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By Bilal Hafeez 08-07-2020
In: post | Newsletter

Deep Dive: Measuring S&P Performance vs Volatility + Exclusive On The Battle For Alternative Money

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(total reading time: 2 min)

Volatility guru Thorsten Wegener continues his vol series for our Deep Dive this week. By constructing rolling annual portfolios over the past 30 years, he models S&P performance under different volatility environments to estimate optimal performance. 

Markets veteran John Butler continues his series on the fintech crisis giving his take on Bitcoin versus CBDCs (and gold) in the race towards alternative money.



How S&P500 Performs In Different VIX Regimes (7 min read) ‘Be water my friend.’ Elegant, insightful, evocative, and one of the best-known quotes of perhaps the greatest martial artist of all time, Bruce Lee. But is it an appropriate start for a research piece examining the historical relationship between performance and volatility over the last 30 years?

(Thorsten Wegener │ 8th July, 2020)




Fintech In Crisis, Part II: From Alternative Payments To Alternative Money (6 min read) In Part I of this series, I explored how the Covid-19 scare has highlighted some of the major challenges already facing the Fintech sector generally. But there is one area in which some thought it might be of some benefit; that is, in the market for an alternative money itself, rather than a mere means of alternative payment.

(John Butler │ 8th July, 2020)


Hive Indicators

Global COVID-19 Tracker – 3mn Infections In The US / Bolsonaro Tests Positive In the DM world, the US recorded the largest ever daily increase of 58,047 new cases, up 2% from a day earlier. Total infections now stand at 3mn. Florida is facing a shortage of ICU beds and in Texas the number of hospitalized patients more than doubled in the last two weeks.

(Bilal Hafeez, Stefan Posea │ 8th July, 2020)


Coronavirus Update





(The commentary contained in the above article does not constitute an offer or a solicitation, or a recommendation to implement or liquidate an investment or to carry out any other transaction. It should not be used as a basis for any investment decision or other decision. Any investment decision should be based on appropriate professional advice specific to your needs.)