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Since November 2009 I have been tracking the sometimes eerie day to day correspondence between the current value of SPY and its value 6 years ago. In 2011 the market moved up strongly in the first half, a performance considerably stronger than its counterpart 6 years ago. No double dip, no “square root.” This has been a powerful bull market. . .. . .. . …
UPDATE Credit Suisse terminated XIV due to a greater than 80% drop in its indicative value on 5-Feb-2018. The final payout was $5.99 per share. The last day of trading was the 15th of February 2018. In the prospectuses for XIV, there are some disconcerting discussions about termination events. For XIV the termination event is triggered if the daily percentage drop exceeds 80%. I did …
Anyone that follows volatility closely knows that short term views on volatility are much more dynamic than longer term. For example, if the market is moving from a dip into a “V” style recovery the CBOE’s 9 day expectation of volatility VXST, will drop much more than the 30 day VIX. A chart showing volatility expectations vs time is called a volatility term structure. The …
Schwab has released version 1.8.7.0 of StreetSmart Edge for download on their website. You can tell your current version by looking for the “current build” note in the upper right hand corner of the display. Be sure to save your layouts before you update, because when you update you lose your current customization and have to restore them. Schwab doesn’t publish what defects …
