Debt ceiling | Evaluating probabilities & risk
We perform a very simple probabilistic scenario analysis to estimate ex-post S&P 500 trade ranges.
Debt ceiling | The difficult part is done
According to Politico an agreement was reached on the most challenging bits of a debt dea.
Debt ceiling | To Bill Gross or de-gross portfolios?
We run though some scenarios to identify the most optimal course of action. Relative value and macro hedges are best avoided.
US CPI | Debt ceiling | Bill Gross trades
Economists’ inflation forecasts have been accurate for several months as data uncertainties have declined. What does former PIMCO CIO Bill Gross think?
Debt ceiling poll | Who loses most with voters?
A recent Washington Post-ABC News poll shows the majority of US voters think debt ceiling should be dealt separately from the budget. The polls are similar to the 2011 debt ceiling standoff.
USA CDS | US banks | Armageddon bets
Positions that benefit from a rapid appreciation in German Bunds may be better than purchasing USA CDS.