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That's what I think many people believe. The Fed seems to be voicing something different.

I agree they might hold of tightening but that does not mean continuing with a QE3. Isn't the Feds concern unemployment and interest rates/inflation? They aren't exclusively responsible for the economy at large. Besides, the economy is bad but the markets are hardly falling off a cliff at the...

Yes, the previous post is meaningful, though point 2 seems to suggest there won't necessarily be a QE3. Didn't one of the Fed chiefs actually resign in protest, theres also mountains of other comments in support of QE2 ending.

Do you think QE3 is a foregone conclusion, or there are signs that QE2 is ending?

I personally think QE2 is ending, many people disagree. Perhaps most people disagree? And this explains why stocks and commoditys keep rising? Surely theres going to be an abrupt change when & if it does end? If its not going to end why are there so many noises from the Fed about it ending?

Do you do anything to manage tail-risk and if so, how? I am looking at the standard deviations concerned and comparing them to the min/max’s over the period to assess any skew and how realistic the assumptions of normal distribution are. But I’d be grateful for any further guidance or...

There's been mnay articules written on the consequences of QE2 ending, to suggest that commoditys and possibly stocks will fall and bonds remain uncertain. What's your view and why is there no indication of these effects coming on early, or is everyone going to wait for 1st July?

You think Canada is bad? You ought to try elsewhere, even the likes of UK, Australia and Europe is a closed shop/market carve up. It'd have you singing the praises of Canadian brokers. If it weren't for US/Canadian brokers alot of trading would be impossible

I use both IB and Questrade for Canadian stocks, Admittedly IB is a bit expensive for large numbers of low priced stocks. The fixed prices at Questrade seem fair, and I haven't experienced delays getting fills except for when shorting stocks (with stocks unavailable).

Do you think the West is deliberating over a difficulty situation or, because of dysfunctional bureaucracy , they are basically incapable of responding in a timely manner?

Translating trading PNL into an everyday context: For me, 20k seems to be a really significant figure (Daily). I can relate to single digit amounts, and I can sort of see the teens as an outlandishly big single digit but once it gets to 20k, its more like another set of big numbers (20, 30...

Interesting replies.... I 'd like to develop my own indicator (given that there might not be anything much else out there). Though its hard to figure out the approach to take towards it, I like the implied correlation concept. I think it ought to also more directly measure the absolute...

The 2 determining factors in the VXX price is 1. The vix 2. How long the VIX has been at its current position and expectations for it to remain there. I am not aware of the numerics behind the 2nd factor but for sure, it determines the price of the vxx

The vix is rubbish, it exists in a state of chronic contango, and seems unresponsive to movements in oil, stocks etc (like its about 20 at the moment with a ME/OIL crisis). What is a better alternative, not necessary for trading but as a decent gauge of stability in the market, maybe a...

Hello Ironically, the recent ME oil crisis has sent bond yields down (deflation) and yet the increased oil price is of course inflationary. Any comments? In terms of the overall effect, theres obviously competing elements at play with different emphasis in the developed vs emerging...

I happen to agree, I am long CAD and intend to remain that way. I also like the stability. It seems odd considering the CAD as a safe haven but thats becoming the way I am viewing it. Yes, CHF seems like a big bubble, I'm short CHF and expect it to decline next week, time will tell.

Hello Do you think CHF the only safe haven remaining at the moment? JPY is downgraded, USD is under pressure and the Euro seems frail. Perhaps other more risky currencies like the AUD may have less downside risk in this new environment?

At the most fundamental level it involves finding a way to compare both risk and reward across all classes, for example the sharpe ratio (or sortino or others), there are also other alternative measurements. This gives a risk adjsuted return, and then the allocations are adjusted so as to...

Hi I have IBs PF margin, and I find that the margin use is very non-linear. What I mean by that is, theres only about 15% margin needed, provided small trades are placed, but I find when larger trades are placed (on the same stocks) that the margin is needed is more like about 30%, it seems...

On the acocunt window of the TWS theres a "real FX balance" and a "virtual FX position" . Apparently, the real FX shows "value for all assets sorted by currency", and the virtual FX shows " activity only for currency pair trades". I can't translate this - what does it mean? I'd like...