Musings on Markets

AUGUST 15, 2023

I was reminded of that paper a few weeks ago, when Fitch downgraded the US, from AAA to AA+, a relatively minor shift, but one with significant psychological consequences for investors in the largest economy in the world, whose currency still dominates global transactions. For an investment to be risk free then, it has to meet two conditions.

Investments 80

Investments Currencies Treasury Hurdle Rate 80

Barry Ritholtz

OCTOBER 17, 2023

And they also have a unique approach to feeds when they’re generating alpha, when they’re outperforming their benchmark, they take a performance fee. And they go on longer and longer and obviously more profitable for the states that run the lottery. And the 10 year yield of A A A J G B or or a or a, a treasury or a bond.

Investments 52

Investments Valuation Math Numbers 52

Barry Ritholtz

AUGUST 16, 2022

If you’re all interested in macro investing, trend following, commodities, currencies, fixed income, various types of quantitative strategies, and most important of all, risk management, you’re going to find this conversation to be absolutely fascinating. RITHOLTZ: And those were Treasuries. TROPIN: Right. TROPIN: Yeah.

Profit and Loss 117

Profit and Loss Foreign Exchange Valuation Investments 117

Barry Ritholtz

OCTOBER 3, 2023

So, you know, we, we, we got involved and created a benchmark, a commodity indices at the time. So we, we became, we went from fixed income and j Aaron to thick fixed income currency and commodities. You had a lot of currency forwards trading, which made se made sense. 00:16:40 So there was a way to judge yourself. Made sense.

Marketing 107

Marketing Treasury Banking Profit and Loss 107