Tuesday, October 17, 2017

Archive for the Category ‘ETFs’

Using DXJ to Monitor Developments in Japanese Equities, Currency and Risk

Using DXJ to Monitor Developments in Japanese Equities, Currency and Risk

Since Tuesday’s The Currency Carry Trade, DBV and Risk clearly resonated with quite a few investors who are struggling to put their arms around what is going on in Japan and what the implications are for U.S. equities and other asset classes, I thoug…

ISEE Equities Only Index Prints Something Not Seen Since March 6, 2009

ISEE Equities Only Index Prints Something Not Seen Since March 6, 2009

Put to call ratios are a permanent fixture in my indicator stable and something I have been writing about for a number of years, including an early 2007 effort, A Sentiment Primer (Long). My perennial favorite of all the off-the-shelf put to call rati…

The Currency Carry Trade, DBV and Risk

The Currency Carry Trade, DBV and Risk

Anyone who has been active in the financial markets during the past five years knows that there are many types of risk, many ways to think about and measure risk, and invariably some risks lurking around the next corner that many of us have never bothe…

The Fed, QE, the Economy and Goldilocks 2.0

The Fed, QE, the Economy and Goldilocks 2.0

It was never easy being a central banker and the job has become much more difficult over the course of the last five years or so, but right now the task of guiding monetary policy and juggling the myriad of threats to economic stability is particularly…

ETPs Turn to Selling Options to Generate Income

ETPs Turn to Selling Options to Generate Income

Not long after I penned The Options and Volatility ETPs Landscape, Credit Suisse (CS) added another buy-write / covered call ETP to the mix: the Credit Suisse Silver Shares Covered Call ETN (SLVO). With SLVO, Credit Suisse is essentially extending the…

Guest Columnist at The Striking Price for Barron’s: How to Insure Your Stock Portfolio

Guest Columnist at The Striking Price for Barron’s: How to Insure Your Stock Portfolio

Today’s guest column at The Striking Price on behalf of Steven Sears at Barron’s marks the tenth time I have had the opportunity to write a column for Barron’s and this time around I even managed to suppress the impulse to write about the VIX and…

Four Years of SPX Pullbacks in One Plot

Four Years of SPX Pullbacks in One Plot

Each time stocks correct, I invariably receive requests from readers to update my SPX pullback summary data, as I did most recently on February 26th in Updated SPX Pullback Summary Table for SPX 1485, after the S&P 500 Index had pulled back 3.0% fr…

The Low Volatility Story in Pictures

The Low Volatility Story in Pictures

Lately I have not been able to help being bombarded by articles extolling the virtues of investing in low volatility (also known as minimum volatility) exchange-traded products. These ETPs typically talk about the tendency of investors to become overly…

Another Record in VIX Call Volume

Another Record in VIX Call Volume

Exactly three weeks ago today, I thought I would break some news on an intraday basis with a post that I titled, Record VIX Options Volume and Large Purchases of VIX Calls. As it turns out, by the time the day’s total volume was tallied, February 26t…

Lowest VIX Close Since Day Before Biggest VIX Spike Ever

Lowest VIX Close Since Day Before Biggest VIX Spike Ever

I’m generally not one for sensationalist headlines, fear-mongering or otherwise stirring up trouble unnecessarily, but when facts line up in a manner that I know others will find interesting, I do feel an obligation to point that out. So…at the ri…

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