QEIII & Deflation
QE III (+) The great Q.E. III has formally been launched. Its open ended, and the mid 2013 goal posts …
Category Archives: Risk Management
Paired Trade Watch List Backtest Results
Earlier today, while on Twitter I crowdsourced a list of “natural” pairs. That is, a list of stocks that are …
The Sub-Sector Scoring Engine
In the last post, the model was generating pairs with unique relative scores that can be tracked through time. Let’s …
The Pairs & Their Scores
The model is based on 9 paired trades of extremely liquid stocks. In most cases they are some of the …
The Stock Comparison Scoring Engine
A Long/Short scoring engine is at the core of our model. I would love to call it proprietary, but it’s …
Introducing the JHB Capital Market Neutral Hedge Pair Model
As most of my readers know, I am currently stuck in compliance registration waiting to be allowed to manage clients’ …
Brent > LNG > WTI > NG
Or said differently: when Brent flies, and WTI dies. The energy industry has the appearance that it is about to …
An End Game in Europe is Arriving
However, it will be born in the US and caused by risk managers in NYC or Chicago or even Charlotte, …
SPX 50 points is the new 50 cents
The market has turned into a headless wonder, as it moves up or down by what used to be called …
Buying Blood Yesterday before the FOMC meeting today
During the last hour of trading yesterday, this old Bear waded into the blood and picked up some long positions …
