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Apr 2023
38m 32s

What's Happening In Global Macro?

Alfonso Peccatiello & Brent Donnelly
About this episode
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Aug 9
On Sizing Options, The Fed and The JPY
In this episode, Alf and Brent talk about the Fed's likely reaction function to incoming data and the Bessent/Japan accord on the JPY. The duo then discusses one of the trickiest questions for macro PMs: when to use options, and how to size them? 
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Jul 31
Warsh Woke Up The Bond Vigilantes
Alf and Brent discuss the significant market reaction to Warsh's press conference: the Fed handed over the keys to the bond market, and now Bond Vigilantes are in charge until data comes in to set the direction straight for everyone. How to handle such a market environment? 
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Jul 10
The Orange Variable
Brent and Alf discuss the n-th injection of the Orange Variable in markets: Trump decided to escalate again with Iran, and even suggested the ceasefire might be over altogether. The duo discusses how to approach these injections of uncertainty, and what are the best trading and r ... Show More
35m 15s
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