mmore / Matthias

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Huffduffed (88)

  1. Robert FREY - 180 years of Market Drawdowns

    Friends of IHES held the Mathematical Finance colloquium “An Analysis of 180 Years of Market Drawdowns” on 30 June 2015 at 6.00 pm in New York, in presence of Emmanuel Ullmo, the IHÉS director.

    Presentation was made by Dr. Robert J. Frey, Director, Program in Quantitative Finance, Stony Brook University and former managing director with hedge funds.

    After 25 years as an applied mathematician in industry, the last 15 years spent in quantitative finance as a managing director with a well-known hedge fund, Dr Robert J. Frey retired in 2004 and embarked on an academic career. His focus is on risk management, modeling the process of managing complex and dynamic portfolios, particularly those that naturally arise in so-called alternative investment strategies. This interest has found its expression in two areas of research: characterizing those interactions via regime-switching models and developing policies for risk control and capital structure management through micro-simulations.

    Abstract: We undertake an analysis of the past 180 years of stock market drawdowns. This talk will describe a new approach to modeling this process, measure its stability of over time, and reflect on the significance of the Great Depression and other significant events, the effectiveness of monetary and fiscal i…

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    Original video: https://www.youtube.com/watch?app=desktop&v=27x632vOjXk
    Downloaded by http://huffduff-video.snarfed.org/ on Wed Dec 21 21:53:54 2022 Available for 30 days after download

    Tagged with education

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  2. Jeffrey Gundlach and Felix Zulauf on Global Markets Amid Secular Change 12-12-22

    Jeffrey Gundlach, CEO of DoubleLine Capital, and Felix Zulauf, CEO of Zulauf Consulting, share their outlooks for global markets, the likelihood of a global recession in 2023 and separation of the world into competing blocs pitting the U.S. and China-Russia against each other. (For more information on Zulauf Consulting, please visit www.felixzulauf.com.) The conversation was moderated Dec. 12, 2022, by DoubleLine Portfolio Manager Samuel Garza. Mr. Garza starts the dialogue (0:59) by asking Messrs. Gundlach and Zulauf for their most significant takeaways from 2022. Then they turn to inflation (9:50), which both expect to decline in 2023 and could well overshoot on the downside.

    The discussion takes up the world’s shifting geopolitics (15:32). Mr. Gundlach expresses concern about the increasing belligerence from Washington with respect to its proxy war against Russia and, the U.S.’ massive deficits notwithstanding, pledges to defend Taiwan or at least supply it with weapon systems. Mr. Zulauf notes (17:19) that Saudi Arabia, a longtime U.S. ally, has shifted to align closely with China.

    Mr. Gundlach notes (20:43) notes that in the U.S., the federal government is running a very large deficit “with unemployment at a low level. Usually, when you have this kind of deficit, it’s in respons…

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    Original video: https://www.youtube.com/watch?app=desktop&v=EI_M4o2mrs8
    Downloaded by http://huffduff-video.snarfed.org/ on Wed Dec 21 21:54:04 2022 Available for 30 days after download

    Tagged with people & blogs

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  3. Nassim Nicholas Taleb: Why Correlation is Unreliable

    At the 2022 Greenwich Economic Forum-Miami, Black Swan author, Nassim Nicholas Taleb explains why correlation is unreliable at a due diligence tool. Coming as it does during on ongoing pandemic and in the middle of Vladimir Putin's invasion of Ukraine, Taleb also discusses Wars and Pandemics and puts them into their proper risk buckets.

    @Universa Investments www.universa.net

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    Original video: https://www.youtube.com/watch?app=desktop&v=twUhabWYIIA
    Downloaded by http://huffduff-video.snarfed.org/ on Wed Dec 21 21:53:57 2022 Available for 30 days after download

    Tagged with film & animation

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  4. Goldmoney Outlook Roundtable 2023

    Goldmoney’s leadership team and special guests sat down at the London Royal Society to discuss the state of the global economy, geopolitics, central banks, energy and gold.

    The panellists are Roy Sebag, Founder and CEO; James Turk, Founder; Alasdair Macleod, Head of Research; Stefan Wieler, Director and Energy Analyst; Josh Crumb, Founder and guest panellist. The discussion was moderated by Nancy Hungerford. This video was filmed on November 11, 2022.

    To learn more about Goldmoney, visit: www.goldmoney.com.

    00:00 — Introduction 00:55 — Inflation and rising cost of living 36:32 — Energy and Geopolitics 1:13:40 — Interest Rates, The Banking System, and Central Banks 1:56:42 — Conclusion

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    Original video: https://www.youtube.com/watch?app=desktop&v=590yV6VihjA
    Downloaded by http://huffduff-video.snarfed.org/ on Tue Dec 6 21:57:44 2022 Available for 30 days after download

    Tagged with news & politics

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  5. Abaxx’s Joe Raia Talks FCM Model Benefits, FTX and the Need for Physically Delivered Contracts

