Weekly Performance
Another positive week for the S&P500 futures, with a 2.04% gains (vs + 3.30% lest week). Average trading volume was 1,266,00 contracts, 3.5% lower than last week.
Podcasts
February, 27th 2020
MACROVoices Podcast
Interview with Fasanara Capital
Erik Townsend and Patrick Ceresna welcome Francesco Filia to MacroVoices. Erik and Francesco discuss:
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50-Year swap rate in negative territory
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Why the US treasury bond is no longer an investment and its systemic implications
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The upcoming daily liquidity crisis and it means for the market
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Complexity-based systemic risk alerts and tools to manage risks
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How to translate these concepts into actionable strategies
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Why is flash-crash is likely to happen
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Perspectives on economic impacts of COVID-19