Tag Archives: credit suisse

Do Citigroup, JPMorgan Chase and Other Banks Hire More Than They Fire?

It’s no secret that Citigroup has a workforce problem this holiday season. The company may not be planning to layoff as many people as Morgan Stanley did last year, but if the reports are accurate, the firm is not in hiring mode either. Or is it? In North America alone, Citigroup is looking to fill 2,164 positions. Worldwide the company […]

DITMo Hedge Strategy Monthly (June12, Issue11) New Release

DITMo Hedge Strategy Monthly Jun12-Issue11Attributions, Rankings and Performances for Hedge Fund Classes and Indexes with Probabilities, Graphs, and pullout Color Matrices. By Pj de Marigny, PM DITMo Strategies / Renovatio Asset Management

DITMo Manager: “The Trouble With Banks…” (Top Short FCNCA)

Short: FCNCA: First Citizens As a relative value manager of DITMo Strategies “relative stability” is the screening. There is a reason why it is almost impossible for “relative stability” to find trades in the bank sector. Instead, the financial industry “relative stability” screen is relatively narrow including just a handful of exchanges, credit card companies and a few service companies. […]

DITMo Hedge Strategy Monthly (May12, Issue10r)

Revised version: DITMo Hedge Strategy Monthly. 23pg/20 Hedge Fund Classes & Indexes over 10Y period. Widely used by Private Banks, Wealth Advisors, Hedge Funds and Allocators.DITMo Hedge Strategy Monthly May12-Issue10r

DITMo Hedge Strategy Monthly (Apr12-Issue9) Rev

23 pgs, 20 Hedge Strategies by GARP SoCal Director. Now with Alpha/Beta t-tests including probabilities of risk and return, “Returns, Attributions and Rankings.” Scattergrams, SD/Return graphs and Color Return Ranking matrices that may be used as pullouts by advisors and allocators.DITMo Hedge Strategy Monthly Apr12-Issue9 Rev

NEW!!! DITMo Hedge Strategy Monthly (March 2012, Issue #8)

Newly revised with signficance tests on Alpha, Beta, Correlation with Probabilities of Risk and Return, Rankings, over 50 Attributions, etc, by Pj de Marigny, PM DITMo Strategies; Director GARP SoCalDITMo Hedge Strategy Monthly Mar12-Issue8

DITMo Hedge Strategy Monthly (Feb’12) Rev.

23 pgs, 20 hedge strategies and indexes, probabilities on risk and return, color matrices (revised front page VaR measures) Pj de Marigny is PM, DITMo Strategies and GARP SoCal DirectorDITMo Hedge Strategy Monthly Feb12-Issue7 (Rev)

DITMo Hedge Strategy Monthly (Feb 2012, Issue #7)

Pj de Marigny, PM DITMo Strategies; Director, GARP SoCal 23 pages on 20 Hedge and Index Strategies with Attributions, Probabilities and Rankings over 10 YearsDITMo Hedge Strategy Monthly Feb12-Issue7

DITMo Hedge Strategy Monthly (Jan2012, Issue#6)

Newly Revised 20 Strategy and Index Report with VaR, Drawdown and Sharpe Rankings, Probabilities on Risk and Return, Attribution Breakdown, 20 pages by Pj de Marigny, Director, GARP SoCalDITMo Hedge Strategy Monthly Jan12-Issue6

Madoff & Credit Suisse – how did a major bank lose $925.9 mln?

The Times broke a story which based on “Internal forecasts” the reported losses of investments made into Madoff funds by Credit Suisse clients could reach $925 million. This follows the admission that Swiss bank UBS lost $1.4 billion. Credit Suisse are standing firm on their statement that they didn’t have anything to do with promoting or selling Madoff investments. While […]