End of September Links
As always – and in an effort to ensure minimal overlap with some of the other excellent sources of links – I give preference to material that focuses on the VIX and volatility, options, market sentiment, and ETFs:
- The Origins of Behavioral Economics: Kahneman Interview (Steve Hsu, Information Processing)
- Which Contrarians are Correct About the Stock Market? (Dr. Duru, One-Twenty Two)
- Time to Close Long Positions (Francisco Lorca, Volatility Forecasting)
- 2CS Update (Tom Drake, Putting the Pieces Together…)
- Market Recap 09/24/09: CPCE Calls for a Top Again (Yong Pan, Cobra’s Market View)
- S&P Technicals Weakening (Kevin’s Market Blog)
- Viewing the Recent Breakdown in Oil and Rally in the Dollar (Corey Rosenbloom, Afraid to Trade)
- Can You Beat the Market? Part V. Collars Outperform Buy and Hold (Mark Wolfinger, Options for Rookies)
- Initial Conclusions/Theories Regarding Run Frequency (David Varadi, CSS Analytics)
- Hedging, Under the Academic Microscope (Steven Sears, Barron’s)
- Lessons Learned from a VIX Put Matrix (Tyler Craig, Know Your Options)
- Shorty Fire in AIG (Adam Warner, Daily Options Report)
- Bloomberg Options Blooper (Wayne, Sigma Options)
- Volatility Skew in Crude Oil Options (Don Fishback’s Market Update
- Perot Systems – Options Order Flow Leads the Way Again (Ron, Livevol)
- Reacting to News: The RIMM Lesson (Jeff Miller, A Dash of Insight)
- Economy Improves, But Concerns Remain (James Hamilton, Econbrowser)
- When Will the Economy Start to Add Jobs? (V.) Putting the Indicators Together (Hale Stewart, The Bonddad Blog)
- Food Stamps at Record (Sudden Debt)
- Household Financial Burdens Ease (Scott Grannis, Calafia Beach Pundit)
- “Buy the Dip” Mentality Fully Entrenched (Michael Shedlock, Mish’s Global Economic Trend Analysis)
- Corporate Insiders Continue to Increase the Pace of their Selling (Mark Hulbert, MarketWatch.com)
- 100-Year Floods are More Common Than You Think (Jonathan, My Money Blog)
…and on an unrelated, but uplifting note: Project Icarus
2 comments:
Bill, your tweet earlier in the day about SPX bottom. Could you elaborate on your thought process?
A number of factors came together at about the same time, just as the S&P 500 index was crossing below 942, including (not necessarily in order):
* strength (or the absence of continued weakness) in some key sectors, including small caps, tech and financials
* technical support in the S&P 500 futures
* some cycle timing factors I look at (but have not talked about on the blog)
* volatility analysis
* volume analysis
* put to call ratio analysis
* 'gut feel' from watching the tape
None of these was decisive by itself, but taken together I though it was a good idea to get aggressively long under SPX 1042.
There was some buying on the dip, but with today's weak finish I don't have a particularly strong conviction about Monday.
Enjoy the weekend,
-Bill
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