We offer the following samples of our work. You can click on the links at right to view samples from a particular category.
The Upside Bias Of Quadruple Witching Remains In The Flash-Crash World Audio (1:12)
The upside bias of quadruple-witching expirations continues.
How Big Are Commodity Index Funds?
At over $336 billion in long index positions as of March 11, 2008, index trading accounts for almost 70% of all the money in the commodities market as measured by the CRB. These numbers are even more impressive considering long-only commodity index funds essentially did not exist before this decade.
An Update On The Credit Crisis: Is The Fed “Pushing On A String?”
Over the past few months we have compiled a rather extensive list of charts which we believe to be good measures of stress in the credit markets. Because we are regularly asked for updates to these charts, we thought it would be useful to provide a laundry list of these measures, updating them on a semi-regular basis.
To see more of our credit charts, including larger versions of all charts included in this update, see the accompanying Power Point file.