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Another red flag: Commercial Paper (CP)
What are CP’s? They are unsecured “promissory notes”, sold by large companies and banks with […]
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How the Swiss National Bank tried to keep the CHF from appreciating – and failed
According to preliminary data foreign currency reserves at the Swiss National Bank (SNB) in May […]
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Is BP worth a buy after losing 50%?
Take a look at CDS (credit default swap) for BP (British Petroleum): because of the […]
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A rising TED spread signals red flag for banks
Introducing: the TED spread. It’s the difference between (formerly) risk-free 3-months Treasury Bills (hence the […]
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LQD: sold all positions, closed short puts
Update May 5, 2010: We have closed all our short puts on LQD (June 105, […]
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Recent rise in bond yields might offer decent real returns
Despite the Fed’s continued ZIRP (zero-interest rate policy) US government bond yields have recently shot […]
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Number of stocks above a moving average
Stocks go up and down. If you calculate a moving average (say, last 50 or […]
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Equity options put-call ratio
Looking at the volume of all equity options traded you can calculate the ratio of […]
Author: Alexander Gloy
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