money is flow…
      - 2 days ago, 23 May 19, 6:13pm -
    • A few Comments on April New Home Sales

      A few Comments on April New Home Sales

      New home sales for April were reported at 673,000 on a seasonally adjusted annual rate basis (SAAR). Sales for March were revised up to 723,000, a new high for this cycle.   Sales in January and February were also revised up.My view has been that we…
      - 2 days ago, 23 May 19, 1:01pm -
    • Kansas City Fed: "Growth in Tenth District Manufacturing Activity Continued at a Modest Pace"

      Kansas City Fed: "Growth in Tenth District Manufacturing Activity Continued at a Modest Pace"

      From the Kansas City Fed: Growth in Tenth District Manufacturing Activity Continued at a Modest PaceThe Federal Reserve Bank of Kansas City released the May Manufacturing Survey today. According to Chad Wilkerson, vice president and economist at the…
      - 3 days ago, 23 May 19, 11:00am -
    • New Home Sales decreased to 673,000 Annual Rate in April, March Revised up to New Cycle High

      New Home Sales decreased to 673,000 Annual Rate in April, March Revised up to New Cycle High

      The Census Bureau reports New Home Sales in April were at a seasonally adjusted annual rate (SAAR) of 692 thousand. The previous three months were revised up."Sales of new single‐family houses in April 2019 were at a seasonally adjusted annual rate…
      - 3 days ago, 23 May 19, 10:19am -
    • Weekly Initial Unemployment Claims Decrease to 211,000

      Weekly Initial Unemployment Claims Decrease to 211,000

      The DOL reported:In the week ending May 18, the advance figure for seasonally adjusted initial claims was 211,000, a decrease of 1,000 from the previous week's unrevised level of 212,000. The 4-week moving average was 220,250, a decrease of 4,750 fro…
      - 3 days ago, 23 May 19, 8:32am -

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    A curated aggregation of musings from across the land and of different subject matters for the scanoholics.