ES -- DX/CL -- isee -- cboe put/call -- specialist/public short ratio -- trinq -- trin -- aaii bull ratio -- abx -- cmbx -- cdx -- vxo p&f -- SPX volatility curve -- VIX:VXO skew -- commodity screen -- cot -- conference board

Thursday, April 16, 2009


vanishing quant desks and implications of the liquidity problem

a phenomenal series of postings at zero hedge -- here, here and here.

UPDATE: merrill follows zero hedge.

UPDATE: and more on the quants and yet more from the prolific tyler durden. he also points at a warning from NYSE euronext CEO duncan niederauer.

i also bumped this post up chronologically from its original april 12 date. this calls for further reflection.

UPDATE: and more chatter, with durden pointing up scary activity in t-bills and money markets -- ABCP rates are vaulting while risk-free yields crash. there is clearly massive capital movement out of risk over the last few days.

Labels: ,

This page is powered by Blogger. Isn't yours?