GARP SoCal Director, DITMo Strategies PM, Renovatio Asset Management Alternatives Risk Manager: “Deep-In-The-Money Hedge Strategy Report” November 2011, Issue #4 Revised Version. Probabilities on Return and Risk over 10, 5, 3, 1 Year with Color Pullout Rankings Matrices and unique metrics. Free Download.DITMo Hedge Strategy Monthly Nov11-Issue4
I have often made the case to clients that diversification and volatility are portfolio management distractions. Not because they are uniformly irrelevant, but because industry dogma gives them a status well above their merit. Our industry uses diversification and volatility as yardsticks of comparison, so funds are naturally incentivized to alter their behavior to maximize their performance based on these […]
Pj de Marigny, DITMo Strategies Director, GARP, S. California Chapter Two GARP Conferences (One past, one present): Go to www.GARP.com (Free membership for all Powerpoint Presentations of Worldwide Chapters) GARP S. California will be hosting an invitation only conference in Los Angeles sponsored by IBM. Chief Risk Officers of major financial institutions. Date: 29November2011 Time: 7:30am – 10:30am Place: Los […]
100th Monkey Phenomenon: A Monkey or a Black Swan? Pj de Marigny, DITMo Strategies Director, GARP, S. California Chapter 23Oct2008, Newport Beach, CA. In the Ken Keyes, Jr book “Hundredth Monkey” (http://www.amazon.com/Hundredth-Monkey-Ken-Keyes-Jr/dp/094202401X)there exists a theory that ‘thoughts, views, and concerns are transmitted mind to mind.’ This Hundredth Monkey phenomenon may be used to predict trends in consumer products and is […]
DITMoHedgeStrategyMonthly Sept11-Issue2 by Renovatio Asset Mgt
Is there a better system than the U.S. Fed? Pj de Marigny / DITMo Strategies Director, GARP, S. California Chapter 14July2011, Newport Beach, CA. Alternative systems to the U.S. Central Bank such as a proxy currency, free banking sytem and commodity system. The balance between Fed and Treasury is all but unsustainable in the U.S. deficit trajectory within our political […]
“The NEW Roman Empire: Fiscal & Monetary Unity” Pj de Marigny / DITMo Strategies Director, GARP S. California Chapter 03Aug2011, Newport Beach, CA. “Today we are all Romans.” Mitteleuropa, the extension of the Roman Empire from the days of Otto the Great seen by Bismark in 1915 is a present reality. It is the panacea for restoring growth and ensuring […]
Saving Europe and Disposing of Gold Pj de Marigny, DITMo Strategie Director, GARP, S. California Chapter 05Sep2011, Newport Beach, CA. Is there a panacea for Europe and the United States to avert an economic meltdown? For the United States, supply and demand side solutions include extending unemployment benefits, employment tax credits, rolling back regulatory burdens, Fed monetary manipulations and infrastructure […]
What Is The #1 Financial Risk Today? I was speaking to a European (Swiss) colleague recently. He was a top executive for Rothschild Private Bank and he is an FRM. He asked me a question, “What is the number one risk today?” He had a surprising answer. He explained his answer from his clients’ viewpoint on the subject. He told […]
