July, 2012 through – October, 2012 Google $GOOG moved $212 October – November 2012 It lost $135 of that move. from November 2012 to now (Feb 20130 Google regained the $212 move adding on $15-$20 from the last price correction, the time frame for this move 8 months. 
Google upside down!
Google Vs. Apple Arb Time/Volatility
Google/Apple Nov YTD Arb
Rakonczai et al. (2010) introduced autocopulas to describe the lag self-dependence structure of a time series. Autocopulas are superior to autocorrelation for the same reasons as copulas are superior to dependence point statistics (e.g.correlation). Readers unfamiliar with copulas are encouraged to review Empirical Copulas and Hedge Basis Risk. Generalizing this notion to arbitrary time series provides an insightful tool for analyzing and visualizing lag dynamics for both individual securities and baskets.
Autocopulas are potentially applicable to all sorts of fun problems in portfolio and risk management, exemplified in this post by considering their applicability to the continuing series on proxy / cross hedging. Further application to generating alpha is fairly straightforward, although left an exercise for readers.
View original post 801 more words
Wall Street & Mainstream financial media along with many analyst may just be underestimating the engagement value of Facebook. In today’s world information spreads like wildfire, honestly that’s an understatement of how fast information spreads, regardless of the social importance of that information and how it may affect the audience/listener/watcher. I can say with confidence that the majority of company’s know how much engagement value there is playing commercials day off Superbowl, perception of brand is one of the most important values that matter, ultimately will be the boom or bust of any brand.
In the /internet you will always see advertisements the promotion of products services through the respective blogs or information sites. Google’s $GOOG primary business is to index information through its global search engine index. Google makes money from charging its advertisers to promote on the online index (that’s all Google really is a global telephone book) one could argue that the rise of another search index, one with more cost-effective advertisement cost, and similar mail services could compete with the search Index Titan.
I see a few flaws with Google as the information on the website may not be truthful information or the information may be manipulated by words to grab attention, there is really no way to read through the thousand’s sometimes, hundreds of thousand’s of comments post regarding the quality of that information. If any company or individual can pay for exposure through the search index, in theory if that company or individual has hundreds of thousands of dollars, or millions of dollars to pay Google to advertise that company will see astonishing sales results of its product or service. (enough to stabilize capital flow) therefore resulting in a pot of endless supply of gold (MONEY)
A few things that readers/users of that search index or social network should be concerned about are;
The problem with Google search index is that no matter how old, how exaggerated the information related to the specific information being search is the information will continue to rank the highest because of the ranking process Google uses to rank it’s information.
What are the problems with outdated/Google Sponsored information?
That a person seeking to make money from promoting products sole intention may not be to promote the best products/services on blogs or sites. This may be and area highly controversy for bloggers, but i agree that the information talked about on Google Indexed blogs or sites, may not be to actually benefit anyone rather than to just increase blog/site traffic. After all anyone who purchases/clicks on the sites someone get’s paid,I know this may not be the situation for all sites/blog. I also I agree that their may be some-sites like Wikipedia that share UN-biased information or bloggers who share information that will in someway contribute to the Internet.
How doe’s Facebook’s engagement value count
People’s life’s are busy. Being able to connect with the people in your life at anytime, all around the world. (I would say has value within itself, I think most people would agree no matter what profession )
People being able to rate/share the information with peers/family. (This allows for people to make UN-biased comments about the service, product.
Mobile accessibility (I would say the market for mobile products such as; I pads, smart phones is growing) the number of people who utilize face-book on mobile devices Facebook is also growing.
from my perspective the federal reserve has done a great job at inflating the economy artificially with its asset purchasing programs (not that we agree with what they are doing, all we care about is being able to navigate through the corruption) The jobs market is getting better, I see more building, and more businesses starting up. any of the businesses that survived from 2007-2010 are reaping the benefits from QE? How this all come into play….
Well, if people are spending more, buying houses, houses are being sold, properties are being brokered. I would have to say that people will be posting pictures of the cars/houses they bought sharing,spreading the wealth if people are more active on Facebook this makes them more prone to be talking about/sharing/commenting on the information that really matters in their life……..
we are in an information bubble, and it’s here to stay……..
the only threats to company’s like Google and Facebook other than competition is if their server farms blown up, hacked or, shut down by the federal government. Facebook is accessible in every country other than the very few country’s that prohibit using Facebook. Local Government, Federal Government, State Government are monitoring Facebook and may very well be key to solving crimes, researching suspects, illegal activities…etc….etc….etc….
