The theory of minimum variance
With five central banks meeting this week in the region and none had eased policy or expected to do so – Bank of Thailand met yesterday, Bank of Korea, Bank Negara Malaysia, Bank Indonesia and Bank… Continue reading
With five central banks meeting this week in the region and none had eased policy or expected to do so – Bank of Thailand met yesterday, Bank of Korea, Bank Negara Malaysia, Bank Indonesia and Bank… Continue reading
Journalists and analysts all writing to save their lives. Reports swinging wildly between Taper and Taper Not after the FOMC minutes depending on where the Dow was. RATES: Treasuries Fall After FOMC Minutes;… Continue reading
In any bond trader’s library, we need to have the Fabozzi bible. Next you need Hull for options. But the funky look is only complete with Satyajit Das’s Derivative Products & Pricing and/or… Continue reading
I have been spending some time on the herb and vegetables. Sweet potatoes flourishing but under savage attack by the relentless white fly army, same for the chilli and chilli padi. Rosemary sprouting… Continue reading
The Millenials (Gen Y) – 1980s-90s, the children of the late Baby Boomers. As a member of Gen X, empathy and antipathy results in a certain apathy for the next generation. I suppose… Continue reading
My futures broker was calling to congratulate me for putting on the TYQ3 put condor before the economic figure release … but with humility, I told him I was probably more lucky than… Continue reading
In early Feb, I wrote Sunday Times, Coffee and Slight Nausea. Tired of reading the same old “piece of mind numbing happy utopia calls, I will protest at the Toto salaries they are… Continue reading
The main local headline here today was “Temasek’s assets surge to a record on recovery in stock markets“. It triggered the usual debate on how much is attributed to new money and FX… Continue reading
Asianmacro has not posted since the 1st week of May to smell the roses into early summer and also in travels across Europe. Looking back in the past where I have been in… Continue reading
Ad Hoc Commentary – America’s large budget surplus, capital smiles on America
byIn our last post, we said that capital will give America two good years. Overnight, America posted the largest budget surplus since the depth of the crisis in 2009. Capital will smile upon… Continue reading →