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by Ashraf Laidi
Posted: Mar 9, 2010 0:40
Comments: 200
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This thread was started in response to the Article:

S&P500 / VIX Ratio & USD LIBOR

On the cycles of the S&P500 / VIX ratio and the stabilizing cost of USD 3-month LIBOR relative to its yen counterpart.
 
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Ginger
UK
Posted Anonymously
14 years ago
Apr 16, 2010 16:16
GS news just about the only thing that could have derailed the rally - remains to be seen how far the market falls but helping the ratio with vix up over 12%
Ashraf Laidi
London, UK
Posts: 0
14 years ago
Apr 15, 2010 20:37
Ginger, yes indeed. This ratio was broken with a vengeance as VIX moves deeper into "complacency" levels.

Ashraf
Ginger
UK
Posted Anonymously
14 years ago
Apr 14, 2010 21:45
interesting article in cnbc today saying that the so called "boom" in retail sales in US is mainly due to consumers spending the remainder of their cash in the malls rather than paying their mortgages before foreclosure ultimately is enforced. JP Morgan's good results were again on the back of trading - i.e. casino operations. Their retail operations were a drag due to the consumer.
Ginger
UK
Posted Anonymously
14 years ago
Apr 14, 2010 21:27
melt-up continues, guess the way this market is going the ratio now irrelevant - even I've had to admit defeat
Ashraf Laidi
London, UK
Posts: 0
14 years ago
Apr 13, 2010 18:47
rim, i dont think 2-3% revaluation will have the effect that many are expecting i.e. rising commodities rising yen. at least not right away. This is not 2005 when other factors helped drivve up commods OTHER than the reval. people have to be sure about their causality.

i do see higher commods as a long term multi year play; although Prechter thinks otherwise.


Ashraf
catnip
Frankfurt, Germany
Posted Anonymously
14 years ago
Apr 12, 2010 21:07
VIX down at July 2007 level SP/VIX 77.
Ginger
UK
Posted Anonymously
14 years ago
Apr 9, 2010 21:51
ratio ended at 74 today - we'll be on the way to 80 and beyond at this rate!
catnip
Frankfurt, Germany
Posted Anonymously
14 years ago
Apr 9, 2010 19:47
Yes there is. Kitco's Jim Willie, a USD perma bear, writes interesting thesis on how UST yields are capped ( artificially) with interest rate swaps. I consider to give his Hat Trick Letter a try.
Ginger
UK
Posted Anonymously
14 years ago
Apr 9, 2010 19:27
As all eyes are on Greece for now could we be about to learn of a much bigger problem elsewhere soon? Are we not now set-up perfectly for a black swan event? Interesting times...next couple of weeks I expect limited gains but potential for a sizeable sell-off followed by further sell-offs in the Summer.
rim
Turkey
Posts: 121
14 years ago
Apr 9, 2010 13:11
Dear Ashraf,

How do you evaluate the news on Yuan revaluation around %3 ?
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