Taiwan – RiskReversal

MorningWord 12/15/16: Picking Winners and Yuge Losers

December 15, 2016 by Dan • FREE ACCESS

Investors in U.S. equities have been buying stocks based on an assumption that the incoming administration will be “pro-business” (lower corporate taxes and less regulation). For the most part, investors are correct to assume that, …

Enis’s Macro Wrap – Election Day

November 6, 2012 by Enis • Commentary

I came across an interesting analysis of market action after the last 3 presidential elections. The entire post at the AfraidtoTrade blog is a good read, but here is the concluding excerpt: The past three …

Enis’s Macro Wrap – Index Flat Again, But Big Underlying Moves

November 1, 2012 by Enis • Commentary

I mentioned in yesterday morning’s wrap that the SPX index hadn’t moved in a week. However, in that period, we’ve had several days where there have been big underlying single stock moves. In other words, …

Enis’s Macro Wrap – SPX volatility

August 28, 2012 by Enis • Commentary

With little news overnight, and generally quiet markets greeting us again this morning, I wanted to take a look at how SPX index volatility is priced ahead of the batch of events in the next …