The Social Marketing Business boom
Everyday, I hear more about start-up Social Media Marketing firms. These Social media marketing firms promote brands/company’s though Facebook, and Twitter.
The question is, when doe’s fac book start charging for access to It’s business page of Facebook? And or promoting links that will generate money? When will it start charging government to use Facebook……
Data about Facebook user growth
DATA TAKEN FROM http://www.benphoster.com/facebook-user-growth-chart-2004-2010/
Raw Footage of Jim Rogers Interview – The Bubble Film
Enjoy, John
Delta Neutral/Beta Spreads
1 week betas
1 week correlation on 2 sided long.short spreads.
AUD/JPY + | USD/JPY + 98.8% 1WK BETA
CHF/JPY + | EUR/JPY + 99.4% 1WK BETA
USD/JPY + | AUD/JPY + 97.5%1 WK BETA
1 week delta neutrals
Delta Neutral | long spreads
USD/CHF + | EUR/USD + -97.2% Inverse Relationship
AUD/CHF + | EUR/AUD + -98.7% Inverse Relationship
GBP/AUD + | AUD/CAD + – 81.9%Inverse Relationship
Uploaded on Apr 10, 2008 –
Bill Gross, and Pimpco Made out like bandits with Government/FED sponsored market pumping.
In the Micro Cap – Small Cal world this is called a Pump & Dump, however to this on a larger scale it not punishable by law, matter of fact big year end bonuses, and big commissions for top notch volume.
A Few Things
1. Bill Gross would go on CNBC and say short government debt, when he is indeed long knowing that government will give in, in chess we call this being in check.
2. the federal reserves balance sheet Below!
WASHINGON — The Federal Reserve unleashed a series of aggressive actions Thursday intended to stimulate the still-weak economy by making it cheaper for consumers and businesses to borrow and spend.
The Fed said will spend $40 billion a month to buy mortgage-backed securities for as long as it deems necessary. It extended a plan to keep short-term rates at record lows through mid-2015. And it said it’s ready to take other unconventional steps to boost the economy even after growth has begun to accelerate.
A statement from the Fed’s policy committee said “a highly accommodative stance of monetary policy will remain appropriate for a considerable time after the economic recovery strengthens.”
The Fed announced the series of bold steps after its two-day meeting ended. Its actions pointed to how sluggish the economy remains more than three years after the Great Recession ended.
Stocks price rose initially. But some economists said they thought the benefit to the economy would be modest.
“We’re not sure what the economic effects of this program will be – it should help growth and employment on the margin,” Dan Greenhaus, chief global strategist at BTIG LLC, said in a research note.
The Dow Jones industrial average was up 15 points for the day just before the announcement at 12:30 p.m. Eastern time. It had surged 105 points within minutes of the announcement, then gave up some gains to be just 35 points higher.
The dollar dropped against major currencies, and the price of gold shot up about $16 an ounce, roughly 1 percent, to $1,750.
“If the outlook for the labor market does not improve substantially, the committee will continue its purchases of agency mortgage-backed securities, undertake additional asset purchases and employ its other policy tools as appropriate until such improvement is achieved in a context of price stability,” the Fed said in a statement released after the meeting.
The statement was approved on an 11-1 vote. The lone dissenter was Richmond Fed President Jeffrey Lacker, who worries about igniting inflation.
The bond purchases are intended to lower long-term interest rates to spur borrowing and spending. The Fed has previously bought $2 trillion in Treasury bonds and mortgage-backed securities since the 2008 financial crisis.
Skeptics caution that further bond buying might provide little benefit. Rates are already near record lows. Critics also warn that more bond purchases raise the risk of higher inflation later.
With less than eight weeks left until Election Day, the economy remains the top issue on most voters’ minds. Many Republicans have been critical of the Fed’s continued efforts to drive interest rates lower, saying they fear it could ignite inflation.
The Fed is under pressure to act because the U.S. economy is still growing too slowly to reduce high unemployment. The unemployment rate has topped 8 percent every month since the Great Recession officially ended more than three years ago.
