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CME Making Gold Options More Tradeable
CME Group published the following product update today: Effective Sunday, October 11, 2009 (trade date Monday, October 12), the following changes to the listing rules for COMEX Gold options will occur:...
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Volatility Tracker: Negative Dollar Correlation
Volatility Tracker for the week of December 7, 2009 The jump in volatility indexes noted in our previous report was met with a similar decline last week.[2] The VIX could easily make a new 52-week low...
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Volatility Tracker: Why Index Volatility Is Holding Steady
Volatility Tracker for the week of December 14, 2009 My sense of the markets at this juncture is that elevated implied correlations are truthful, even oracular, [10] with too-high index implied...
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A Bubble in the Pot of Gold?
The comment I posted in response to Jared’s latest feature article, “Why Conventional Hedging Methods Fail”, alluded to my opinion that gold is the current leading candidate for what I’ll call “bubble...
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Gold Meets The Fonz
Yesterday’s “5 Dumbest Things on Wall Street” column on TheStreet.com supports my prior comments about a likely bubble in gold. The version picked up on Yahoo Finance introduces Number 3 with the...
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Expiring Monthly on Commodities
The November issue of Expiring Monthly has a large feature section on commodity options, and I think this is the most thematically unified issue we’ve published to date. The whole issue is a good read,...
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More Thoughts on Dispersion
My recent column for TheStreet on unusually high equity correlations and a dispersion trade idea – “Trading the End of the Risk On/ Risk Off Environment” – was picked up over at CNBC’s NetNet (thanks,...
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When will gold lose its luster?
The outlook for gold in 2013 was more mixed than in years prior, but several investment banks maintained bullish price targets. Morgan Stanley, Barclays, Bank of America, and Société Générale all have...
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The Death Cross in Gold Looks Like Noise
Whenever some slowish moving averages cross each other for a major asset class, you read headlines like this: Source: MidnightTrader, TD Ameritrade Now, there are plenty of reasons not to be bullish...
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Nothing gold can stay
Gold is down 22% from its early October high and people are scrambling. None of the fundamental reasons supposedly favoring a continued rally in metals have proven true. Back in early February, when...
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