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Because I’m WFH (aka couch) today to re-charge, I’m going to do a slightly wonky markets (not econ) thread. Trigger warning: barrier options (I’m so sorry, I had to) First,
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if you are asking "why does t+2 settlement exist? that's dumb all settlement should be immediate or t+1" well... yeah i get it but the problem has to do with
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ok so i want to expand on this. the target audience of this thread is not quants (hopefully) or seasoned participants. this is a thread for people who are maybe
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The Value bull-case is not that growth is overvalued and due for a tumble, that would suck for everyone. the Value bull-case is that if you get lucky the growth
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people should really focus on the TIPS curve not the break-even curve. the break-even is simply a residual and would only be meaningful if the markets were comparable in size
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this is the most-geared component of markets meteorology. longer periods of sustained low vol + low covar makes system leverage rocket up and mechanically depresses IVs and flattens turns volatility
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ive been harping on about this for about 7 years now but i gotta repeat it because thats my bit, but the CLO market is ripe for disruption by someone
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If you had a p&l 2008-10 you remember how fiercely disbelieved the second-derivative rally of Obama’s “profit-and-earnings ratios” + Bernanke’s ”greenshoots” were. If it was your first crash, you probably
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let me dissent for a moment: the security apparatus is the easiest to recruit for a GND because the army corps of engineers will 100% absolutely support anything where they
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