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The real problem now is the loss of credibility of the CCP. The world knows they are full of shit. They aren't even trying to hide it. Even gloating about their superior virus preparedness. It's painfully obvious that China is a real police state, with a government that is willing to...

A price minus it's moving average is a differential. You can integrate differentials... Even a price can be a differential (of prices). Lots of reasons to integrate.

Basically, he is saying that the debt levels and asset bubbles are gonna get so big that in the next crisis, there won't be any choice but to have universal basic income, else there will be a severe deflationary depression and/or total economic collapse, i.e. debt deflation. (this is basically...

Global GDP is collapsing. All that has to happen is another drive higher in bonds and the whole rally will go bye bye. The perma bull team should remind themselves what happens when yields crater. Remember, it was a global selloff in risk assets that crushed yields. That can happen again...

I don't think we can go back to the way it was before COVID. There was decades of expansionary policy and totally unfettered spending for a long time. That kept GDP growing. This is a serious slow down. It will affect long term growth significantly. The Fed is trying to limit that, because...

Money printing is another name for deficit spending, QE, and debt monetization. The end game is debt saturation, asset bubbles, and a complete dependence on credit for all economic activity. The sovereign becomes indebted. If you keep doing it long enough, then there is a buildup of...

I like Robert Shiller for general Economics.

You can look for a master, but as the saying goes... "when the student is ready....the master will appear." First I read a lot. I tried to find the best economists and read about economics, it's important. I read (and watched video lectures/interviews) guys like Shiller, Krugman, Bernanke...

Xi is audacious, and here, aggressively demonstrating his power. Showing it off. Even flaunting it. Up until recent events, the world was content to ignore it. But now Iran, India, Australia, the UK and Italy, the entire EU, and most recently, Russia and Japan are suffering significant...

Can watch second charts and minute charts for timing intraday trades. But for context should check minute vs hour, hour vs session, session vs day, session/day vs the week and/or month etc.

I will just a say a couple things. (Not a professional programmer.) I managed to piece together a software solution for one of my problems. It takes the IB API data streams (performs a bunch of quant math on them) and creates a chart in Excel, in real-time. With these charts (which are...

From a real CBOT local. Gary Philips, 2014 http://tradestrongmanagement.blogspot.com/ Back in the day, markets were inefficient and dominated by heavy retail participation. >>Pricing was a value oriented phenomena that actually reflected the laws of supply and demand. Technical analysis...

This is the truth. Each asymptomatic carrier has ~14 days to spread the virus. Just doing a rough estimate of how many interactions a typical person has in that timeframe....well, I shouldn't have to work out the implications for you, it should be obvious. If it was allowed to spread...

Dumb money was bullish on yields and they got taken to the cleaners. 2 pm was the moment when they realized all their shorts were losers and risk off went bid. Gotta love the execution algo's that trade ES short. The dealers always win.

Free site and really convenient for use. Also shows rolling vol. http://www.market-topology.com/correlation/

I think that Fouci even said that no matter what we do, at LEAST 200k will die, i.e. it's the best case scenario?

80% Recover without need for hospitalization. 20% require hospitalization. 5% require ICU. Half of patients requiring ICU will need ventilation. Mortality for patients on ventilation is estimated to be between 70% and 86%.

Not really. It's over my head. AFAIK it's a tool for omm to manage their book. Also, for really big traders in vol, it's a risk management tool. From http://quantlabs.net/academy/download/free_quant_instituitional_books_/%5BJP%20Morgan%5D%20Variance%20Swaps.pdf From...

It's kind of embarrassing for them. They made the S&P look like a damn penny stock.

A market-maker who is long the variance swap can offset the risk by shorting the replicating portfolio of options, and delta-hedging. They will therefore be short gamma in the options market (Fig. 108). As described, a delta-hedger who is short options will act to increase volatility in the...