| Label Key | S/T Momentum |
L/T Momentum | Combo Momentum | CEC Strategy | |||||
| Long | LSR | 64 | 0.18 | 31 | 0.26 | 22 | 0.20 | 0 | 0.0 |
| Short | NPD | 357 | -69.6% | 118 | -20.7% | 109 | -20.7% | 0 | 0.0% |
C.M.O. 2.8.2010
Credit Market Overview
February 8, 2010
Correlation among asset classes has returned with a vengeance recently as stocks and commodities have moved in sync 80% of the time since January 11th of this year vs. 11% of the time between April and August of 2009.
The pundits… »
C.M.O. 2.5.2010
Credit Market Overview
February 5, 2010
The 21st century’s version of O. Henry’s Cisco Kid in many ways epitomizes “The Caballero’s Way” but in a more modern sense. Modern in that he’s dropped a vowel and is now the CSCO Kid and also modern in the… »
C.M.O. 2.4.2010
Credit Market Overview
February 4, 2010
The French have contributed much to society over the years; art, music, architecture, literature and the wonderful things that happen inside of a kitchen have all been irrevocably changed by the Gaul’s. It would appear they continue to do so… »
