Tag Archives: futures

Bonds, Equities, Federal Reserve, Fixed Income, futures, Tech, US Treasury, Volatility

ERP-RIP

Posted on by Sean Corrigan

If we compare like with like, we find that the semi-mythical ‘equity risk premium’ may not be quite the yardstick it’s made out to be. In fact, the right sort of bonds have proven every bit as rewarding as stock, over the years and it’s cheap to bet they might do so again

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Bonds, Central banks, Credit, Federal Reserve, Fixed Income, futures, Hedge Funds, High Yield, Money, Primary Dealers, repo, UK Treasury, Volatility, Yield Curve

Overstretch

Posted on by Sean Corrigan
21
Feb

Markets have paradoxically both been on edge – and in the throes of euphoria – since the repo shock in mid-September, being at the same time alarmed and yet strangely reassured by the Fed’s frantic backpedalling and the $400+ billion boost to its balance sheet which this entailed. Extreme levels of overstretch are everywhere apparent.

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