Page 2 - Tail Risk News Today

While most investors are now worried about growing geopolitical friction, markets have yet to substantially reflect the uneasiness.

Universa's Mark Spitznagel says Treasuries don't offer the best protection for investors, and portfolio diversification can do more harm than good.

Profiting from Crises: Trading Strategies and Insights | The Tim Ferriss Show #bigIdeas

Letter warns of cross-currency repo risks, but they didn’t feature in Archegos or LDI blow-ups

Why does a stock’s skew become flat when markets get volatile? If you’ve ever wondered how the shape of skew changes during turbulent times, this article will provide you with the answers.During periods of high volatility, a slope that is typically associated with skew tends to flatten out. As a result, the implied volatility difference […]

Universa's Mark Spitznagel says stocks are at dangerous highs, blasts the Fed, and advises retail investors to follow Warren Buffett's advice.

EBA proposals introduce additional expected shortfall backtest for market capital risk models under FRTB

Too much is at stake and hopefully we can put a lot of the division that weve seen aside to actually get this deal past, just because of this severe economic implications of a deal not being able to be passed, the stakes are too high at this point, and it looks like global markets as well are expecting the deal will actually pass before that earlyjune deadline. deal will actually pass before that early june deadline.— early june deadline. what are ratin . s early june deadline. what are rating...

Orcam Financial Group boosted its holdings in shares of Cambria Tail Risk ETF (BATS:TAIL – Get Rating) by 66.9% in the fourth quarter, according to its most recent disclosure with the Securities and Exchange Commission (SEC). The firm owned 20,200 shares of the company’s stock after purchasing an additional 8,100 shares during the period. Cambria […]

Beaumont Financial Advisors LLC purchased a new position in Cambria Tail Risk ETF (BATS:TAIL – Get Rating) in the fourth quarter, according to the company in its most recent disclosure with the Securities and Exchange Commission. The institutional investor purchased 892,548 shares of the company’s stock, valued at approximately $13,656,000. Cambria Tail Risk ETF accounts […]