Global Macro Markets Report (May 28, 2012 – June 1, 2012)

Dear Reader(s), The volatility in the global markets have eased over the past week with major downside tail-risk events held to a minimum.  The retail and housing data from the U.S. did not surprise however the lack of negativity in the data given the global slowdown in growth was perceived as a positive.  The increase… Read More Global Macro Markets Report (May 28, 2012 – June 1, 2012)

Global Macro Report – The Week Ahead (May 21 – May 25, 2012)

(C) 2012 – Ricochet Alternative Asset Management Dear Reader, The U.S. indices all experienced downside volatility tail-risk (statistical alpha of .10) as the NASDAQ reclaims the title for most volatile of the three.  The Dow closed down -3.52% for the week as Monday and Thursday saw the sharpest sell off followed by Friday; with Tuesday… Read More Global Macro Report – The Week Ahead (May 21 – May 25, 2012)

(C) Ricochet Al…

(C) Ricochet Alternative Asset Management (2012) Dear Reader, Global markets over the most recent  5 day period trended downward, notably the Asian indices experienced severe tail-risk on downside volatility.  The Hang Seng for long only portfolios experienced kurtosis that breached the 99% confidence level, or an alpha (for statisticians) of .01.   The slowdown in… Read More (C) Ricochet Al…