    Before the FTX implosion, FTX had created quite a regulatory stir in the futures industry with a proposal before the CFTC for a clearing model that eliminated the need for FCMs. Abaxx Exchange Chief Commercial Officer Joe Raia has been outspoken in his support for FCMs. John Lothian News caught up with Raia at the recent FIA EXPO 2022 in Chicago to discuss his views. Raia said FCMs play an important role in the marketplace that a lot of people don't understand. Raia spent 7 years working for Goldman Sachs and 12 at the NYMEX and CME Group before that, so he has seen the value of FCMs from a risk management perspective. We asked him whether the Asian exchanges will look at the FCM model. Abaxx Exchange is regulated by the MAS in Singapore and is getting ready for launch next year, and it uses the FCM model. Raia emphasized the importance of the technology FCMs have built to liquidate customers that are defaulting. We asked Raia how FTX has impacted the market. Raia mentioned the liquidation algorithm FTX was proposing in its CFTC proposal and how, given what he saw while at Goldman Sachs during the MF Global collapse, it would have been a difficult task for an algo. Abaxx is currently working on physically delivered futures contracts. The market needs a buyer and seller of last resort, he said, so that is what Abax…

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    Original video: https://vimeo.com/776713323
    Downloaded by http://huffduff-video.snarfed.org/ on Tue Dec 6 22:02:16 2022 Available for 30 days after download

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  6. Fed “moderation”, windfall OAG taxes in UK, and building an exchange: The Week Ahead - 5 Dec 2022

    Explore your CI Futures options: http://completeintel.com/inflationbuster

    Get the transcript here: https://www.completeintel.com/weekahead/fed-moderation-windfall-tax-uk-exchange

    China Protest: Special Week Ahead Episode - https://youtu.be/4duLSGnO-Og

    On Wednesday, Jay Powell talked and said “The time for moderating the pace of rate increases may come as soon as the December meeting.” The JOLTs data that came from Wednesday showed a slowing in job openings and the employment data from Friday was still strong but moderated a bit. With China announcing some changes to lockdowns, how worried should we be about commodity prices, given the “moderating” Fed? Albert Marko leads the discussion on this.

    We also saw the UK announce windfall oil & gas taxes last week. We’ve seen a slew of announcements to halt investment. This is something that Tracy called out well before the windfall tax was announced. What will the impact be and how did the UK government think this would go over? Tracy explains this in more detail.

    Given the LME nickel issues, FTX, etc., credibility is a concern at times. Why do these systems fail? What should people who trade know about exchanges that nobody tells them? Josh shares his expertise on what it's like to build an exchange.

    Key themes: 1. Fed “moderating the…

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    Original video: https://www.youtube.com/watch?app=desktop&v=EqRSaIQmgv0
    Downloaded by http://huffduff-video.snarfed.org/ on Tue Dec 6 21:55:03 2022 Available for 30 days after download

    Tagged with news & politics

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  7. Abaxx Fall Update 2022

    Join us as Neil Simon, CEO and founder of Investor Cubed interviews Josh Crumb , CEO and Joe Raia, CCO of Abbax Technologies.

    Hear details about:

    🔴 The macroeconomic environment illustrating the dire need for smarter energy and commodity markets 🔴 Abaxx's suite of solutions, introducing better benchmarks and risk management tools to market participants 🔴 Progress to strategic milestones achieved in Q3 🔴 The road to revenue in 2023

    Follow us on: Twitter: https://twitter.com/investorcubed Linkedin: https://www.linkedin.com/company/investor-cubed/

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    Original video: https://www.youtube.com/watch?v=9OsolQh4Ytw
    Downloaded by http://huffduff-video.snarfed.org/ on Sun Nov 27 17:35:15 2022 Available for 30 days after download

    Tagged with people & blogs

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  8. A Global Monetary Reset Is Here; Countries No Longer Want to Be Held Hostage, Warns Frank Giustra

    In an exclusive interview with Daniela Cambone, billionaire philanthropist, Frank Giustra lays out his thesis for the global monetary reset already underway. We're at the beginning of a currency war, "and I'm absolutely certain we're heading into a global monetary system reset," warns Frank Giustra, CEO of the Fiore Group. He tells Daniela Cambone, Russian President Vladimir Putin and Chinese President Xi Jinping, "have made it very clear they want an alternative to the U.S. dollar," after being held hostage by the currency for so long. Predicting that the dollar will lose its status as the world's reserve currency, Giustra says China will be victorious in its efforts to solidify a new central bank currency backed by gold. "Everybody, and I mean everybody, should own physical gold," he says when asked about the increasing privacy issues posed by technology. "I think the pivot is around the corner, the [Fed's] math doesn't make any sense," claims Giustra when asked about the rate-hike cycle currently underway for the central bank. "The Fed is trying to talk inflation and something is going to break, they've ruined the American dollar," he concludes.

    #gold #digitaldollar #thegreatreset

    ⭐️ Join Daniela Cambone's exclusive community ➡️ https://danielacambone.com

    ➡️ Follow us on Facebook:…

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    Original video: https://www.youtube.com/watch?app=desktop&v=W6EAmeO8BF8
    Downloaded by http://huffduff-video.snarfed.org/ on Thu Nov 24 04:44:15 2022 Available for 30 days after download

    Tagged with news & politics

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