Comments for SurlyTrader http://www.surlytrader.com A cynical look at our financial markets and the governments that support them Fri, 12 Mar 2010 03:55:42 +0000 http://wordpress.org/?v=2.9.2 hourly 1 Comment on Liquidity and Volatility by VanceH- http://www.surlytrader.com/liquidity-and-volatility/comment-page-1/#comment-421 VanceH- Fri, 12 Mar 2010 03:55:42 +0000 http://www.surlytrader.com/?p=1396#comment-421 Good looking correlation, but how did you come up with the 2 year lag on the spread? Was it a curve fitting exercise (which is fine), or did you have an analytical basis? It is generally accepted that the stock market rallies before an recession ends, which drops the VIX. Could this correlation just be another way of saying that? Good looking correlation, but how did you come up with the 2 year lag on the spread? Was it a curve fitting exercise (which is fine), or did you have an analytical basis? It is generally accepted that the stock market rallies before an recession ends, which drops the VIX. Could this correlation just be another way of saying that?

]]> Comment on Testing the Rate Barrier by Liquidity and Volatility | SurlyTrader http://www.surlytrader.com/testing-the-rate-barrier/comment-page-1/#comment-420 Liquidity and Volatility | SurlyTrader Fri, 12 Mar 2010 02:26:42 +0000 http://www.surlytrader.com/?p=1376#comment-420 [...] but after a bit of exploration we might be able to draw some solid conclusions.  In a recent post I looked at the current record steepness of the yield curve and suggested that it might be a prelude to rising nominal values as it was in 2003.  Now it is [...] [...] but after a bit of exploration we might be able to draw some solid conclusions.  In a recent post I looked at the current record steepness of the yield curve and suggested that it might be a prelude to rising nominal values as it was in 2003.  Now it is [...]

]]> Comment on Taking Advantage of Interest Rates by Testing the Rate Barrier | SurlyTrader http://www.surlytrader.com/taking-advantage-of-interest-rates/comment-page-1/#comment-416 Testing the Rate Barrier | SurlyTrader Tue, 09 Mar 2010 01:31:26 +0000 http://www.surlytrader.com/?p=666#comment-416 [...] rates have behaved the way that I predicted long ago, but now we are at a turning point.  Is the rally real and can the economy actually sustain itself [...] [...] rates have behaved the way that I predicted long ago, but now we are at a turning point.  Is the rally real and can the economy actually sustain itself [...]

]]> Comment on Income from Equities or Bonds? by Sunday links: junk stock jump | Financial engineering resource center http://www.surlytrader.com/income-from-equities-or-bonds/comment-page-1/#comment-415 Sunday links: junk stock jump | Financial engineering resource center Sun, 07 Mar 2010 21:01:32 +0000 http://www.surlytrader.com/?p=1368#comment-415 [...] A surprising comparison of the yields on bonds and equities.  (SurlyTrader) [...] [...] A surprising comparison of the yields on bonds and equities.  (SurlyTrader) [...]

]]> Comment on Income from Equities or Bonds? by SurlyTrader http://www.surlytrader.com/income-from-equities-or-bonds/comment-page-1/#comment-414 SurlyTrader Sun, 07 Mar 2010 17:01:44 +0000 http://www.surlytrader.com/?p=1368#comment-414 I would agree with you had there not been such government support and liquidity provided since the crisis started. The proof will come when the government starts to back away from its support. If the economy can sustain itself, then my argument is valid. If the economy falters and requires further government support, then you will be right. Flexibility in your strategy will be key. I would agree with you had there not been such government support and liquidity provided since the crisis started. The proof will come when the government starts to back away from its support. If the economy can sustain itself, then my argument is valid. If the economy falters and requires further government support, then you will be right. Flexibility in your strategy will be key.

]]> Comment on Income from Equities or Bonds? by paul http://www.surlytrader.com/income-from-equities-or-bonds/comment-page-1/#comment-413 paul Sun, 07 Mar 2010 16:23:42 +0000 http://www.surlytrader.com/?p=1368#comment-413 I think we are Japan. Stocks still have a long way to fall and bonds a long way to rally. But then, I am flexible and will follow the market wherever it leads. I think we are Japan. Stocks still have a long way to fall and bonds a long way to rally.

But then, I am flexible and will follow the market wherever it leads.

]]> Comment on Income from Equities or Bonds? by Sunday links: junk stock jump Abnormal Returns http://www.surlytrader.com/income-from-equities-or-bonds/comment-page-1/#comment-412 Sunday links: junk stock jump Abnormal Returns Sun, 07 Mar 2010 13:55:18 +0000 http://www.surlytrader.com/?p=1368#comment-412 [...] A surprising comparison of the yields on bonds and equities.  (SurlyTrader) [...] [...] A surprising comparison of the yields on bonds and equities.  (SurlyTrader) [...]

]]> Comment on Mortgage Principal Paydowns Possible? by Jamel Rose http://www.surlytrader.com/government-principal-paydowns-possible/comment-page-1/#comment-409 Jamel Rose Tue, 02 Mar 2010 00:10:55 +0000 http://www.surlytrader.com/?p=1325#comment-409 “ride those rates down” and keep paying what they are paying now as it will accellerate their principal paydown. “ride those rates down” and keep paying what they are paying now as it will accellerate their principal paydown.

]]> Comment on Moral Hazard: The AIG Bailout by Mortgage Principal Paydowns Possible? | SurlyTrader http://www.surlytrader.com/moral-hazard-the-aig-bailout/comment-page-1/#comment-407 Mortgage Principal Paydowns Possible? | SurlyTrader Fri, 26 Feb 2010 22:40:08 +0000 http://www.surlytrader.com/?p=1008#comment-407 [...] paying principals down as well.  I am not for the idea of paying down mortgages, you know clearly my views on moral hazard, but from the economics of the situation it sometimes makes sense for the lenders.  After a [...] [...] paying principals down as well.  I am not for the idea of paying down mortgages, you know clearly my views on moral hazard, but from the economics of the situation it sometimes makes sense for the lenders.  After a [...]

]]> Comment on The Fundamentals: How bad are they? by Government Principal Paydowns Possible? | SurlyTrader http://www.surlytrader.com/the-fundamentals-how-bad-are-they/comment-page-1/#comment-406 Government Principal Paydowns Possible? | SurlyTrader Fri, 26 Feb 2010 22:39:11 +0000 http://www.surlytrader.com/?p=1307#comment-406 [...] my previous post about the fundamentals of the housing market I suggested that the next thing to come from the government would be the paydown of mortgage [...] [...] my previous post about the fundamentals of the housing market I suggested that the next thing to come from the government would be the paydown of mortgage [...]

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