adamsoptions.blogspot.com - 11/3/2008
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So what happens when IV gets disjointed from HV? Bill at VIX and More takes a gander. ......in the 19 year history of the VIX, four of the eight largest negative divergences between the VIX and the SPX 30 day historical volatility have occurred in the past two weeks (the other four were from ...
blog.mises.org - 11/3/2008
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blog.mises.org —
At least that is the message of this
NYT article . The one saving grace of the...
current economic moment--downward pressure on prices due to declining productivity and the non-entry of new money into circulation--these people decide is the very core of ...
(more)
Stuff is cheaper? Time to panic
bigpicture.typepad.com - 10/28/2008
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bigpicture.typepad.com —
Here's something you probably haven't yet read: The
New York Times article on The Great Panic of...
1873, as written by Roger Babson. Fascinating stuff > Source: Roger W. Babson, the Well Known Statistician, Tells of the ...
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The Great Panic of 1873
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volatility real vs implied
Decline and Fall of Western Civilization —
... the VIX was at least 5 points below the 30 day HV of the SPX produced an average return of -1.2% in the next 20 days. If you look at positive divergences, the story is the exact opposite. The 29 instances in which the VIX was at least 15 points higher than the 30 day HV of the SPX led to a 6.6% return over the course of the next 20 days. For 67 instances in which the VIX was 12.5 points higher than the SPX’s 30 day HV, the 20 day return was 4.5%. adam warner comments today, adding mr. luby's work to some of his own weekend observations ...
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kiplinger.com 9/24/2008 — READER COMMENTS Permission to post your comment is assumed when you submit it. The name you provide will be used to identify your post, and NOT your e-mail address. We reserve the right to excerpt or edit for clarity any posted comments. View our full ...
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howardlindzon.com 10/10/2008 — This blog will now be plainly about Google Juice as I have pissed my fund away on the Hang Sang tonight…NOT!
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