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Crisis Alpha Series

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‘Crisis alpha’ here refers to profits made by exploiting trends in markets during times of crisis. Most investment strategies are susceptible to suffering devastating losses during equity market crisis. Given this, for almost any investor, the key to finding true diversification is in finding an investment which is able to deliver performance during these turbulent periods. The recent losses of the equity crisis have also reinforced to investors the importance of diversification to other asset classes and it is well known that diversified Managed Futures strategies tend to perform well when equity markets take losses, making them an excellent candidate for diversifying a portfolio. In this series, we will cover real stories and strategies that are designed to deliver a 'crisis alpha' stream for investors who worry about their long-only exposure in global equity markets.

Crisis Alpha Series

Volatile volatility too volatile this year

Nov 30, 2015 11:49 am UTC| Commentary

Volatility, which is known as VIX in financial market is a measure of market movement (SP500, rather expected market movement using option price. Using reverse Black Sholes equation and options price in the market, VIX or...

Crisis Alpha Series

Is the Swiss franc still a safe-haven?

Nov 26, 2015 22:35 pm UTC| Commentary

The equity sell-off in August was accompanied by an atypical rally in EUR/CHF which has led the market to question whether the franc can still be regarded as a safe-haven with a tendency to outperform in stressed market...

Crisis Alpha Series

Market forecasts mixed as investors await clarity on global monetary policies

Nov 24, 2015 00:53 am UTC| Insights & Views

October was a pre-holiday gift for stock market bulls: One of the smoothest, drama-free ralliesin a long time. As more and more market players are assuming the chances of the U.S. FederalReserve raising interest rates...

Crisis Alpha Series

Fitch: Investors Accept Negative Euro MMF Yields; VW Exposure Cut

Nov 16, 2015 09:10 am UTC| Research & Analysis

Fitch Ratings says that investors are accepting negative euro money market funds yields, as they face the lack of low-risk alternatives and amid heightened risk aversion at a time of market stress, as was the case over the...

Crisis Alpha Series

Stocks tumble as global growth worries drive volatility

Oct 16, 2015 08:54 am UTC| Commentary

The increase in volatility that we saw in August continued into September. This volatility was fueled largely by investors concerns about global growth. Despite the Federal Reserve leaving interest rates unchanged and...

Crisis Alpha Series

August turned out to offer anything but the summer doldrums

Sep 27, 2015 12:35 pm UTC| Commentary

Investors went into the month content that the Greek crisis was now, at least somewhat, averted and the Chinese stock market had finally had its long-dreaded bloodletting. OnAugust 11, however, the Peoples Bank of China...

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Economy

Beyond the spin, beyond the handouts, here’s how to get a handle on what’s really happening on budget night

Three weeks from now, some of us will be presented with a mountain of budget papers, and just about all of us will get to hear about them on radio, TV or news websites on budget night. The quickest way to find out what...

Johannesburg in a time of darkness: Ivan Vladislavić’s new memoir reminds us of the city’s fragility

Ivan Vladislavić is Johannesburgs literary linkman. He tells us, in the first pages of his new book, The Near North, that before cities were lit, first by gaslight and later electricity, people of means paid torchbearers...

Why is the London Stock Exchange losing out to the US

London Stock Exchange (LSE), which can trace its heritage to the coffee houses of the 17th century, is failing. The volume of shares traded is sharply declining, and some UK companies are swiftly moving to the US...

Why Germany ditched nuclear before coal – and why it won’t go back

One year ago, Germany took its last three nuclear power stations offline. When it comes to energy, few events have baffled outsiders more. In the face of climate change, calls to expedite the transition away from fossil...

What if the Reserve Bank itself has been feeding inflation? An economist explains

Heres something for the board of the Reserve Bank of Australia to ponder as it meets next month to set interest rates. It has pushed up rates on 13 occasions since it began its attempt to restrain inflation in May...

Politics

Labour can afford to be far more ambitious with its economic policies – voters are on board

To say that the Labour party is flying high in the polls is something of an understatement. But despite its consistent lead against the Tories, the opposition finds itself in a rather odd position: on the cusp of power but...