In August, job growth slowed sharply. Employers added just 96,000 jobs, down from 141,000 in July and well below what is needed to bring relief to the more than 12 million who are unemployed.
The unemployment rate did fall to 8.1 percent from 8.3 percent. But that was because many Americans stopped looking for work, so they were no longer counted as unemployed.
Credit To The New York Daily NEWS!
I have to say that aside from the matrix trilogy, I am inspired by the Oceans movies. You know more than often in screenplay’s the bad guy/girl always get’s caught or dies. In Horror movies usually the big breasted blonds die, and the brunettes somehow manage to make it until the very end, but recently i have noticed that everyone seems to die witch i find ironic, and kind of cool to tell you the truth. I am that pro reaper guy, bet on shit to hit the fan, i mean after all who really enjoys a a thriller, no one. Personally the uglier the better, I want the screen play to be as ugliest as it can get, as far as horror. OK, I am getting to side tracked here before i continue though i would like to say i left out Quentin Tarantino that guy is a genius more than Steven Spielberg although I give credit to Spielberg for the Star War‘s, I hope the next one is not royally screwed by the folks over at Disney. If Disney manages to infest the Star Wars brand with it’s mediocre shit, I say $DIS stock deserves a good shake? I mean com on’ let’s hope not, but it’s only fair. Between the One, The Blond, and Memo I think it’s safe to move forward with Apple Doe’s A Rimm Job!
$RIMM better known for making the Blackberry took a huge hit during the Bank/Hand Job crises in 08′ from $133 a share to $39 a share in just a few month’s (Aug 08′ – Nov 08′) besides the 1/100 short sellers/put buyers making a killing shorting the stock the rest of the bunch the 99 got they’re asses handed to them. Well we already know that all stocks fell during 08′ due to the bullshit loss artist who where let go over on Wall Street then they decided to write books against the people paying for they’re bread, and butter. If, you ask me they should not have been on the pedal stool in the first place ZERO CONTRIBUTION, you could be flipping burgers, and frying french fries contributing more to society. I mean at least your getting people sick! more profits for the overly manipulated healthcare industry tamed by Obama on the line to make trillions more with the Adolf Hitler….I mean Mitt Romney
During the 08′ Bank Job regular hardworking people lost homes, cars, sanity, life savings. Yet Apple takes a small hit from $175 too $80 bucks 4 years later the stock is worth $530 U.S dollars. I don’t follow what’s going on here, so you are telling me that although the middle class are moving into apartments at an alarming rate, so alarming that renters have been abused by the landlords manipulative pricing, normal people who have gone bankrupt, owe thousands of dollar’s of debt can afford healthcare, People can still afford the NEW i Phone 5, I mean haven’t you people heard of saving money for a rainy day? or is your material obsession for the latest and greatest leave you eating shitty ass food like $MCD $1.00 Mc Doubles, and Mc Gangbangs (Mc Gangbang = A Mc double + Mc Chicken = Mc Gangbang) any woman reading this take no offense to what i am about to say! (It’s alright you can give me crap about my grammar, i write like a 2 year old) buying $100 purses $40 lipstick, closet of worthless shit you don’t wear till 8 months later? I mean give me a break as if all the expensive clothes, and make-up is gonna make you any prettier. LOL Do you know how many shares of $FB stock you could be racking up? Maybe I am just a weirdo, and I don’t get it.
Other than most liquor stores making $20,000 a month, Roman condoms, and highly inflated/manipulated tuition costs at universities, Government is handing free money to the universities, and the liberal arts majors are burning the cash on the tax payers bill (It’s not wrong to borrow money to go to school, but for god sakes liberal arts, and whatever else bullshit titles these people make) University of Phoenix, ITT do they even offer transferable credits? I think not. If anything the entertainment business will always be booming schools like Full Sail OK somewhat worth it at least $9.00 an hour will be somewhat fun…with the potential to work hard for millions and someday be the next Tarantino/Spielberg
You know i have a friend in India as to our conversation check it out!
Back To Apple Does A Rimm Job!
