Search results

You could examine the returns of the various funds/indices which sell vol and see what return/Sharpe/drawdown/etc they've produced in the past. That may offer you some useful insights.

It's great to know that Daddy will make these pesky people go away...

Huh? When did I mention any specific time period?

An intellectual discussion, eh?

Apart from this being temporary, clearly these internal migrant workers will stop consuming housing, transportation, food, services etc in the places which they will be leaving behind. Isn't it then mostly a wash, net-net? The fiscal multiplier of 1.2 - 1.5x sounds about right for...

Migrant workers? I thought they waz all gonna get deported? According to most estimates that I have seen, the fiscal multiplier for infrastructure projects in the US is estimated at arnd 1.5. Moreover, given that debt/GDP is quite high, it's not clear that there's a lot of room. Finally...

A company, paying taxes? What a bizarre idea... That's not how things have ever worked and, now that Daddy is gonna take over, we'll probably get rid of the entire charade altogether.

Nah, since OZB is a "regular" option, it expires on the last Friday of the preceding month. If my calendar isn't lying, this should be next Friday. You can find the contract spec here...

It's actually the weeklies which are different. The OZB is the normal one. What exactly are you wondering about? The naming convention or why the price is so different?

Well, repealing Dodd-Frank is a good start. My prime brokers will deny me leverage no more, so I'll be able to bet the farms again. Obviously, if they subsequently make all my enormous gains tax-free, that would be a very sensible next step, indeed. I am sure the new Prez will get this done...

Oh, don't be silly... "This sort of stuff" is how bond mkts work and it determines how much you under- or outperform the index. So of course clients would care.

Obvious... To make bankers' lives great again.

Here you are... Not quite as long as one would want, but it's smth. Sources are the BEA and the White House.

Yeah, it's gonna be great...

No, percentages don't tell you the whole story, since you're not taking the duration ratio into account. That's the whole point of using basis points applied to yields, since this assumes that your positions are appropriately weighted. So in this particular case, let's take 5s and 30s, for...

The curve has been upward sloping, but relatively flat, by historical standards. Falttening in yield terms, in this case of a selloff, meant that the back end yields went up by less than the short end yields. To be fair, not by a lot, but the fact that this has happened after what we have...

Curves have bear flattened since last week. The higher duration, longer-dated treasuries have outperformed the lower duration, shorter-dated treasuries in the selloff.

Yeah, but a) I work in finance; and b) I gots assets. It's gonna be great, again. Hmm, unless you're counting all terrestrial mammals, this one's tricky...

There are many things I couldn't believe... Still, he's gonna make things great for me again, so who am I to complain?

So you're, basically, saying more of the same, except with higher budget deficits and more debt, right? As to the return of offshore corp earnings, last time it happened, as the other poster said, it went mostly towards buybacks and dividends, rather than "spent into economy". If you're one of...