I have been largely out of pocket this week, but thanks to my feed reader have been able to keep on top of market developments.
I was going to skip the almost-weekly links post this week, but once again, there has been so much excellent content lately that it seemed a shame not to share some of it.
Two quick disclaimers:
- I give preference to material that focuses on the VIX and volatility, options, market sentiment, and ETFs
- While I do not have a bearish bias at the moment, I do find many of the posts with a bearish lean to be more interesting reading
…and on to the links:
- CBOE Volatility Index (VIX) – Implied Volatility, Options Skew, IV30, IV60 at the Crash of 2008 (Livevol)
- Settlin’ Them VIX Options (Tyler Craig, Know Your Options)
- PutCall Ratio – A Blunt Tool (Wayne, Sigma Options)
- Reversion from the Mean (Adam Warner, Daily Options Report)
- The 2009 Rally: Breadth Without Compare (Rob Hanna, Quantifiable Edges)
- The Chinese Silver Download Experience (Gregor MacDonald)
- Baltic Dry Index, Lowest Since May (Peter Boockvar, The Big Picture)
- Making a Case for a Housing Bottom…as Late as 2013 (Dr. Duru)
- Our Asset-Backed Economy (Tim Iacono, The Mess That Greenspan Made)
- What Economists Believe (Grew Mankiw)
- Thorny Questions (Jeff Miller, A Dash of Insight)
- Scott Sumner on the Fed’s Mistakes (James Hamilton, Econbrowser)
- The U.S. Dollar and the Carry Trade Made Simple (Brett Steenbarger, TraderFeed)
- QLeverageSim 1.3 Released (Kevin, Quantum Fading)
- How Quantum Probability Theory Could Explain Human Logical Fallacies (MIT Technology Review)
Thanks for the links that provide much stock market insight. The benchmark S&P 500 index increased by over sixty percent since its March ninth low and has increased nine of the last eleven trading days. The Vix cash index again closed below 24 and the benchmark S&P 500 index closed below just below its top Bollinger band. Dow 10000 is just 180 points away and the extent of an upcoming correction should be interesting.
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