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Mar 2024
36m 59s

Macro Traders Reflections

Alfonso Peccatiello & Brent Donnelly
About this episode
Alf welcomes back Brent to the show, and the co-host duo discusses macro data, Fed's Waller speech, Japan and China. But most importantly they share thoughts and observations about the current low volatility market regime, how to approach it trying to avoid the most common macro traders' mistakes, and how to think of risk/reward when looking at insurance tra ... Show More
Up next
Aug 28
On Bessent, Gold & Idiosyncratic Trades
Alf and Brent are back to discuss the Bessent buyback plan and its impact on markets. The duo focuses on gold, the long-end and the USD as potential release valves. The discussion then moves to two macro idiosyncratic ideas. 
35m 58s
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? 
37m 18s
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? 
38m 21s
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