Mack Frankfurter

Contributor since: 26 Feb 2010

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Biography

• Is Commodity "Roll Yield" a Fictional Return?

  Published 08 July 2009 | viewed 3,674 times

  Half the lies they tell about me aren't true. --Yogi Berra Term Structure and Roll Yield Question: if something is stated repeatedly as fact, does…

• In The Beginning There Was Alpha

  Published 31 May 2009 | viewed 3,736 times

  Hear then, o Economidae, nymphs of the streams Of infinitely discussed yet discounted prophets, Of the story which I sing: the epic of men And…

• Has the Steamroller Rolled Over Options Trading Programs?

  Published 21 October 2008 | viewed 2,086 times

  "In days of old, seers entered a trance state and then informed anxious seekers what kind of mood the gods were in, and whether this…

• Moral Hazard and the Aggregate Wealth Portfolio

  Published 24 September 2008 | viewed 3,290 times

  The largest financial bailout in United States history, which some traders are starting to call the 'Securitized Housing Investment Trust' (hint: think acronym), is causing…

• Raising Margin Requirements May Spike Oil Prices Higher

  Published 26 May 2008 | viewed 3,811 times

  Commodity pricing theory mainly focuses on the transference of a "risk premia" from risk-adverse hedgers to speculators. This insurance-like context was first proposed by Keynes…

• The Mysterious Case of the Commodity Conundrum, Securitization of Commodities, and Systemic Concerns (Part 3)

  Published 28 April 2008 | viewed 1,934 times

  "The theories which I have expressed there, and which appear to you to be so chimerical, are really extremely practical -- so practical that I…

• The Mysterious Case of the Commodity Conundrum, Securitization of Commodities and Systemic Concerns (Part 2)

  Published 22 April 2008 | viewed 2,671 times

  "The theories which I have expressed there, and which appear to you to be so chimerical, are really extremely practical -- so practical that I…

• The Mysterious Case of the Commodity Conundrum, Securitization of Commodities and Systemic Concerns (Part 1)

  Published 21 April 2008 | viewed 2,408 times

  "The theories which I have expressed there, and which appear to you to be so chimerical, are really extremely practical -- so practical that I…

• Questions Submitted to CFTC for April 22 Agricultural Roundtable

  Published 18 April 2008 | viewed 1,363 times

  The following is an open letter sent to the Commodity Futures Trading Commission (CFTC), in response to their request for questions from the public to…

• Prepared Speech: IQPC Base Metals Investment Summit 2008

  Published 19 March 2008 | viewed 1,705 times

  This speech was prepared for the IQPC Base Metals Investment Summit 2008 in New York City on April 2, 2008. For a copy of the…

• Retrospective: The Mysterious Case of Massive Liquidity

  Published 22 January 2008 | viewed 5,374 times

  Original draft published by http://cervinocapital.blogspot.com on January 9, 2007. Revised version reprinted below published by Managed Account Research, Inc. on December 18, 2007. It is…

• Working Paper Synopsis: The Search for the Beta of Commodity Futures

  Published 25 January 2008 | viewed 4,187 times

  This article summarizes the working paper available at SSRN: http://ssrn.com/abstract=1029243 Is Managed Futures an Asset Class? The Search for the Beta of Commodity Future Study…

• Industry Focus: Proctor Investment Managers

  Published 10 October 2007 | viewed 3,355 times

  Originally published by www.focuspointpress.com on August 10, 2007 When James C. Coley II, Chairman and CEO of strategic private equity investor Proctor Investment Managers, founded…

• Industry Focus: Explorer Alternative Management

  Published 09 October 2007 | viewed 3,502 times

  Originally published by www.focuspointpress.com on August 10, 2007 Institutional attention to emerging managers, specifically managers involved in alternative investments, has increased significantly since a decade…

• Playing Liars Poker in a Kudlowian World

  Published 22 June 2007 | viewed 5,207 times

  Originally published by http://cervinocapital.blogspot.com on April 10, 2007. It is republished here by permission. "It may well be that the booming American economy is still…

• Managed Futures: A Model for Incubating Talent

  Published 21 June 2007 | viewed 4,043 times

  Originally published by www.focuspointpress.com on June 18, 2007 PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. INVESTING IN FUTURES AND OPTIONS INVOLVES RISK AND…

• Options: A Three Dimensional Chess Game

  Published 13 October 2006 | viewed 5,115 times

  "Could we look into the head of a Chess player, we should see there a whole world of feelings, images, ideas, emotion and passion." --…