Ok since as it is pointed out 9 out of 10 derivative player banks are U.S., so the counterparty risk is pretty much the U.S. sovereign credit,...
Interesting piece, but 1. i don't see a link to derivatives unravelling and hyperinflation eluded to at the beginning of the piece. i am more...
In the 1970s-80s there was a 10 year period from the oil price shock in 1973 to peak in 1982 and back down by mid-1980s. This time it's broken...
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folks, thx a lot for the feedback. seems like these do not offer any decent backtesting features. appreciate your help.
I use Bloomberg and Reuters as data sources. I haven't had a chance yet to look into these vendors' backtesting features. Would appreciate any...
i'd add the following to the asset clases listed above: bonds, cash and commodities. in addition to diversifying across asset classes,...
excellent journal, looking fwd to more. i've seen a number of academic papers showing abnormal returns related to index inclusions/exclusions....
I didn't say anything about short-term vs long-term. I presume it's common knowledge that value investing is long-term oriented. I don't have at...
i like the 17 years of declining prices and the discount to nav part of the story. but i am missing the sound fundamentals part of the equation in...
LOO is a fill or kill type order which gets entered into the opening auction and gets executed at the opening print. A limit order before the...
i am not an expert by any means, but i have looked into the subject - there is a lot of info here if you search the threads, as well as on some...
You can get it through REDIPlus, Goldman's execution platform. I think you can also subscribe directly from NYSE. When I looked for this info a...
"The fund is currently shorting junk bonds against Treasuries and the ABX index" anybody know what minimal account size and what broker will...
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