The Structured Finance Industry Group’s annual conference in Las Vegas revealed traders of exotic derivatives were “bullish” on markets. But there is a dichotomy as tight spreads and thoughts of an asymmetric risk reward profile were on the lips of traders, lawyers, bankers, rating agencies and other attendees at SFIG Vegas 2017. One of the most popular seminars among the nearly 6,300 attendees was about technology that could replace highly profitable human SWAPs traders. SFIG attendees bullish but wary of tight spreads Investors who spoke to Morgan Stanley’s Securitized Products Strategy research team, looking at a bull market across a…
Opportunity In Subprime Auto ABS?
Mark Melin
Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.