Ryan Renicker CFA

security information security internet intelligence options open data ryan renicker federal reserve federal reserve system derivatives volatility vix renicker social media monitoring chartered financial analyst game theory quantitative easing central bank asset management risk management cfa china stock market gridlock 2010 election election forecast spy spx quantitative factors financials 2004 csfb 2002 relative value quantitative risk expectations puts risk hedge funds cboe lehman brothers alpha collar social media email twitter linked data linkedin google+ google facebook money regulatory law career value tradecrafters risk premium jannet yellen 2016 artificial risk chasing yield curve monetary policy credit spreads ryan nolan renicker market strategy low volatility dallas valuation equities discount rate games john nash nash money management game design risk assessment money supply analysts best stocks market leh stock 2005 institutional investor ii magazine gabby baez devapriya mallick magazine credit market imperfection business cycle secoral asymmetry international monetary fund chinese economy credit market china\'s business cycle imf imperfections dc lmt eps pension funds investing congress alphatrades politics technology bullish trade ideas earnings trading short selling us 2009 sectors bottom 2010 market forecast fund flows market forecast health care pitfalls qualitative factors telecom materials industrials consumer discretionary energy consumer staples sector analysis utilities information technology equity research relative value strategies 2003 wall street journal usa today news media bloomberg cnn dow jones barrons chicago tribune trading strategy rich rich options cheap cheap options rolling cost vix futures vix term structure yueh-neng lin variance futures bernard lee s&ampp 500 active strategy qqq credit management crisis overwriting first study selling puts enhanced overwriting mallick discovery active overwriting put collars put index buy-write index bxm put selling hedge fund performance combination return predictability