Vexed by Vix: post-Brexit squeeze sparks fears of losses
Rerun of short squeeze on Vix futures could backfire on speculators
||Staff writer at Risk.net
Taylor Lukof, CEO of ABR Dynamic Funds and a manager OpenFunds exclusively is promoting, shares his view about the CBOE Volatility Index (Vix) in the aftermath of the Brexit event together with colleagues from Nomura, Deutsche Bank, Credit Suisse, Pimco and Macro Risk Advisors.
ABR Dynamic Funds builds for scale
Taylor Lukof is founder and CEO of ABR Dynamic Funds, LLC, in New York. ABR invests firm and client capital through separately-managed accounts in quantitative-driven strategies in US-based equities, futures and options. Lukof will be in Switzerland in June, on the 8th and 9th in Geneva and on the 12th and 13th in Zurich and Liechtenstein. Opalesque, the leading source for “Premium Alternative News”, interviewed ABR. This article captures ABR’s rich trading history and ambitious future: they are building their firm for scale.
Download // Posted on MarketPlus
Debt-to-Equity Ratio: the past, the present and the “new normal”?
A number of reports have come out over the last few years which put forward the view that investors will have to come to terms with lower returns going forward than they are used to from the past several decades. The argument often boils down to: with rates, as low as they are, either bond returns will be low, or, if rates rise, stocks performance will be hurt. Here is one perspective on the stock performance portion of that statement.
Download / Posted on MarketPlus