beta
Alpine Capital Research commentary for the month of February 2022, titled, “Beta No Longer Has a 40-Year Tailwind.” Q4 2021 hedge fund letters, conferences and more Circa 1981-82, then Fed Chairman Paul Volcker hawkishly slayed 1970’s era inflation, thereby unleashing a 40-year secular bull market in both bonds and stocks, that are now likely nearing their end. Hence, there has been a cacophony of recent commentary about the return of meaningful inflation, rising interest rates and slumping equity prices. Investors who’ve become accustomed to Central Bank accommodation, double-digit annual ret...
ValueWalk
Logica Capital commentary for the month ended September 2020, titled, “The New Cannot Be Born”, in which they discusses calculating the beta of a straddle.Q2 2020 hedge fund letters, conferences and moreLogica Absolute Return \- Up/Down Convexity - No CorrelationLogica Tail Risk \- Max Downside Convexity - Negative CorrelationSeptember 2020 Performance*Logica Absolute Return -1.08%Logica Tail Risk +0.67% S&P 500 -4.13%VIX -0.04 ptsYear To Date Performance*Logica Absolute Return +18.4%Logica Tail Risk +20.7% S&P 500 -4.1%Returns are Gross of fees to illustrate strategy performance.*Logica Absol...
ValueWalk
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