Tags » Volatility

Funny Money:

So what is going on with financial markets?  Extreme volatility, US dollar going up, asset values going down. Feds still manipulating the Bond Market, and EU Bankers about to try another dose of the same, by propping up a monetary system desperately in need of repair.  769 more words

Week End Blog – China slowdown, Eurozone resilience and American windfall

Welcome to the Week End Blog. This week’s main macro number had to be Chinese GDP growth for Q3. Year-on-year GDP growth came in at 7.3%, slightly above expectations. 856 more words

FINANCIAL MARKETS

Entropic expansion of entropy-model applicability

Armed with a model of entropy that has long-term theoretical validity, and the ability to apply that model to daily time frames (since updated at the end to better model volatility) we can now get into some of the… 533 more words

Volatility

Morning market madness, 24/10/2014 - Shake&bake buns!

Wow, the volatility these days, especially during the US opening hours!

The Nikkei 225 futures rallied almost 2% since their Tokyo close, fuelled by a yen drop of 1% largely off the back of good US employment data plus decent earnings from US corporates. 577 more words

Market Reflections

October's Wild Ride: Treasury MOVE, VIX and V2X All Spike Then Subside (30Y Mortgage Rate Below 4%, Mortgage Purchase Apps "Pining for the Fjords")

October has been a wild ride in the Treasury, Equity and Mortgage Markets. The Treasury MOVE Index, the CBOE VIX and the EuroSTOXX V2X all spiked last week, but have returned to “normal.” 52 more words

Banking

How would you like your returns skewed?

There have been several times in the past where I’m explaining ‘XYZ strategy’ to someone (hopefully they asked me beforehand), and the concept of skewness comes up.   466 more words

No, regulators did not break the bond market

Ever since last week—when Treasury yields for 10-year debt fell 20% in about six minutes—bond market watchers have been scratching their heads trying to figure out what happened. 706 more words

Finance