The Macro Trading Floor
The Macro Trading Floor is a fun and actionable macro and markets podcast hosted by Alfonso Peccatiello and Brent Donnelly. If you are looking for banter, financial education, and actionable trade ideas this is the podcast for you!
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Warsh Woke Up The Bond Vigilantes
<p>Alf and Brent discuss the significant market reaction to Warsh's press conference: the Fed handed over the keys to the bond market, and now Bond Vigilantes are in charge until data comes in to set the direction straight for everyone. How to handle such a market environment?</p>
The Orange Variable
<p>Brent and Alf discuss the n-th injection of the Orange Variable in markets: Trump decided to escalate again with Iran, and even suggested the ceasefire might be over altogether. The duo discusses how to approach these injections of uncertainty, and what are the best trading and risk management frameworks to deploy here.</p>
The Rebasement Trade
<p>Alf and Brent discuss the major market shifts since the Warsh press conference. Is this a big macro shift or just a mini-trend that will ultimately slow down or even reverse?</p>
The Inflation Ghost, Gold and Options
<p>To reach out to Alf: alf@palinurocapital.com (or Alfonso Peccatiello on BBG)</p> <p>To reach out to Brent: bdonnelly@spectramarkets.com (or Brent Donnelly on BBG)</p> <p>In this episode, Alf and Brent discuss the best risk/reward ways to position for the macro environment ahead of us. They then deep dive into option structures around gold, and the question of increasing sample size of trades to reduce PnL variance against the risk of downgrading your edge and expected value per trade when the sample size increases.</p>
Process, Process, Process
<p>To reach out to Alf: alf@palinurocapital.com (or Alfonso Peccatiello on BBG)</p> <p>To reach out to Brent: bdonnelly@spectramarkets.com (or Brent Donnelly on BBG)</p> <p>In this episode, Alf and Brent focus on various aspects of their investment/risk management process. They discuss several ideas and how to implement them according to their framework: when to use options? How to think about convexity?</p>
Macro Investing In A Post-Hormuz World
<p>To reach out to Alf: alf@palinurocapital.com</p> <p>To reach out to Brent: bdonnelly@spectramarkets.com</p> <p><br></p> <p>Alf and Brent refresh their macro and trading frameworks on the basis of new info: the Iran/US MoU in negotiation phase, how the world might look like when Hormuz reopens, the Japanese FX intervention and more.</p>
New All-Time Highs Are Here: Now What?
<p>To reach out to Alf: alf@palinurocapital.com</p> <p>To reach out to Brent: bdonnelly@spectramarkets.com</p> <p>Alf and Brent discuss the framework for an Iran-US deal, and how to approach rates, currencies and equity markets for the foreseeable future.</p>
Frameworks To Trade The Hormuz Crisis
<p>To reach out to Alf: alf@palinurocapital.com</p> <p>To reach out to Brent: bdonnelly@spectramarkets.com</p> <p><br></p> <p>Alf and Brent are back discussing frameworks to approach this market as a short-term oriented trader or as a long-term focused macro investor. </p>
How To Trade Macro In A War
<p>Alf and Brent reflect on correlations converging to 1 across asset classes, risk management practices in macro deleveraging events, and a game theory approach to how the war could unfold from here.</p>
Hormuz & The Terms of Trade Shock
<p>Alf and Brent discuss the terms of trade shock that the de-facto closure of the Strait of Hormuz is causing. The duo walk through scenarios and probabilities and what framework can be used to trade such a market environment,</p>
