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Nazz's post pretty much explains it all. The anamolous behaviour at the tails have been a thorn in the side of financial practitioners for a very long time. Many financial models disregard the existence of these things, and work just fine until a tail event; then...Kaput! Your intellectual...

I haven't seen this report, but you could "dig in" to the data in order to try and replicate the strategy. It's not a tough concept, if you think about it intuitively. Here are your steps: 1) aggregate forward vectors for various commodities 2) "fit" vectors, or interpolate if you've...

It's a very generic calculation that would be the same as plotting a spaceshuttle's trajectory [to the moon] with a straight line. It's not really how it works.

When the HF's stop playing with this stock, I pray you've got a firm stop hanging out there.

Continuing claims will fall, as the ability to continue receiving benefits will now have a firm cut-off. Initial claims numbers won't be affected by this cut-off.

Lol. It's the future of price action under QE2.

By "kicking ass" you mean "destroying U$ deposit values," right? Sounds like the majority of Americans are getting their asses(deposits) kicked(destroyed), or whatever. It's awesome!! ;)

Increased spec. grade tenor means a person is marrying, as opposed to dating, a piece of garbage. A less-than-credit-worthy firm is more likely to default over a 10 year timeframe than a 1 year timeframe.

It was a redux of the glaring sHs formation in the broader equties that everyone was talking about in the summer of 2009. When Erin Burnette talks about the notion...the notion dies.

This is exactly how things were feeling in late March/early April of this year. Every sliver of bad news was taken with a massive salt-crystal and the market ground higher...until it didn't. It was a troika rally in variance, the dollar, and the bonds that ushered in the "downward stabbing...

Nope, just a shill for fractional reserve lending. When you pull cash out of the bank, it has a much more negative effect on potential leverage than if you left it in, or paid with an electronic transaction. It's all the same...the US will be cashless soon, so Americans can't mess up the...

Notice the flight from retail money market funds. Some of these large MM funds have been able to 'supplement' the normal lending system. Now that folks are fleeing MM's, this important source of loanable funds is contracting. Also, bank reserve balances at the fed are way up and sticking...

Corn rally is starting to weaken in the short-term, but do not bet against this commodity in the next couple of years, as a thematic trade is unfolding. Late Sept/early Oct. should usher in near-term corn pivot high that should bring a nice, healthy correction. After that, we'll just have to see.

Just don't underestimate the persistence of "random process."

Options: -Bloomberg volume analysis tool OR -For other platforms, you could find a code floating around for that need (or cook it up), it just depends on what software you're using.

We are not in a deflationary environment yet. You'll know it when you see it through the tears in your eyes. Don't worry about questioning me, just take a random sample of 20 different commodity prices, relative to early 2009...you'll see what I'm talking about. We are teetering on the...

1) educate thyself for 6 months 2) pop the tit out of your mouth 3) try your inquiry again.

Yup, their client-facing services are now going to be the bread & butter. Their prop desk has had a tough time this year, especially in the energy space. Perfect time to unwind the operation.

+No, not many know, but the option market can provide some decent clues...but no sure bets +Retail Traders = The Public +Not illegal to front-run if they have proof of HF accum/dist

If this just started making sense to you, you should stop throwing around your matter-of-fact comments and advice. This is called the yen-carry trade, and the entire world knows about it...welcome to the club Mr. Watanabe. Great observation, but curb your freshly-acquired market loins, you're...