Mimo publikacji kolejnych słabych danych makro, grający na spadki nie mieli specjalnie okazji do zarobku. Teraz jednak sentyment przechodzi powoli z ekstremalnie ujemnego w ekstremalnie dodatni co może zapowiadać spadkowe wakacje, a przynajmniej ich początek. I czy możemy iść pod prąd? Póki co przyglądnijm.

Macro and Credit - The Zimmermann Telegram. No matter what political reasons are given for war, the underlying reason is always economic. Macro and Credit - Libor and leverage, my dear Watson. Final charts - Dispersion matters.

This blog is about macro-economics, financial markets and the world that has been pulled over your eyes to blind you from the truth. This could lead to an as impressive re.

The greatest risk is the risk of riskless living. Sunday, October 14, 2012. The only way that problems get solved in real life is with a lot of hard work on getting the details right. Not by some over-arching ideology that somehow magically makes things work. Thursday, October 11, 2012. Friday, September 21, 2012.

The four week moving average of the.

Monday, November 17, 2014. Trading VXX with nearest neighbors prediction. An experienced trader knows what behavior to expect from the market based on a set of indicators and their interpretation. The latter is often done based on his memory or some kind of model. Finding a good set of indicators and processing their information poses a big challenge. First, one needs to understand what factors are correlated to future. To come with a .

Performance of XIV on non-contango Fed Days. I previously looked at the first three days of the month. This is a concept I first heard about from Rob Hanna at Quantifiable Edges. The average return is 1.