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Merger Arbitrage (Human) vs Algo Hedge Fund Returns: The two charts below show the ends of the spectrum. The first chart shows the “algo and bot” driven hedge funds are doing poorly relative to the S&P 500 (blue). The second chart shows arguably a human-based activity, merger arbitrage. Of the more than 30 categories HFR… Continue reading Miscellaneous...
A look at S&P 500 Fundamentals. Selling volatility through leveraged ETFs has fallen out of favor this month. The past 20 days have seen $218 million flow out of short volatility ETFs and $241 million flow into leveraged long volatility ETFs. The short volatility trade has… Continue reading Markets
President’s Approval Comparision: The black line on the bottom is of this interactive chat is Trump’s approval rating. While he has the worst approval rating for the first 115 days, he has been trending sideways since the week after he took office. So, nothing has changed. Is this about to change?
The probability of a Fed hike in June falls to 83%. Will The Fed Respond To economic data missing expectations Since Mid-April?
S&P 500 Better Follows Soft Data than Hard Data. Industrial Production jumps In April. Citi vs Bloomberg U.S. Economic Surprise indexes:
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Comment In our latest webcast, Jim Bianco offers a quick explanation of our new interactive Commitment of Traders report. We believe it to be the most comprehensive interactive report on this data available anywhere.
View PDF The Wall Street Journal – U.S. Stocks End Month Higher, Buoyed by Earnings The S&P 500 is within about half a percentage point of all-time highs and ends the week up 1.5% U.S. stocks ended the month higher, boosted by strong...
Bloomberg – Bond Traders’ Inflation Bets Have New Life, Just in Time for Fed BlackRock, GSAM warn against complacency on yields, inflation Bond traders demonstrated this week that for all the doubts about the Trump trade, wagers on...
Bloomberg – Oil Price Optimism Wears Off as Texas Wildcatters Drill On Money managers slash WTI net-long position by most in 6 weeks The relentless drilling ramp-up in America’s top shale plays is making investors more skeptical that an oil...
The Financial Times – Trump administration’s ultra-long bond talk faces scepticism Meeting this week will examine demand for debt maturing well beyond 30-year limit The Trump administration’s interest in issuing the US government’s first...
Comment Jim Bianco was on CNBC Friday discussing the markets. To view the interview, click on the image above. To view any of our recent interviews, click here.