History for sale: what does South Africa’s struggle heritage mean after 30 years of democracy?

One of my favourite statues is the one of Nelson Mandela at the Sandton City shopping centre in Johannesburg. Larger than life, its oversized bronze shoes shimmer in the evening light, polished by the hands of many...

Sudan: civil war stretches into a second year with no end in sight

In the early hours of April 15 2023, the Rapid Support Forces (RSF) a Sudanese paramilitary force attacked the military airstrip in the town of Merowe and deployed troops across strategic locations in Sudans capital,...

Joe Biden Proposes Record 44.6% Capital Gains Tax in Latest Budget Plan That May Favor Cryptocurrencies

President Joe Biden has proposed raising the capital gains tax to an unprecedented 44.6% in a bold fiscal move, targeting the wealthiest Americans. This hike is part of his 2025 budget proposal to reduce income...

Turkey’s suppression of the Kurdish political movement continues to fuel a deadly armed conflict

The world has 91 democracies and 88 autocracies. Yet 71% of the worlds population (some 5.7 billion people) are living under autocratic rule, a big jump from 48% ten years ago. This trend towards authoritarianism can...

Science

A Nasa rover has reached a promising place to search for fossilised life on Mars

While we go about our daily lives on Earth, a nuclear-powered robot the size of a small car is trundling around Mars looking for fossils. Unlike its predecessor Curiosity, Nasas Perseverance rover is explicitly intended to...

The rising flood of space junk is a risk to us on Earth – and governments are on the hook

A piece of space junk recently crashed through the roof and floor of a mans home in Florida. Nasa later confirmed that the object had come from unwanted hardware released from the international space station. The 700g,...

Peter Higgs was one of the greats of particle physics. He transformed what we know about the building blocks of the universe

Peter Higgs, who gave his name to the subatomic particle known as the Higgs boson, has died aged 94. He was always a modest man, especially when considering that he was one of the greats of particle physics the area of...

Could a telescope ever see the beginning of time? An astronomer explains

The James Webb Space Telescope, or JWST for short, is one of the most advanced telescopes ever built. Planning for JWST began over 25 years ago, and construction efforts spanned over a decade. It was launched into space on...

US media coverage of new science less likely to mention researchers with African and East Asian names

When one Chinese national recently petitioned the U.S. Citizenship and Immigration Services to become a permanent resident, he thought his chances were pretty good. As an accomplished biologist, he figured that news...

Technology

Huawei Leaks: Next-Gen Kirin CPU to Rival Apple's M3 Processor

Huaweis chip development team is rumored to be working on a next-generation Kirin CPU that could give Apples M3 a run for its money. The chip is expected to leverage the innovative Taishan V130 architecture, focusing on...

SHIB Burn Rate Soars 88% Following Major Shibarium Upgrade Announcement

Following a crucial upgrade announcement for Shibarium, Shibburn reports a dramatic 88.32% increase in the SHIB burn rate, removing millions from circulation and significantly boosting Shiba Inu coin holders. SHIB...

Solana Co-Founder Clashes with Vitalik Buterin, Champions Meme Coin Culture

In a bold social media move, Solanas co-founder Raj Gokal defended meme coins and subtly critiqued Ethereums Vitalik Buterin, stirring controversy in the crypto community. Solanas Gokal Defends Meme Coins, Warns...

Tesla Model 3 Performance Price Surges Days After Debut, Cybertruck Powershare Costs Skyrocket

Just days after Tesla released its Model 3 Performance, the company increased its price by $1,000. Meanwhile, a Tesla Cybertruck owner faces a staggering $30,000 quote for a Powershare installation, which would enable his...

Apple Partners with OpenAI for On-Device AI in iOS 18, Enhancing Privacy

Apple Inc. has reignited discussions with OpenAI to integrate advanced AI features into iOS 18, utilizing large language models entirely on-device. According to a Bloomberg report, this move promises to significantly...