It was interesting to see that long term fixed income was down the most in 16 years as of gmt 1430 on Friday from the previous day's close. The move up in stocks from Tues at gmt 1430 to Friday's close was also the highest in 16 years. What a change in the guard this 10 percentage pointer represents. And how typical of summer markets. One takes the hat off to the Europeans and any fellow travelers who were able to orchestrate such a move for their sheer ability to gain such a mechanical advantage with such seeming small strides and words.

William Weaver writes: 

It was fun to watch many dividend ETFs/ETNs (especially internationals) on Friday spike to large premiums over NAV. It was frustrating to find few locates. Larger players were so anxious to lock in higher interest rates in any way possible that they were willing to pay up almost 2% on some issues for fear that waiting for creation on close might lose them points in the underlying.






Speak your mind

2 Comments so far

  1. Daniel Dabek on July 31, 2012 10:47 am

    I’ve executed the design of an automated trading system that has generated 1200% return over two month period. The system was separated into 4 different versions that were running each simultaneously. The one that was the smoothest ran up 2000% in the same time frame.
    The records I possess clearly express the results on 4 separate accounts.

  2. admin on August 1, 2012 6:38 am

    you should be able to make quite a profit on such a system. I would suggest you contact the 20 biggest cta’s and ‘ BANKS’. and see which one offers you the best deal. do make sure you have a good attorney draft the non-disclosure. vic


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