Archive - Aug 8, 2009
Open Market Operations And Statistics
Submitted by Tyler Durden on 08/08/2009 17:00 -0500
Zero Hedge presents its statistical findings regarding US Treasury Auctions and Permanent Open Market Operations
"Get Ready to Sell Stocks/Buy Vol" Setup
Submitted by on 08/08/2009 14:34 -0500Much has been said by Tyler & Co. that someone is “selling vol” wholesale, while the market is meandering. But, if the market chops around sideways in a tight range—like it did in May and June—implied vol will decline as realized vols decline. No way to arb between the two, but typically that is how it works.
Saturday Readings
Submitted by Tyler Durden on 08/08/2009 11:51 -0500- Here we go: Geithner formally asks Congress to lift $12.1 trillion statutory debt limit, saying it could be breached as early as October, Amex Centurion happy to comply (Reuters)
- Totally unrelated - psychopaths have faulty brain connections, scientists say (Reuters)
- Must read: Deleveraging the U.S. Economy (Comstock Partners, h/t Vince)
- Health debate turns hostile at town hall meeting (NYT)
- Healthcare critics make childish claims, Obama says (Reuters)
- The history of the stock market (Mint)


