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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 […]
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New Highs vs New Lows ratio: better indicator
A better indicator to sniff out trend changes is the ratio between new highs and […]
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New Highs: limited informational value
A stock market making new highs should have more individual stocks making new highs than […]
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