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November 21, 2016

Post Election Volatility Changes In Equities

If you have been visiting regularly then you probably recall some of my earlier posts on realized volatility [1][2]. For the rest of you here’s a quick recap as it’s important to understand what realized volatility (RV) is and how it compares to implied volatility (IV). Simply RV measures the amount and amplitude of price change observed in a financial instrument over time. Big moves to the up side and down side will both produce spikes in RV. As such the volatility we measure or predict always produces an unsigned return – it does not care whether the market goes up or down.

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November 17, 2016

Slim Pickings

We don’t have much to work with right now as my charting universe separates into two groups right now. The first one is on a burn (e.g. Euro pairs and various commodities) and the second is parked in sideways mode (e.g. precious metals and equities). Can’t squeeze blood from a stone, as they say…

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November 16, 2016

Top Of The World

The Dow Jones Industrial apparently channeled its inner Tenzing Norgay and managed to climb to new highs at 18900 and all that without the use of an oxygen mask. The S&P and Nasdaq remained at camp IV for now but I have an inkling that they’ll make an attempt to reach the top before we ring in the new year. Clearly very few saw this one coming and the ensuing short squeeze has been a sight to behold.

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November 10, 2016

Oompa Loompa Tape

What exactly did they mean when singing ‘if you’re not greedy you will go far’? Clearly Oompa Loompas are not trader material and should stick with chocolate manufacturing only. Which incidentally may be coming back to the United States if President-elect Donald Trump will have his way. Not sure if that’s a good thing however. If I had to choose between a famed Hershey’s bar and one by Milka made from rich Alpine Swiss milk then I’m sure you know what I’d be stuffing my face with. By the way, a word of advice: Oompa Loompas – hard working little guys – but be sure to be nice to them as they aim directly for you gonads when they [...]

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Cognitive Bias Carousel
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    The tendency to treat money that has already been committed or spent as more valuable than money that may be spent or acquired. Also known … more
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