Sample Research Archive 2014
What Just Happened? The Canadian Equity Market. - 22 December 2014
The Global Equity boom cannot continue forever. Multi-day risk levels will rise significantly from their cycle minima before the current boom turns to bust.
What Just Happened? Plunging Oil Prices. -22 December 2014.
Investors in the oil markets need to be prepared for insignificant multi-day drawdowns. As of 15 December 2014, our 99% 10-day VaR and ES were -15.4% and -24% respectively.
What Happened Next? Multi-day risk on the Short side.- 11 November 2014.
Losses in short positions during the recent equity market rebounds were simply routine. They were predictable and controllable.
What Just Happened? Perhaps the End of the Beginning.- 20 October 2014.
The Global Equity boom cannot continue forever. Multi-day risk levels will rise significantly from their cycle minima before the current boom turns to bust.