Apple is sitting on 100 billion dollars the current market capitalization is 479 billion dollars, I understand the intellectual assets are worth something at least until the next big thing comes abroad. I don’t know if you (the reader) remember Myspace, Microsoft, and how can i forget The RIMM BlackBerry everything becomes a bubble at some point. To say that you can project the same growth as from the 2008 bank job to now is simply absurd $AAPL. I have personally asked my friends and relatives that live in major city’s they tell me the Apple Stores are not as packed of human flesh on weekends as they used to be! aside from the window shoppers, the kids, who’s really buying $AAPL I mean com on what’s gonna happen now Apple Bailout>? I think as soon as people realize that Apple is overpriced people will stop buying, i mean unless people start using credit cards to buy the i Phone 2000 it even wipes your Golden ASS.
Just as the
FIXED INCOME BUBBLE
THE EDUCATION BUBBLE
On the verge of causing major Havoc?
For fun let’s just look at some charts, can this continue?
who knows Apple might just trade at $1000 one day…..Far beyond the Galaxy one thing is certain they ate Rimms Lunch..
Happy New Years
– Apple Does a RIMM Job
In the year 2008 the total value of equities traded in the world peaked at one hundred trillion dollars/$100,000,000,000,000 as compiled and reported by The World Bank. I can’t help myself to wonder if this is the amount of money that is bought, and sold on a year to year basis. Clearly one hundred trillion dollars worth of stock can’t be traded year after year, by looking at the data provided by The World Bank you can’t help but question just how free America really is, most people would say 100 Trillion dollars is a substantial amount of money. Think about this in July of 2008 the total amount of public debt was somewhere around 5.40 Trillion dollars, just 5.40% of the 100 trillion dollars worth of stock traded in 2008, by looking at the data one can come to a conclusion that this was not a magical occurrence similar to the Big Bang fiasco. Scientists say that all matter, light and energy came from the Big Bang explosion. In many way’s i can see why many religious body’s/people would argue with many of the scientific theory’s scientist spew out time after time. In 2008 the U.S Government owed about 4.18 trillion dollars combined with the public debt of 5.40 trillion dollars this would justify the total U.S debt of 9.58 trillion dollars in July of 2008. In 2003 the total value of stocks traded was 29 trillion, in 2004 39 Trillion, 2005 47 trillion, 2006 67 trillion, in 2007 98 trillion, and finally in 2008 100 trillion but wait a second from 2008 to 2011 that number diminished to 66 trillion as you can see in this chart! 
You can verify the data on your own by visiting the The Worlds Bank Website Here http://data.worldbank.org/indicator/CM.MKT.TRAD.CD/countries?cid=GPD_31&display=graph
60 Trillion out of the 100 trillion in July of 2008 the United States of America was responsible for. That’s a whopping 60% share compared to the rest of the world of stocks traded.
If 50% of U.S debt was owed by the public in July of 2008 a person with the mental capacity to add 1 and 2 would give an answer of 3 if you to told that same person that they could borrow $100 as long as they paid 50% in 1 year that person would then ask? when do i pay the rest? as you can see obviously in July of 2008 the Government Owed the rest of the total debt at that specific time. let’s look at a picture, shall we.
You can verify this Data through Google Public Data https://www.google.com/publicdata/explore?ds=d5bncppjof8f9_&met_y=ny_gdp_mktp_cd&idim=country:USA&dl=en&hl=en&q=us%20gdp#!ctype=l&strail=false&bcs=d&nselm=h&met_y=cm_mkt_trad_cd&scale_y=lin&ind_y=false&rdim=region&idim=country:USA&ifdim=region&hl=en_US&dl=en&ind=false
Now let’s look at another very interesting chart that shows that shows of money is most time and energy is distributed in/out the most in real estate, insurance, rental, and leasing especially financial services. The chart is a bit out of date, not a big deal this chart sends the message i want to send
.
Troubled Asset Relief Program (TARP) is the program used by the U.S Treasury to bail out the following company’s with money it borrowed from the FEDERAL RESERVE at the cost of the U.S TAX PAYER
Banks & Financial Institutions 245 Billion
Auto Company’s 79 Billion
AIG 67 Billion
Toxic Asset Purchases 18 Billion
Mortgage MOD Program 4 Billion
State Housing Programs 1.5 Billion
Small Business Aid 368 Billion
FHA refinance program 50 million
The New York Times published this article detailing exactly who took the money, in many cases many did not need the money.
