SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 22 matches

  • 1
  • 2
by Bonsai
May 30th, 2011, 9:03 am
Forum: General Forum
Topic: ECB opposes Greek restructuring - why?
Replies: 12
Views: 21048

ECB opposes Greek restructuring - why?

<t>So if the ECB only holds EUR40 Bln. of Greek debt, European Investment bank hold the rest. This more than EUR200 Bln., or am I wrong? The ECB is just supporting the big investment banks in Europe. UBS and Credit-Suisse say the have only little exposure.For me, this looks like supporting a rotten ...
by Bonsai
February 10th, 2011, 6:49 am
Forum: Trading Forum
Topic: Bernanke to lower mortgage rates? I want the quotes.
Replies: 1
Views: 23049

Bernanke to lower mortgage rates? I want the quotes.

<t>Good MorningBen Bernanke did extremly well yesterday, I have to say. All those who said money throwing would not work are now screaming that the US will head towards hiperinflation. But as we all know, politics knowledge of the economy is very poor. I think we could expect a change in wording at ...
by Bonsai
January 25th, 2011, 7:20 pm
Forum: Economics Forum
Topic: QE2 and Long term Interest Rates
Replies: 6
Views: 26074

QE2 and Long term Interest Rates

<t>QE2, I think is 75 bio. a month. So almost nothing of the money has found its wayinto the market, nor the extension of the tax cuts have had an immediate effect onthe money in circulation. It is a typical shock and awe tactic, to scare the marketsin order to change investors asset allocation. The...
by Bonsai
January 24th, 2011, 10:40 am
Forum: Economics Forum
Topic: QE2 and Long term Interest Rates
Replies: 6
Views: 26074

QE2 and Long term Interest Rates

<t>Totally disagree. I know that I am probably the one with the least knowledge in quant analyses here at WILMOTT, but to sell the QE as some kind of sophisticated tool is just a joke. The FED wants to flood the markets with liquidity. Thats all.All that matters is the expectations of liquidity pump...
by Bonsai
January 14th, 2011, 9:03 am
Forum: Economics Forum
Topic: Bullish GOLD 1053.....What will be Next?
Replies: 101
Views: 130397

Bullish GOLD 1053.....What will be Next?

*CHINA RAISES RESERVE RATIO BY 50 BASIS POINTS FROM JAN. 20Gold will get smashed like potatoes on this. The long term trend is up, but it is around 1250
by Bonsai
December 8th, 2010, 11:02 am
Forum: Economics Forum
Topic: The US "recovery"
Replies: 37
Views: 31880

The US "recovery"

<t>Isn't the FED totally ignoring the demographics of the US. With rates falling to zero, people over 60 have a problem with asset allocation. They can not afford to have big exposure to equities. I think these people are the baby boomers..Their income on capital is getting smaller and smaller. This...
by Bonsai
November 25th, 2010, 10:26 am
Forum: Economics Forum
Topic: Helicopter Ben
Replies: 41
Views: 35672

Helicopter Ben

here is a nice movie about QE4The Day The Dollar Died
by Bonsai
November 10th, 2010, 10:14 am
Forum: Economics Forum
Topic: Bullish GOLD 1053.....What will be Next?
Replies: 101
Views: 130397

Bullish GOLD 1053.....What will be Next?

<t>have a look at commodities trading yesterday. There are huge blow off tops in some Goldmining stocks. Incredible Volumes yesterday in Nova Gold. I am hearing that some HF's are starting to short goldstocks and gold.But it would be wise to chose a shorter timeframe with a higher strike. The proble...
by Bonsai
August 24th, 2010, 10:45 pm
Forum: Trading Forum
Topic: How to beat VWAP?
Replies: 14
Views: 38029

How to beat VWAP?

<t>QuoteOriginally posted by: goekhan....For example, one way of defeating vwap is to be able to anticipate incoming order flow imbalances and then trade ahead if possible.Good point. And where can you find the strongest order flow and imbalances in price building?At support and resistance. Those in...
by Bonsai
August 19th, 2010, 9:36 pm
Forum: General Forum
Topic: How to choose optimal investment strategy?
Replies: 2
Views: 25666

How to choose optimal investment strategy?

<t>The most promising positive cycle turn took place in the soft commodities space. Ask BHP. They know whatthey are doing. It is the start of a long term bull-market and looks very promising.More than 2 month ago, commodity traders told me that Q3 of 2010 will be the beginning of a majorbull-market ...
by Bonsai
August 18th, 2010, 9:52 am
Forum: General Forum
Topic: How is stress testing on banks done?
Replies: 10
Views: 26843

How is stress testing on banks done?

<t>Have a look at the paper that comes from calculated risk blogThere you can find a Really Bad Scenario, that looks absolutely plausible to me, also because of this cycle below.Percent Sovereign DefaultsThere are different Scenarios put together on calculatedriskblog.com. In the Really Bad scenario...
by Bonsai
June 1st, 2010, 11:01 pm
Forum: General Forum
Topic: Crude Oil going to $150/bbl? - Obama orders halt to deep-water drilling in Gulf of Mexico
Replies: 9
Views: 26947

Crude Oil going to $150/bbl? - Obama orders halt to deep-water drilling in Gulf of Mexico

<t>Will politicians forbid deep water drilling? The destruction in Market Cap. in Transocean& BP is just incredible and it seems that the market discounts for the absolute worstcase. but what is the worst case? Capitol Hill?Looking at the move in crude and the loss in market cap in the US energy...
by Bonsai
June 1st, 2010, 12:23 pm
Forum: General Forum
Topic: Crude Oil going to $150/bbl? - Obama orders halt to deep-water drilling in Gulf of Mexico
Replies: 9
Views: 26947

Crude Oil going to $150/bbl? - Obama orders halt to deep-water drilling in Gulf of Mexico

<t>The move in Crude Oil to USD 150 in 2008 was purely speculative and had nothing to do with with increased demand.Between 2003 and 2008, the amount of speculative money in commodities grew from $13 billion to $317billion, an increase of 2,300 percent. By 2008, a barrel of oil was traded 27 times, ...
by Bonsai
May 26th, 2010, 1:51 pm
Forum: General Forum
Topic: Geithner got it right!
Replies: 15
Views: 27942

Geithner got it right!

<t>You are asking for a lot. Especially from Mr. Geithner, who is really not a genius.In an economy, where the average person has to work 17 years in order to be able tomake a downpayment, required for a house or appartement, I do not see consumptionpicking up. Have a look at european luxury goods p...
by Bonsai
May 4th, 2010, 9:06 pm
Forum: Economics Forum
Topic: Bullish GOLD 1053.....What will be Next?
Replies: 101
Views: 130397

Bullish GOLD 1053.....What will be Next?

<t>In this blog I wrote on the 18th. of march, I believe, that one couldgo long GDX and short GLD. I think this trade was worth + 5 %, buttoday, I would close the position. There is an interesting aspect, comingup to the drilling mining and exploration industry after BP and RIG blewthe ?Deepwater Ho...
  • 1
  • 2
GZIP: On