report October 4, 2023 Stop-loss | Will the Fed slow QT to support bond yields, and when? Stop-loss triggered. Theory vs Reality. At what point can we expect the Fed to step-in to support rising bond yields?... By Alessio Farhadi Speevr Intelligence
report October 3, 2023 US Treasuries | Now deemed return free risky assets Nothing like a good market thrashing to instill some humility... By Alessio Farhadi Speevr Intelligence
report October 3, 2023 Best Long And Short Strategies–2023Q4 London Update Here is a presentation that I gave during my recent client visits in London... By Alan Brazil Speevr Intelligence
report October 3, 2023 USD 30Y | The most difficult trade | Julia Coronado It might feel terrible, but not really... By Alessio Farhadi Speevr Intelligence
report October 2, 2023 House Speakership | Near-term positive on risky assets New bond bears finally muster up the courage... By Alessio Farhadi Speevr Intelligence
report October 1, 2023 Prof Sir David | How to survive a crisis Former UK top intelligence official shares key lessons on crisis survival skills... By Alessio Farhadi Speevr Intelligence
report September 28, 2023 US Equities | Technicals look favorable When you hear what you want to hear.... By Alessio Farhadi Speevr Intelligence
report September 27, 2023 US Mortgages | Negative convexity hedging with swaptions Relentless rates sell-off. Short gamma whipsawing ahead... By Alessio Farhadi Speevr Intelligence
report September 26, 2023 US Mortgages | Negative rates convexity More neutral on USD rates and swaption hedges... By Alessio Farhadi Speevr Intelligence
report September 25, 2023 US rates | When doves cry What government shutdown?... By Alessio Farhadi Speevr Intelligence
report September 23, 2023 Merton model | Debt/equity, relative value & asset volatility Credit-equity relative value trades with CDS and equity options... By Alessio Farhadi Speevr Intelligence
report September 22, 2023 Review | Inflation Expectations & Asset Returns A review of the academic literature on formation of inflation expectations... By Alessio Farhadi Speevr Intelligence
report September 21, 2023 US debt | Estimating net Treasury supply for the rest of the year Did we get under their skin or inside their heads?... By Alessio Farhadi Speevr Intelligence
report September 21, 2023 FOMC | Keywords, phrases & narratives Prices moves shape perceptions of reality... By Alessio Farhadi Speevr Intelligence
report September 20, 2023 Alan Brazil | AI Generated FOMC Statement How did our AI generated FOMC statement compare? US bond yields running fast to stand still... By Alessio Farhadi Speevr Intelligence
report September 20, 2023 FOMC | AI Generated FOMC Statement Our AI generated FOMC statement for August... By Alessio Farhadi Speevr Intelligence
report September 20, 2023 Treasury basis trade | Krugman fights back We examine drivers of the US Treasury basis trade and potential market catalysts. Paul Krugman responds to critics on inflation.... By Alessio Farhadi Speevr Intelligence
report September 19, 2023 Argentina | FT-Booth survey breakdowns | Fed projections Breakdown of academic economists' projections. Argentina and tomorrow's FOMC meeting... By Alessio Farhadi Speevr Intelligence
report September 18, 2023 FOMC | Russia-Ukraine | Selected articles & podcasts Fed economic projections likely to be raise at FOMC... By Alessio Farhadi Speevr Intelligence
report September 17, 2023 FT Survey | Academic Economists See More Fed Hikes Ahead More credible than Wall Street economists?... By Alessio Farhadi Speevr Intelligence
