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Category Archive for 'Market Comments'

Market commentary and general musings of anything affecting capital markets and the economic actors that interact within it. Some entries are short and others are longer, usually co-categorised with the analysis section, but the posts should all give a little bit of market zeitgeist for your enjoyment.

Affordable Protection?

Credit Default Protection received reasonably unappealing press over the past few years. But if price is the core signal, then where are we now that prices are cheap?

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Spreading Expectations

This article reviews the potential for five year fixed for floating swap spreads in highlighting some shifts in core inflation measures as they relate to the US Economy.

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All Systems Nominal

A pre-launch countdown checking US economic growth nominal systems is looking good. Are we good for liftoff or is this still a pre-count test run?

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This site’s push for long duration with minimal cash-flow is comparable to a rare form of debentures: are Perpetuals a valid option for Sovereign debt issuers?

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A quick review of a the VIX term structure as it stands now compared to start of year prices.

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A Defensive Trade

The Price of Freedom is Eternal Vigilance (and some relatively expensive military hardware). This articles presents the performance of militarily-angled defensive trades relative to their benchmarks for 2011.

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VIX is a market estimate of expected volatility measured over S&P 500 options. But how does the implied volatility of a volatility estimate vary over strike range and term structure? This article reviews VIX’ smiling smirk and the reasons for its formation.

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