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Buy 1-year USD Calls/Euro Puts (+368%)
The euro is in decline, driven by strong economic data from the US compared to Europe, which will decisively shape the policy rate paths of the ECB and the FED. Markets are finally recognizing the shift from an era of...
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.
Part II: No Subprime Meltdown