You can check it out here http://www.nytimes.com/packages/html/national/200904_CREDITCRISIS/recipients.html
However it is a coincidence that the U.S Government will be off 1.3 Trillion dollars in 2013, with it all starting in 2009 at 1.4 trillion dollars, 2010 1.3 trillion dollars, 2011 1.3 trillion dollars. America’s paid to bail out the Private Sector, and Wall Street. Interests from all over the world buy/sell out assets at TARP is the definition of wrong. It’s as simple as Toxic Moral Hazard. American’s should not be bailing out company’s who exchange value with other economies!
Now, let’s talk about the WAR ON TERROR witch by the way has thrown our budge out of balance
The War on Terror drove military spending to a new record of $671 billion in FY 2007. Despite declines in revenue, defense spending increased throughout the recession to fund the wars in Iraq and Afghanistan:
I feel confident in saying that the reason why the United States cannot pay its bills is because it spend too much money on a war it did not need to fight, and bailed out Wall Street witch by the way made more money than 100 trillion dollars. Wall Street trades financial instruments that are not publicly tracked, before the market collapsed Wall Street banks had created about 700 trillion dollars of derivatives (ABSs, CDOs, CMBSs, MBSs, OCOs, LCDSs) three letters it’s magically delicious. Wall Street made Trillions of dollars coming out of this mess they created now they want to crucify the middle class, and the poor. What’s that saying the rich use the middle class, the middle class frowns upon the poor. That’s exactly what’s going on its UN-American to the full extent, i feel bad for anyone driving with Obama/Romney stickers as you are completely ignorant as to what is really going on.
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| Index | Series | Version | Coupon | RED ID | Price | High | Low | Factor | |
|---|---|---|---|---|---|---|---|---|---|
| CMBX.NA.AAA.5 | 5 | 1 | 35 | 137BENAE6 | 96.20 | 97.66 | 55.06 | 0.999834734 | |
| CMBX.NA.AM.5 | 5 | 1 | 50 | 19HGEMAE3 | 86.17 | 93.59 | 68.38 | 1 | |
| CMBX.NA.AJ.5 | 5 | 1 | 98 | 137BEKAE2 | 68.56 | 89.11 | 22.06 | 1 | |
| CMBX.NA.AA.5 | 5 | 1 | 175 | 137BEPAE1 | 46.78 | 80.95 | 12.84 | 1 | |
| CMBX.NA.A.5 | 5 | 1 | 350 | 137BEOAE4 | 26.50 | 79.65 | 12.62 | 1 | |
| CMBX.NA.BBB.5 | 5 | 1 | 500 | 137BESAE5 | 17.50 | 65.44 | 10.58 | 0.806777129 | |
| CMBX.NA.BBB-.5 | 5 | 1 | 500 | 137BERAE7 | 13.75 | 53.11 | 9.74 | 0.63705984 | |
| CMBX.NA.BB.5 | 5 | 1 | 500 | 137BEMAD0 | 5.00 | 40.52 | 5.00 | 0.343200548 | |
| CMBX.NA.AAA.4 | 4 | 1 | 35 | 137BENAD8 | 95.63 | 99.72 | 55.94 | 1 | |
| CMBX.NA.AM.4 | 4 | 1 | 50 | 19HGEMAD5 | 87.83 | 93.53 | 65.07 | 1 | |
| CMBX.NA.AJ.4 | 4 | 1 | 96 | 137BEKAA0 | 67.57 | 99.02 | 22.67 | 1 | |
| CMBX.NA.AA.4 | 4 | 1 | 165 | 137BEPAD3 | 37.65 | 98.47 | 12.93 | 1 | |
| CMBX.NA.A.4 | 4 | 1 | 348 | 137BEOAD6 | 23.22 | 99.51 | 12.70 | 0.96844986 | |
| CMBX.NA.BBB.4 | 4 | 1 | 500 | 137BESAD7 | 17.00 | 89.82 | 10.64 | 0.831559462 | |
| CMBX.NA.BBB-.4 | 4 | 1 | 500 | 137BERAD9 | 13.65 | 83.11 | 9.79 | 0.602104241 | |
| CMBX.NA.BB.4 | 4 | 1 | 500 | 137BEMAC2 | 5.00 | 65.73 | 4.99 | 0.44 | |
