Oil, High Yield, Correlations, and the USD Short Squeeze
Three year horizon: Oil and high yield showed a complicated and unhappy relationship with each other. Sometimes they moved with each...
Creditflux: Good news site, updated daily, thankfully always focussed on credit, credit, and more credit. Keeps track of moves in the industry.
XAIA Investment: These are smart guys who share their knowledge of applied arbitrage pricing via white papers. Premised on liquidity conditions that may be illusory. Excellent understanding of negative basis, which means they lever big money to juice miniscule advantage.
Axiom Alternative Investments: Focus on banks and their complicated captial structures, including CoCos. Contests geworfenheit with knowledge of Basel Regs and market plumbing. Big contingent of Societe Generale alumnus.
Hellebore Capital Management: Definitely not bond guys. These are not even credit guys. They are synthetic credit guys. Pure plays on the arbitrage pricing revolution through swaps only. Their blog provides authoritative market commentary on CDS, spoken with the proper French accent.
MKSTK: Good intraday and macro trend appraisal from an HFT perspective
Nuclear Phynance: The one and only. Veteran quant traders with front office perspectives on credit, rates, and the financial universe. Generally good-hearted, no-nonsense guys.
The Surly Trader: Surly's production has dropped lately, but his blog is a treasure trove of information. Understands how the macro coalesces into specific option trades.
Donald van Deventer's blog: Expert commentary on rates and credit risk assessment from the minds at Kamakura. Topical posts and credit updates on mainstay indices.
TF Market Advisors: Clear, non-technical position trading based on the delta of sentiment and reality. Expert grasp of global macro impact on corporate credit, loans, and sovereign debt.
John Plender: Veteran, professional, keen observer of big trends. Not emotional or opinionated.
Ambrose Evans-Pritchard: Well-connected, thoughtful, entertaining, and often spot-on. EU uber-bear, understands what central banks can and can't do.
Macrofugue: Wonkish, heavily dependent upon regression and classical probability, original, and insightful about key macro drivers.
Apophenia's (的豆瓣小组) exhaustive complexity science bibliography. Most complete I've seen in books, includes some lecture notes, monographs, and articles as well.
FINRA Bond Center: Huge amount of information about listed bonds by CUSIP. Treasury, corporate, agency, and structured product prices, yields, and trade histories from all over the planet.