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Have you done any 4 or 5 variable modeling in those packages with rmgarch?

Yet another GARCH I have not checked out. Thnx, I'll take a look.

First loss deals just don't make economic sense anymore.

Yeah if you have first lost you better be keeping 90% or more of your money.

Both. I'm frustrated that GARCH on R apparently does not really make it easy to use multi-variable fundamental models.

You pretty good with GARCH models?

How is your stuff in R coming along?

What? You guys take Mondays off now? :)

Oil and gas are very different markets. One is used primarily for electricity generation and heating homes, the other for transportation. We are drowning in supply. You need to watch these levels very carefully. If we get overfilled in storage what that means is any new production will get...

Well, I think is only the case in the early stages. Late stages you see the more mature leadership lead higher with a narrower and narrower group leading you higher.

I think it's all part of the divergences I see everywhere. When you say worry, what exactly do you mean? I'm just asking from a perspective of relatively market neutral trader. Worry as in am I worried that the market will selloff?

No and 20 is not even that high. I've had NL close to 40.

I don't see this connection. First of all, market rates are not even remotely close to zero. In most emerging countries they are actually quite high. Even in the US, a majority of the population pays over 10% for interest on items related to consumption. And what we are losing from...

The Fed does not "print" debt. The US Treasury does. The Fed "monetizes" debt. Try to understand the difference because it is not trivial. Also as interest rates go negative, the demand for debt is going to decrease, not increase. Because the opportunity cost of holding that debt goes up...

Gold bounced off the monthly A down. Still don't like the NL though.

This statement is beyond absurd. And civics lesson here, the Fed is a private institution. They are NOT the government.

That's an interesting angle. But isn't the relationship endogenous? Meaning the Fed is leading the "punter community" to inject liquidity and as they do, the Fed responds by not having to respond. The only plausible concern the Fed has is being the lone central bank in the world raising...

Yeah if you guys want some of "those" deeply negative NL stocks despite the strong market, I have TONS! Shit man, I have stocks that haven't found an uptick in 6 months and they are not energy names. LOL. There really is a lot of divergence out there.

No, don't fade them. LOL. I'm referring to the % that are confirmed.

The 30 day NL is around zero so choppy number line. Failed monthly A up and now approaching monthly A down. Still above QTR A up. But we get new levels in a week or so. Nothing to do here.