Euro Option Volatility Hits the Lowest Level Since 2007
Developed market (ex-Japan) 2Y percentile ranks for 3M IV are all below 20%. Option premiums rose slightly for the week for the S&P 500 as...
Category : Trade Idea of the Day
Trade Setups For Wednesday 11/13/13
CZR – Fresh off the momentum screen inside The PPT, look for a squeeze on further strength... JAKK – Coiled up and looking to make...
Tesla Hit By Technical Circuit Breaker
Few companies ever reach the kind of ‘cult’ status Tesla generated in a few short years. At one point, TSLA was up over 450% in...
Post FOMC Meeting Effect Tends to Kill S&P 500 Mojo
The Federal Reserve announced that the ‘big bad taper’ will stay in the closet. That’s good news. The Fed announced the same thing on September...
Can the S&P 500 Rally Another 20%?
The S&P 500 (SNP: ^GSPC) is trading at all-time highs and just even entertaining the idea of another rally leg makes me think of this...
Watch Out! The S&P 500 Just Got ‘SKEWed’
This week the S&P 500 set new all-time highs and got ‘SKEWed’ in the process. Recent history shows that SKEWed for the S&P 500 can...
Estimates of the Effects of the Fed’s Large-Scale Asset Purchases
I attended a conference this weekend on lessons from the financial crisis for monetary policy. Among many interesting presentations, Federal Reserve Bank of San Francisco...
This Simple Trading Strategy Points to Rationale for Currency Wars
Looking for a simple way to outperform the market on your international equity index portfolio? Here is a simple algorithm from JPMorgan (warning: do not...
Goldman Sachs: Shutdown Could Shave Q4 GDP by 0.5%
Current consensus GDP estimates for Q4 sit at about 2.5%. That’s not bad considering the fact that the economy is still crawling out of the...