| CMBX.NA.AAA.3 | 3 | 1 | 8 | 137BENAC0 | 95.71 | 100.12 | 55.84 | 1 | |
| CMBX.NA.AM.3 | 3 | 1 | 50 | 19HGEMAC7 | 89.26 | 94.87 | 68.86 | 1 | |
| CMBX.NA.AJ.3 | 3 | 1 | 147 | 137BEKAD4 | 68.71 | 98.37 | 25.06 | 1 | |
| CMBX.NA.AA.3 | 3 | 1 | 27 | 137BEPAC5 | 33.76 | 100.18 | 12.68 | 1 | |
| CMBX.NA.A.3 | 3 | 1 | 62 | 137BEOAC8 | 19.20 | 100.89 | 10.95 | 0.96 | |
| CMBX.NA.BBB.3 | 3 | 1 | 200 | 137BESAC9 | 8.84 | 103.92 | 8.78 | 0.79590937 | |
| CMBX.NA.BBB-.3 | 3 | 1 | 320 | 137BERAC1 | 7.50 | 105.08 | 7.35 | 0.577920732 | |
| CMBX.NA.BB.3 | 3 | 1 | 500 | 137BEMAB4 | 5.00 | 101.40 | 4.93 | 0.325293889 | |
| CMBX.NA.AAA.2 | 2 | 1 | 7 | 137BENAB2 | 96.93 | 100.09 | 61.37 | 1 | |
| CMBX.NA.AM.2 | 2 | 1 | 50 | 19HGEMAB9 | 93.08 | 96.15 | 75.25 | 1 | |
| CMBX.NA.AJ.2 | 2 | 1 | 109 | 137BEKAC6 | 82.42 | 98.58 | 28.70 | 1 | |
| CMBX.NA.AA.2 | 2 | 1 | 15 | 137BEPAB7 | 61.24 | 99.64 | 14.75 | 1 | |
| CMBX.NA.A.2 | 2 | 1 | 25 | 137BEOAB0 | 36.46 | 99.20 | 13.75 | 1 | |
| CMBX.NA.BBB.2 | 2 | 1 | 60 | 137BESAB1 | 13.99 | 97.33 | 8.79 | 0.892696091 | |
| CMBX.NA.BBB-.2 | 2 | 1 | 87 | 137BERAB3 | 10.20 | 94.95 | 8.05 | 0.704194467 | |
| CMBX.NA.BB.2 | 2 | 1 | 180 | 137BEMAA6 | 5.00 | 88.72 | 4.21 | 0.324338111 | |
| CMBX.NA.AAA.1 | 1 | 1 | 10 | 137BENAA4 | 98.00 | 100.33 | 64.82 | 0.991256989 | |
| CMBX.NA.AM.1 | 1 | 1 | 50 | 19HGEMAA1 | 96.19 | 97.60 | 82.48 | 1 | |
| CMBX.NA.AJ.1 | 1 | 1 | 84 | 137BEKAB8 | 91.53 | 99.33 | 36.06 | 1 | |
| CMBX.NA.AA.1 | 1 | 1 | 25 | 137BEPAA9 | 77.58 | 100.60 | 19.92 | 1 | |
| CMBX.NA.A.1 | 1 | 1 | 35 | 137BEOAA2 | 59.32 | 100.54 | 16.46 | 1 | |
| CMBX.NA.BBB.1 | 1 | 1 | 76 | 137BESAA3 | 26.29 | 100.61 | 11.20 | 0.96 | |
| CMBX.NA.BBB-.1 | 1 | 1 | 134 | 137BERAA5 | 16.50 | 102.17 | 10.09 | 0.902117666 | |
MORE http://www.markit.com/en/products/data/indices/structured-finance-indices/cmbx/cmbx-prices.page?
See more http://www.bloomberg.com/markets/funds/asset-backed-securities/
Japanese Government Bond Yields (3-month bills to 30-year bonds)
European Government Bond Spreads to German Bunds (list)
10-year Greek Government Bond Yield (switch the number in the quote for a different year)
10-year U.S. Treasury Bond Yield
10-year UK Government Bond Yield
10-year Italian Government Bond Yields
6-month Italy Bots Treasury Bill
10-year Spanish Government Bond Yield
10-year Portuguese Government Bond Yield
10-year Irish Government Bond Yield
10-year French Government Bond Yield
10-year Chinese Government Bond Yield
Bank of America/Merrill Lynch Corporate Bond Yield Indexes
Bank of America/Merrill Lynch Corporate Bond Option-Adjusted Spreads
Moody’s Corporate Bond Yield Indexes
Bond Buyer Municipal Bond Yield Indexes
JPMorgan G7 Currency Volatility
Nikkei Stock Average Volatility Index (VKNY)
Dow Jones EURO STOXX 50 Volatility Index VSTOXX (V2X)
CBOE Gold ETF Volatility Index (GLD VIX)
CBOE NDX Volatility Index (VXN, Nasdaq 100 VIX)
Hang Seng Volatility Index (VHSI)
Merrill Lynch MOVE Index (1-month Treasury Implied Volatility, yield curve weighted)
HSBC Financial Clog Index (TED Spread, LIBOR-OIS, Financial CDS Spreads, Agency Mortgage Credit Spreads and VIX all in one index equal weighted).
