Securities, Derivatives, Portfolio Management Consultant and Expert Witness
Fair Haven, New Jersey 07704
► Contact Expert Witnesses for These Areas of Expertise
Expert Witness: Options & Futures, Trading and Complex Securities
Navesink International offers expert witness services for options, trading, derivatives, complex securities, investigations for litigation and arbitrations. We are a leading authority in complex securities and securities litigation. Navesink was founded by Gontran de Quillacq who is recognized as highly credible and uniquely qualified for high-stakes complex securities litigation.
Areas of Expertise
- Alternative Investments
- Derivatives & Swaps
- Portfolio Management
Articles Published by Navesink International
Can You Arb The Statarbers?
This article explains the hush-hush losses among statistical arbitragers. Statarbers are exposed to factors, which have been dispersing recently, and so should the statarbers. The likely soluton is that large redemptions are taking place, starting by the quant-equity managers, the risk-parity programs and the highly leveraged large multi-strategy hedge funds.Read Article
Losing Your Shirt, Institutional Style
Recent market moves are extreme, but such events are far from rare. Actually, they are quite frequent. Nevertheless investors (from modest to institutional) sell insurances against market crashes, and repeatedly lose institutional amount of money. Malachite Capital, a $600m NY hedge fund, has been selling tail risk in various forms in extremely large quantities. They just announced that they are in default. Problem, their positions are so large, that they might take several broker-dealers with them.Read Article
What Just Happened? Some Volatilities Were Squeezed Last Week
The market events of the last week have been drastic, not only in movements, but also in volatility surface deformation. Bridgewater's purchase of 1,000,000 lot of options as a hedge is probably a cause of the current volatilityRead Article
Of Slopes and Flops in Investments
The investment world and the financial medias are abuzz with the USD yield curve and its growing flattening/inversion, and for good reasons. Here is why.Read Article
Options on Leveraged Vix Etfs – Legal Issues
There is much to be said about the February 5th losses on the leveraged VIX ETF options.Read Article
Don't Touch The Vix! Ooops.
What happened on February 5th, 2018.Read Article