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Commodities

Oil

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marketsci.wordpress.com - 1/5/2009

Oil Stocks vs Oil Strategy Explored

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This is a drilldown (pun intended) on the strategy I shared last week that traded the oil sector using a ratio of oil stocks versus oil. As a refresher, the graph below shows the (frictionless) results of the strategy in green versus buy and hold in blue, and for comparison, the inverse of ...

8

ritholtz.com - 1/12/2009

Oil Speculation ?

— ritholtz.com — Yesterday’s 60 Minutes had a story on Oil Speculation. Its not that they said anything wrong, its... more that they told 10% of the story of the rise and fall of energy prices. Surprisingly thin, it completely missed all of the many other factors ... (more) Oil Speculation ?

Commodities

Oil

Comments vote downundo vote up The Mess That Greenspan Made found this 1/12/2009found this

3

ritholtz.com - 1/7/2009

Here Comes the Commodity Index Rebalancing

— ritholtz.com — The major commodities indices are being rebalanced, and I am forced once again to question their timing.... Recall the last major rebalance: At the time, I had been challenged by Larry Kudlow to find a smoking gun for the sudden 2006 collapse of Oil ... (more) Here Comes the Commodity Index Rebalancing

Stocks

Oil

Comments vote downundo vote up Bear Mountain Bull found this 1/7/2009found this

3

econbrowser.com - 1/2/2009

The oil shock and recession of 2008: Part 1

— econbrowser.com — This is the first in what I'm planning will be a series of posts discussing the contribution... that the energy price spike of 2008 made to our present economic difficulties. In this first installment, I revisit a very interesting research paper on the ... (more) The oil shock and recession of 2008: Part 1

Commodities

Oil

Recession

Comments vote downundo vote up The Baseline Scenario found this 1/2/2009found this

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Monday links: return of arbitrage
Abnormal Returns — ...   (WSJ.com) How rebalanced commodity indices will affect individual commodities.  (FT Alphaville) The gold-silver ratio is out of whack.  (Crossing Wall Street) What crack spreads are telling us about the crude oil market.  (FT Alphaville) A closer look at trading the oil/oil stock ratio.  (MarketSci Blog) The year in (higher) global volatility.  ( ...