correlation – Heisenberg Report

by therealheisenberg February 12, 2018 1

Ray Dalio’s ‘Pretty Stupid’ People Are The Only Ones With Real Positive Returns In 2018

“If you’re holding cash”…

by therealheisenberg November 28, 2017 7

bonds correlation S&P 500

The 100-Year Bull Market

“The longest run has been during the Roaring 20s, ending with the Great Depression.”

But that could soon be eclipsed.

by therealheisenberg March 20, 2017 1

10Y correlation S&P 500

Is “Tantrum” Risk Rising Behind The Scenes?

So this is something that’s worth watching… We’ve said time and again that investors would do well to remember whatContinue Reading

by therealheisenberg March 7, 2017 1

10Y correlation risk parity S&P 500

Chart Check: “Trouble”

So earlier today in “To ‘Tantrum’ Or Not To ‘Tantrum’, That Is The Question,” I said the following about theContinue Reading

by therealheisenberg February 24, 2017 0

10Y correlation S&P 500 volatility

“A Glaring Error Of Omission”

VaR shocks. Taper tantrums. I talk about such things a lot. And with good reason. Investors have a discernibleContinue Reading

by therealheisenberg February 19, 2017 0

correlation marko kolanovic populism risk parity S&P 500 volatility

“JP Merlin” Returns: Quant Wizard Kolanovic Weighs In On Volatility, Geopolitics, And The Fed

He doesn’t have a long, white beard. He doesn’t wear a robe or a pointy hat. And he doesn’t walkContinue Reading

by therealheisenberg February 16, 2017 1

correlation goldman sachs hedge funds volatility

Good News: Hedge Funds Might Have A Chance To Beat Benchmarks In 2017

So what does any of this mean for average investors? Well, intuitively, it means there’s a chance for you to go out and find yourself some alpha by returning to your roots as an expert stock picker (boy, this post is just dripping with sarcasm).

by therealheisenberg February 15, 2017 0

10Y correlation S&P 500

Correlation Doesn’t Equal Causation Which Is Fine Because That Was Never The Point

The problem – or at least one of the problems – seems to be that whenever some people hear “correlation”, they Marty McFly it right back to high school science class and regurgitate the old “correlation doesn’t equal causation” line and then subsequently tune out as if they’ve dropped the mic on me.