Downside Protection in US Credit Market

Featuring Cyril Castelli

Cyril Castelli is one of Europe’s most respected macro strategists, giving his clients access to the trading positions in Rcube’s global macro portfolio. With deterioration in corporate behavior towards leverage, pressures are building in the US credit market and in this Think Piece, Cyril explains the urgency to take action to position yourself on the downside. Filmed on April 27, 2017, in Paris.

Published on
23 May, 2017
Topic
Trading, Research, Volatility, US Economy, Bonds, Credit Market, Derivatives, Macro
Duration
22 minutes
Asset class
Bonds/Rates/Credit, Currencies, Equities
Rating
12

Comments

  • AC

    Adam C.

    9 6 2017 08:55

    0       0

    Awesome crash course into what drives credit spreads. I also loved his structure of selling 3m yen strangles to buy 12m ATM S&P puts. Another example of how crazy low equity vol is

  • FG

    Francois G.

    27 5 2017 21:34

    3       0

    Superbe, merci monsieur Castelli

  • PP

    Paul P.

    24 5 2017 22:16

    1       0

    Great work. Thank you.

  • SC

    Seraphim C.

    23 5 2017 20:27

    4       0

    Great insight as per usual!

  • AP

    A P.

    23 5 2017 18:13

    14       0

    Brilliant ANALYSIS from Mr. Castelli. More please! Good on RVTV for featuring.

  • NL

    Nick L.

    23 5 2017 13:42

    4       0

    Fantastic video