The Macro Trading Floor

To reach out to Alf: [email protected] (or Alfonso Peccatiello on BBG)

To reach out to Brent: [email protected] (or Brent Donnelly on BBG)

In this episode, Alf and Brent discuss the best risk/reward ways to position for the macro environment ahead of us. They then deep dive into option structures around gold, and the question of increasing sample size of trades to reduce PnL variance against the risk of downgrading your edge and expected value per trade when the sample size increases.

To reach out to Alf: [email protected] (or Alfonso Peccatiello on BBG)

To reach out to Brent: [email protected] (or Brent Donnelly on BBG)

In this episode, Alf and Brent focus on various aspects of their investment/risk management process. They discuss several ideas and how to implement them according to their framework: when to use options? How to think about convexity?

To reach out to Alf: [email protected]

To reach out to Brent: [email protected]

Alf and Brent refresh their macro and trading frameworks on the basis of new info: the Iran/US MoU in negotiation phase, how the world might look like when Hormuz reopens, the Japanese FX intervention and more.

To reach out to Alf: [email protected]

To reach out to Brent: [email protected]

Alf and Brent discuss the framework for an Iran-US deal, and how to approach rates, currencies and equity markets for the foreseeable future.

To reach out to Alf: [email protected]

To reach out to Brent: [email protected]

Alf and Brent are back discussing frameworks to approach this market as a short-term oriented trader or as a long-term focused macro investor.