World's Youngest Hedge Fund Manager Jacob Wohl - What's His Strategy?
Jacob Wohl
Wednesday, September 28, 2016

More Posts

  1. Are 100-Year Bonds A Surefire Liquidity Trap? By: Jacob Wohl
    22 Jun, 2017
    Are 100-Year Bonds A Surefire Liquidity Trap? By: Jacob Wohl
    Since the election, there has been a lot of talk that Trump's treasury, led by Steve Mnuchin, may issue 50 and 100 year bonds. For a large issuer of debt, this seems like the best possible way to lock-in the unseasonably low interest rates that the market now provides. The discussion about issuing ultra-long term debt has been fraught with uncertainty over whether or not there would even be sufficient demand for this debt. After all, it's hard to imagine that anyone would make the bet that
  2. Is Social Media Sleuthing the Next Frontier in the Prediction of Pre-Payments for MBS Traders?
    19 Jun, 2017
    Is Social Media Sleuthing the Next Frontier in the Prediction of Pre-Payments for MBS Traders?
    For traders of residential mortgage backed securities (RMBS), collateralized mortgage obligations (CMO’s) and other prepayment sensitive securities, the likelihood of prepayment across a range of scenarios is the operative factor in assessing risk and opportunity. Traditional regression models assess the likelihood of pre-payment by measuring historical pre-payments and drawing correlations to those historical prepayments with various indicators, including but not limited to: interest rates,
  3. Are Uber and Lyft to Blame for the Auto Loan Bubble?
    17 Jun, 2017
    Are Uber and Lyft to Blame for the Auto Loan Bubble?
    Fears that auto loans may be the next big bubble are beginning to permeate the market. The levels of car loans that have been securitized are now about $200B more than during the heights of the subprime bubble of 2006. About 1% of car loan applications in the US contain some form of false information. That’s the same rate as existed on home mortgage applications in 2009. Point Predictive, a fraud prevention firm based in San Diego, CA, put together a group of 13 car lenders to share data in an
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