tradingtheodds.com - 8/12/2009
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This is a follow-up on my posting Trading the Odds on Thursday – August 13, 2009 . Due to the fact that ES (E-MINI S&P 500) futures are already up +1.0% at time of writing (05:50am CET), a favorable opportunity on the short side of the market may be provided on today’s open. Table I ...
hussmanfunds.com - 8/17/2009
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hussmanfunds.com —
August 17, 2009 Growth in "Potential GDP" Shows
Limited Potential John P. Hussman, Ph.D. All rights reserved...
and actively enforced. Reprint Policy Historically, two factors have made important contributions to stock market returns in the years ...
(more)
Weekly Market Comment: Growth in "Potential GDP" Shows ...
bespokeinvest.typepad.com - 8/15/2009
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bespokeinvest.typepad.com —
A P/E ratio rising from 10 to 18.35
is what happens when the S&P; 500 rallies 50%...
(the P) while earnings (E) continue to decline. Below we provide a chart of the S&P; 500 price to earnings ratio since the start of the 2002 bull market using trailing ...
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S&P 500 P/E Ratio Nearly Doubles
bloomberg.com - 8/12/2009
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bloomberg.com —
Short Selling of S&P 500 Drops to Lowest
Level Since February By Lynn Thomasson Aug. 12 (Bloomberg)...
-- Wagers against the Standard & Poor’s 500 Index fell to the lowest level since February as investors shorted fewer shares of financial stocks. Short ...
(more)
Short Selling of S&P 500 Drops to Lowest Level Since ...
Comments
Blog Reactions
08.12.09 - Fed Levitation...
Market Rewind —
... . All internals look very bullish, but obviously anything goes after the announcement. Frank of Trading the Odds kindly graced our (gratis) chat room earlier today and made the following observation: ...
A Breakdown of the Quant Analysis Blogosphere (According to Moi)
MarketSci Blog —
... Situational Analysis
These are the blogs that (a) look at where the market is today, (b) search for previous periods that are most analogous to this one, and then (c) use those previous periods to make a specific prediction now.
The master of disaster? Quantifiable Edges. Enough said.
Other favorites include Dr. Brett’s Trader Feed when he takes off his trading coach fedora and straps on the pocket protector, and newcomer Trading the Odds.
Mechanical Strategies
These are the blogs like ...
Evening Briefing for September 16th
TraderFeed —
... filters affect trading performance; -- CDS market shows default risk dropping significantly; -- Consumer confidence up, but consumer spending down; -- Seven big questions about the economy and more good reading; -- Bank lending continues to fall; -- Worthwhile site looking at historical odds of market moves. . ...
A Creative Collaboration Among Quant Bloggers
TraderFeed —
... BZB Trader CSS Analytics Market Rewind MarketSci Market Tells Quantifiable Edges Trading the Odds ...
Where We Stand…And Why Buying Spiked Volatility Ain’t So Bad
Daily Options Report —
... Now we all know what happened in 2008. The VIX kept flying and the market kept getting plowed. And in fact, that's likely why the VIX is pretty quick to get pumped these days. But generally, this kind of spike in fear is very bullish. Trading the Odds tweeted all sorts of interesting stats Friday. Such as ...
Get Bullish With Options
Minyanville —
... wasn't overpriced enough. Well, those days are gone. We now officially have a market moving 2% a day, a flyinig VIX, and VIX futures that (for now) must consider this a blip as they trade with a $2 discount (in November) and a $3 disount (in December). Now we all know what happened in 2008. The VIX kept flying and the market kept getting plowed. And in fact, that's likely why the VIX is pretty quick to get pumped these days. But generally, this kind of spike in fear is very bullish. Trading the Odds tweeted all sorts of interesting stats Friday. Such as ...
Watch List for 11/12/09
The Clueless Q Trader —
Thanks to Sysin for the heads up, Trading the Odds, http://www.tradingtheodds.com/ , reports that since 1990, when ever the S&P futures has traded higher 8 days in a ROW, they have always, ALWAYS, opened lower, and CLOSED LOWER, the next day. I am currently ALL IN, SHORT, the futures, hahahahahahaha (the reason being, of course, is that records are made to be broken, and if I'm all in, WE WILL CERTAINLY SET A NEW RECORD IN THE MORNING, HAHAHAHAHA!!!). I'm adding this site to the links. ...
Readings to Wrap Up the Week
TraderFeed —
* Questioning the recovery, and a sobering outlook for unemployment; * The importance of executing trade ideas well; * Interesting analysis of weakness in Friday's market and implications; * Great way to keep up with updates for many of the popular financial blogs; * Thanks to an alert reader for this link to an article on overcoming confirmation bias; * When bailout ...
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