Credit: http://www.distressedvolatility.com/2010/10/useful-indicators-jgb-cds-bank-cds.html
Sovereign (Government) Credit Default Swaps (CDS)
JAPAN CDS USD 5Y (here are 3m-30y JGB yields)
JAPAN CDS USD 10Y
US TREASURY CDS EUR5Y (<- in Euros, anyone find 10Y?)
STATE OF CALIFORNIA CDS USD 5Y
UNITED KINGDOM CDS USD 5Y
UNITED KINGDOM CDS USD 10Y
NETHERLANDS 5Y CDS
TURKEY CDS USD 5Y
HUNGARY CDS USD 5Y
AUSTRIA CDS USD 5Y
SWEDEN CDS USD 5Y
BULGARIA CDS USD 5Y
LATVIA CDS EUR 5Y
KAZAKHSTAN CDS 5Y
IRELAND CDS USD 5Y
SOUTH AFRICA CDS USD 5Y
SPAIN CDS USD 5Y (works)
PORTUGAL CDS USD 5Y
GREECE CDS USD 5Y check update
ITALY CDS USD 5Y (works)
RUSSIA CDS USD 5Y
ICELAND CDS
ARGENTINA CDS USD 5Y
VENEZUELA CDS USD 5Y
CHINA GOV CDS USD 5Y
CHILE CDS USD 5Y
GERMAN CDS USD 5Y
REPUBLIC OF KOREA CDS USD 5Y
BRAZIL CDS USD 5Y
FRANCE CDS USD 5Y
UKRAINE CDS USD 5Y
POLAND CDS USD 5Y
ISRAEL 5Y CDS
PIIGS CDS (Portugal, Italy, Ireland, Greece and Spain Average)
G6 CDS*
Corporate Credit Default Swaps (CDS) [some outside US, need to find more]
GENERAL ELECTRIC CAPITAL CDS USD 5Y (GECC)
MORGAN STANLEY CDS USD 5Y
GOLDMAN SACHS CDS USD 5Y
JP MORGAN CDS USD 5Y
BANK OF AMERICA CDS USD 5Y
WELLS FARGO CDS USD 5Y
CITIGROUP CDS USD 5Y (CGI)
MERRILL LYNCH CDS USD 5Y
U.S. BANK CDS AVERAGE*
CDS BID-ASK SPREAD*
AIG GROUP CDS USD 5Y
US STEEL CDS USD 5Y (X)
BERKSHIRE HATHAWAY CDS USD 5Y
ALCOA CDS USD 5Y
FAIRFAX FINANCIAL HOLDINGS CDS USD 5Y
TATA MOTORS CDS USD 5Y
CEMEX CDS USD 5Y
WOODSIDE PETROLEUM CDS USD 5Y
BOEING CDS USD 5Y (BA)
AT&T CDS USD 5Y (ATT)
ALLSTATE CDS USD 5Y (ALL)
IBM CDS USD 5Y
PFIZER CDS USD 5Y (PFE)
MCDONALDS CDS USD 5Y (MCD)
TARGET CDS USD 5Y (TGT)
ALLY BANK CDS USD 5Y (Formerly GMAC Bank)
FORD CDS USD 5Y (FCO, CFM1U5)
CATERPILLAR CDS USD 5Y (CAT)
WALMART CDS USD 5Y (WMT)
JC PENNEY 5Y CDS (JCP)
DOW CHEMICAL CDS USD 5Y (DOW)
HEWLETT-PACKARD CDS USD 5Y (CHWP1U5)
DELL 5Y CDS
GENERAL ELECTRIC CORP CDS USD 5Y (CGEIUM:IND)
HARTFORD CDS USD 5Y
PETROLEOS DE VENEZUELA CDS USD 5Y (PDVSA)
NORINCHUKIN BANK CDS USD 5Y
UST LLC 5Y CDS
SANPAOLO IMI SPA 5Y CDS
ROYAL BANK OF SCOTLAND 5Y CDS (EUR)
LLOYDS TSB BANK PLC 5Y CDS
BNP PARIBAS SA 5Y CDS
UNICREDIT SpA 5Y CDS
SOCIETE GENERALE SA 5Y CDS
BANCO SANTANDER SA 5Y CDS
CREDIT AGRICOLE 5Y CDS
ING GROEP NV 5Y CDS
BANCO POPOLARE SC 5Y CDS
COMMERZBANK AG 5Y CDS
BANK OF IRELAND 5Y CDS
