sentimentrader.blogspot.com - 4/27/2009
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The Bloomberg Chart Of The Day today shows that when the jobs market has started to improve from a very poor level, the economy at large was about to take a turn for the better. As The Pragmatic Capitalist points out, however, it's a pretty tricky feat to equate the economy with the market, ...
econbrowser.com - 4/30/2009
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econbrowser.com —
Today's GDP numbers were about what I was
expecting. Although economic activity continued its sharp decline, if...
we continue to follow the script, things should improve. The Bureau of Economic Analysis reported today that U.S. real GDP fell at a ...
(more)
Good economic news?
econtalk.org - 4/29/2009
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econtalk.org —
P. 165, par. III.I.104 . "What is agreeable
to our moral faculties...". par. IV.I.23 . "All such...
sentiments suppose the idea of some other being...". par. III.I.103 . "This opinion or apprehension...". par. IV.I.10 . "... the beggar, who suns himself ...
(more)
Klein on The Theory of Moral Sentiments, Episode 4--A ...
adamsmithslostlegacy.com - 5/5/2009
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adamsmithslostlegacy.com —
Nicholas Gruen (my web buddy in Australia) has
given me permission to reproduce his Web 2.0 article...
on Adam Smith's Moral Sentiments , which I mentioned on Lost Legacy a few days ago. I consider Nick's articles are excellent introductions to ...
(more)
Great Article on Adam Smith's Moral Sentiments
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THE CLOSE
THE SHARK REPORT —
... The latest stuff on Sentiment; And when does this end?; Finally- Dr. Brett ...
Sequencing Stocks, Jobs and GDP in a Rebound
VIX and More —
Sometimes my ability to overlook the obvious amazes me – and I’m not talking just about my trading. I should have known I was overlooking something important when several of the recent Abnormal Returns (almost) daily links referenced a blog by the name of Sentiment’s Edge. With Jason Goepfert at SentimenTrader and Brent Leonard at Market Sentiment all over that space, I wondered to myself what need was there for a new entrant in the market sentiment space. As it turns out, Jason Goepfert, who runs the subscription-only SentimenTrader, ...
VIX Alert?
Daily Options Report —
... OK, what do we always say about VIX analysis? Pay attention when it tells you something you don't already know. This, from Jason Goepfert about yesterday's 5% drop in VIX on a nothing market day. ...
Some Sonar And Some Speculation
Daily Options Report —
... that accounts for modestly depressed VIX readings, Jamie says it too in this video. Which I guess doesn't actually prove us right, just that we agree that it happens. The big plays have been way upside call speculation in July VIX. Buyers of the July 45-55 call spread, and the July 50 calls straight up. Keep in mind, these are cheap dollar amount plays and perhaps just a form of insuring a portfolio after a nice run. On the futures front, interesting stuff here from Jason Goepfert. .....as of the latest release covering positions through the June 9th ...
Some Thoughts on Current Volatility
VIX and More —
... In the last day or two, a number of other bloggers have picked up on the volatility premium theme. In VIX Predicting the Future…and It’s Cloudy, Jason Goepfert of ...
What Might Correlation Actually Tell Us?
Daily Options Report —
... differentiate between different stocks. It's a sign of risk aversion. Instead of "buy XYZ" or sell "PDQ" it's "buy (sell) everything". Theoretically that's bullish, high correlation. It will also manifest itself in a higher VIX, and a higher reading in any index volatility reading for that matter. A similar measure would be a comparison of ETF volume (or futures volume) to overall volume, or volume of the component stocks. The higher the relative volume in the ETF, the more bullish (Jason Goepfert has run this sort of study in the past). ...
A Breakdown of the Quant Analysis Blogosphere (According to Moi)
MarketSci Blog —
... me to nap.
Other favorites include Empirical Finance Research and newcomer Quantivity.
And Everyone Else Who Feeds the Machine
I would be remiss not to mention all of the other folks who deal in the quantitative, just not necessarily in the painfully geeky manner that we do. These are the “idea” blogs that feed the machine: Daily Options Report, Designing Better Futures, Don Fishback, Market Rewind, Sentiment’s Edge, VIX and More, etc, etc, etc.
And of course, none of this would ...
Related Content
The Economy Vs. The Market
sentimentrader.blogspot.com 5/7/2009 — The Bloomberg Chart Of The Day today shows that when the jobs market has started to improve from a very poor level, the economy at large was about to take a turn for the better.
As The Pragmatic Capitalist points out, however, it's a pretty ...
The financial return on energy invested
europe.theoildrum.com 6/23/2009 —
Global GDP data from the USDA. Primary energy data and energy prices from the BP statistical reveiw of world energy 2009.
Global GDP has grown steadily and continuously since WWII, in step with a growing global population and primary energy ...
U.S. GDP
measuringworth.org 3/14/2009 — Gross Domestic Product (GDP) is the market value of all final goods and services produced within a country during a given time period. There are two ways to measure GDP: Nominal GDP is the dollar value of production at current-year prices. For ...
Preliminary Analysis of the President’s Budget
cboblog.cbo.gov 3/21/2009 — We have just released our latest projections for the budget and economic outlook, updating the projections published in early January 2009. In addition, we have reviewed the President’s budgetary proposals contained in the February publication A New ...
GDP Growth Rates for Beginners
baselinescenario.com 4/30/2009 — For a complete list of Beginners articles, see Financial Crisis for Beginners .
My post about French sociology got a wide range of comments, ranging from “Without a doubt, your best post yet” to “Reading this post made me think, for the first time, of ignoring Baseline ...
A V-shaped recession?
econbrowser.com 7/2/2009 — As James Morley has pointed out, often a sharp economic downturn is followed by an equally sharp economic recovery. One reason for that is the liquidation of inventories that accompanies any recession and restocking that takes place in recovery. What ...
Some issues with GDP
tvhe.co.nz 6/3/2009 — Recently Peter Cresswell from Not PC asked me if I understood the difference between production and consumption . I know that consumption is what we value and I know that production is what we do in order to achieve consumption. As a result, I see production as a means to an end - the costly ...
China’s Magic Numbers
thebigmoney.com 7/19/2009 — BEIJING-China, on Thursday, announced its second-quarter gross domestic product-a big deal here. It's not just the Chinese government's top priority but a nearly sacrosanct number. Growth came in at an astounding 7.9 percent. But could China's GDP ...
Consequences of the Oil Shock of 2007-08
econbrowser.com 4/3/2009 — In a follow-up on my
earlier post ,
I'd now like to discuss the second part of my paper, Causes and Consequences of the Oil Shock of 2007-08 , which I presented today at a conference at the Brookings Institution . Here I'll review the role that the ...
Is The Indian Economy Heading For Its Finest Hour?
globaleconomydoesmatter.blogspot.com 5/18/2009 — by Edward Hugh: Barcelona "For what it’s worth, a key conclusion from the IMF’s new World Economic Outlook is that recessions caused by financial crisis typically end with export booms, with the trade balance improving,on average, by more than 3 percent of GDP. I find this a disturbing result: ...
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