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Fat Tails

Tyler Durden's picture


A look at the SPY VWAP since the FOMC announcement. Just a slightly abnormal distribution.


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Fri, 09/25/2009 - 17:32 | Link to Comment Anonymous
Fri, 09/25/2009 - 19:43 | Link to Comment Anonymous
Fri, 09/25/2009 - 20:50 | Link to Comment Hephasteus
Hephasteus's picture

I don't know if you've been keeping up with current events. But banks are NOT closing down any more. They have gone to just a few closings every weekend.

Which begs the question. What FDIC insurance fund?

This is scary as hell to me. If there were 8 closings this weekend i'd sleep better. but this is SCREAMING bank holiday.

Fri, 09/25/2009 - 17:38 | Link to Comment Anonymous
Sat, 09/26/2009 - 10:49 | Link to Comment Rama V
Rama V's picture

When pricing is normal.

Fri, 09/25/2009 - 19:52 | Link to Comment TumblingDice
TumblingDice's picture

The Oct 14 support of 1044 has to be defended. Otherwise, its bad mojo.

Fri, 09/25/2009 - 20:11 | Link to Comment Hephasteus
Hephasteus's picture

Still making people pay the highest price or close to it.

Fri, 09/25/2009 - 20:39 | Link to Comment BM (not verified)
Sat, 09/26/2009 - 00:00 | Link to Comment crzyhun
crzyhun's picture

Good chart. I prefer a week chart, that maybe a tell.

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