What started as a (mostly) innocent attempt on our part to highlight the multiplying canaries in the ETF coal mine, has recently morphed into a veritable crusade. 614 more words
Tags » Volatility
Remember this chart?
Yeah, so that’s become something of a mainstay among those of us who enjoy reminding market participants about just how absurdly efficient the central-bank-inspired… 483 more words
Buffett’s Alpha. by Andrea Frazzini, David Kabiller, and Lasse Heje Pedersen
The authors find that Buffet has been picking low volatility, low beta stocks with consistent earnings, and then levering up his investment using his insurance float. 71 more words
Financial markets HATE uncertainty. It can generate enormous tidal waves of volatility in stock markets and have investors, professional and novice alike, running for the hills with their fistfuls of hurriedly bailed-out cash – or at least towards the so-called safe-haven of gold reserves. 762 more words