Market Letters

The High Risks of a Corporate Bond Bubble

The leveraged loan market is where companies whose credit is so weak, they can’t access the high-yield bond market to obtain financing. This is the “sub-prime” of the corporate bond market. In 2007-2008 sub-prime mortgages provided liquidity that accelerated the boom in real estate construction, real estate

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Uncertainty Doesn’t Make A Confident Consumer

If you are uncertain as to what you should do right now to make money and protect your assets, you are not alone. What chance does the individual investor have when the governments of the world’s largest and most powerful nations seem to be in disarray and

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News on the Economy May Be Too Good

Today makes this the longest bull market in US history. It has lasted 3,453 days. The market in many ways is improving. While the recovery is still weak by historic standards, it is gaining momentum. 2018 has seen top line growth that has been all but missing

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Firing On All Cylinders or The Last Hoorah?

It is hard to find a bear. After nearly a decade of the market climbing the wall of worry, it seems that pundits and economists are nearly unanimous in their belief that the bull market is strong and will last well into 2019. It’s true that we

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They’re Called Junk Bonds for a Reason

Investors own nearly twice as much corporate debt (US$5.3T) today as they did in 2008. It’s not just institutional investors now. With the advent of the ETF the retail investor in search of a “safe, liquid asset” has gone into corporate bonds in a big way. But

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The Party’s Over But the Mess Remains

The Janet Yellen Fed and the free money party has ended. But as with any great party, someone must clean up, and that clean up can be very messy. We got a glimpse over the last few weeks as to what that might look like as the

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Misunderstanding Correlation Could Be Costly

Failure to understand the unique relationship of managed futures to every other asset class could cost you a lot of money. The main objection I receive from perspective clients on adding managed futures to their portfolio is that they believe that stocks will continue higher. They don’t

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Risk Allocation 2018

Investors, both retail and institutional, have portfolio diversification wrong and it could have disastrous results. With the best of intentions, today’s investor is mindfully building portfolios on the premise that diversifying capital across multiple asset classes will strengthen and shield it during adverse market conditions. It is

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The Pendulum Is Set to Swing Back

It has been a tough year for managed futures. So bad, in fact, that the rolling 12-month Sharpe Ratio for the BarclayHedge CTA index hit a historic low. Some investors may be considering abandoning their managed futures position in favor of something performing better, but a closer

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