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The History of Tail Hedging Strategies
This presentation is a reprise of tail trade pitches we made at Goldman Sachs almost 20 years ago, from 2006 to late 2008. The pitch originated from a question posed by Mohamed El-Erian in late 2006, soon after taking ove...
SOM Macro Strategies
SOM Macro Strategies was founded by former Goldman Sachs strategist Alan Brazil after leaving the firm to independently publish his State Of the Market (SOM) reports. The SOM reports reflect the results of fundamental economic analysis of macro themes that are likely to reprice across asset types and markets. This framework helps to identify strategies that provide investors with asymmetric returns with high expected Sharpe ratios.
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