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There are ways to attempt to forcast IV. If you're interested you can read Day and Lewis (1992) "Stock Market Volatility And The Information Content Of Stock Index Options" published in the Journal of Econometrics. Also, there is a section in the text "The Econometrics of Financial Markets" by...

I understand your point but we're gonna have to agree to disagree on this. I would much sooner ignore case specific criminal, civil and other legal proceedings before ignoring a cross sectional statistically significant study.

The studies done by the SEC are done by academics working in microstructure. Most (academic) research on the specialist behavior is done by academics who in exchange for trading data on the specialists do research for the exchange and spend time on the floor. For example, check out the bios...

This was a hot topic for many years and a lot of studies have been done on it. What I wrote is based on research done by Madhavan and Sofianos in the 90s. If you're interested you can read "An empirical analysis of NYSE specialist trading". It's published in the Journal of Financial economics...

Yes, specialists can also short. Generally, specialists provide price/time priority, efficient order representation and play an important role in price formations. They also trade against moving prices and provide liquidity when the spread is wide.

We interrupt this program to bring you the promised Rub Report: A first in marketannasurferland with no runaways! The cassidy belt, dividers, muffins, econometrics and neckies, all had a great 1119 hit in marketannasurferland. With two new bracelets, a chocolate kiss and chocolate soap :)...

See you tonight in 909, surf. I will update The Rub Report tomorrow. hehehe - the not-so-pretend-internet-babe

The first time Bernanke addressed the interest rate issue (March '06, i think) the markets reacted way more than was intended by the fed. Stocks and bonds dropped and the treasury rate rocketed. Bernanke learned the hard way to be careful of what to say while markets are open and information...

Much like you look like a product of tom arnold and bruce willis! 332 vs 909, i think i prefer 332 minus the virgin! you're still you know what. HAHA!

More like, Whatever Gets You thru the Night! :D

Honey, don't be jealous that it's marketannasurferland and not marketmoonsurferstonegirl -- you won't ever be able to change that, right surf?

Fortunately for all of ET, The Surf Report will be turning into The Rub Report on the weekends. Pass thru marketannasurferland and get your free ass rub from the one and only surfilicious in 909! Side effects include, but are not limited to, lack of sleep, talk of reincarnation, Elton John...

More interesting stuff from Reuters South Africa: http://za.today.reuters.com/news/NewsArticle.aspx?type=businessNews&storyID=2007-03-15T094634Z_01_BAN523026_RTRIDST_0_OZABS-MARKETS-FOREX-20070315.XML "LONDON (Reuters) - The yen's broad rally against other major currencies paused on...

Thats a smart way of approaching it. Good choice and i'm happy to hear it paid off!

Thanks for finding the article, I had no idea it would be hard to get to! This is what I think: if the yen is strengthening and the US is anticipating a rate cut then the yen carry will slow down drastically. Due to losses, markets are starting to sell off. Yen carry gets paid off, which...

interesting stuff. doesn't this have potential to have huge implications on US equities and commodities? and if so, why is it (at least to my knowledge – or lack thereof) such a hush hush topic? http://www.bangkokpost.com/Business/15Mar2007_biz52.php

It wasn't too cold, but the wind did gust occasionally :)

you have a way with words, surficore.

Let me get this right...you call me a beast, then a manticore and then YOU tell ME you prefer being called surficore?? riiiiiiiiiiiiiiiiiiiiiight! :) :) :)