Some statistics about SPX

Discussion in 'Trading' started by Sekiyo, Mar 1, 2020.

  1. Sekiyo

    Sekiyo

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    As @nntabel put it:
    Tail events play the major role.

    Daily up and down is about 50/50
    But the SPX is still up on average over time.
    Returns in the middle of the distribution balance each other.

    Guess what’s attributable to the rise of the index is the asymmetric tail return biased upward...

    Not sure.
     
    ajacobson likes this.
  2. A few simple questions:

    a) When do professional money managers aka mutual fund managers and hedge fund managers get bonus payments/incentive fee payments?
    b) Why is Wall Street "long only" biased since the existence of equity indices?
    c) What´s the role of FANG stocks and what´s their actual weighting in US stock indices?
    d) What´s the role of US markets for their counterparts in Europa, Asia, South America and elsewhere? What´s the correlation matrix look like?


    On a personal note: did you buy ES as indicated or are you still sitting having a "seat"? :sneaky::cool:

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    Sekiyo likes this.
  3. Sekiyo

    Sekiyo

    Seen a chart yesterday.
    S&P 500 market index to the price of gold.
    The number tells you how many ounces of gold it would take to buy the S&P 500 on any given month.
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    US dollars ain't as good a currency as gold since it decay over time.
    Whereas GLD is a store of value. Without inflation the SPX is worthless.

    What do I earn if I answer your questions correctly ?

    On a personal note: I'll short the ES @ 3020 tomorrow :cool:
    If we've not gaped down 2500 already.

    Even though it's said that in the last 5 years, over a period of 20 days, the max loss has been around 13%.
    In practice, extremes are always taken down by bigger ones.
     
    Last edited: Mar 1, 2020
  4. gld is a fetish
     
  5. Sekiyo

    Sekiyo

    Missed my entry @ 3020.
    Came too late.

    Seller @ 2998 on pull back.

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