DEUTSCHE BANK 5Y CDS
BARCLAYS BANK PLC 5Y CDS
HSBC Holdings PLC 5Y CDS
CREDIT http://www.distressedvolatility.com/2010/07/nice-to-see-cds-quotes-credit-default.html
*some are option-able
NDEXNASDAQ:AVSPY APPLE Vs. SPY
INDEXNASDAQ:AMZSY AMAZON Vs. SPY
INDEXNASDAQ:QQQSY QQQ Vs. SPY
INDEXNASDAQ:GOOSY GOOGLE Vs. SPY
INDEXNASDAQ:GESPY GE Vs. SPY
INDEXNASDAQ:SLVSY SLV Vs. SPY
INDEXNASDAQ:GLDSY GLD Vs. SPY
INDEXNASDAQ:VZSPY VZ Vs. SPY
INDEXNASDAQ:WMTSY WMT Vs. SPY
INDEXNASDAQ:HPQSY HPQ Vs. SPY
INDEXNASDAQ:CVXLF C Vs. XLF
INDEXNASDAQ:XLFSY XLF Vs. SPY
INDEXNASDAQ:QQQSY QQQ Vs. SPY
INDEXNASDAQ:TLTSY TLT Vs. SPY
INDEXNASDAQ:TGTSY TGT Vs. SPY
$SPX S&P 500 Index Options – SPX
$RUT Russell 2000® Index Options – RUT
$NDX Options on Nasdaq 100® Index Options – NDX
$VIX CBOE MARKET VOLATILITY
$FAZ 3xShort Financials
$FAS 3xLong Financials
$ERX 3xLong Energy
$ERY 3xShort Energy
$DRN 3xLong Real Estate
$DRV 3xShort Real Estate
Long Debt /Low Interest Rates* Central Bank Easing
$TUZ 1-3 Year Treasury’s ETF
$FIVZ 3-7 Year Treasury’s ETF
$TENZ 7-15 Year Treasury’s ETF
$ZROZ 25+ Year Treasury’s ETF
$TRSY Broad T ETF
$UST 7-10 Year Treasury’s ETF
$UBT 20+ Year Treasury ETF
Long Short Debt Inverse
$PST Short 7-10 Treasury’s
$TBF Short 20+ Treasury’s
$SBND ShortX3 25 Year Treasury’s
$TBT Short 20+Year Treasury’s
13 Week Treasury $GTB_F
2 Year U.S Treasury Note $ZT_F
3 Year U.S Treasury Note $Z3_N
5 Year U.S Treasury Note $ZF_F
10 Year U.S Treasury Note $ZN_F
30 Year U.S Treasury Note $ZB_F
The holy grail of how to manipulate fiat currency.
Investment Strategies
On algorithmic trading
engineering financial returns using quantitative methods
always busy counting, doubting every figured guess . . .
visualizations of low dimensional topology
A mathematician blogs.
Math, Madison, food, the Orioles, books, my kids.
"Marge, I agree with you - in theory. In theory, communism works. In theory." -- Homer Simpson
"A good stock of examples, as large as possible, is indispensable for a thorough understanding of any concept, and when I want to learn something new, I make it my first job to build one." - Paul Halmos
A random mathematical blog
Smart Insights for Smart Investing
On the origin of crises by unnatural selection
Uncommon Returns through Quantitative and Algorithmic Trading
Convoluted Volatility - StatArb,VolArb; Macro. 