tag:blogger.com,1999:blog-203264712024-03-13T07:12:41.783-04:00Financial Blitzkrieg : Info, Speed and SurpriseKaiser Sozehttp://www.blogger.com/profile/01843380793974871135noreply@blogger.comBlogger82125tag:blogger.com,1999:blog-20326471.post-44401457020867724022011-09-12T03:32:00.002-04:002011-09-12T03:34:22.101-04:00Sep 12 positions<a href="http://1.bp.blogspot.com/-yFUTvIeQIXw/Tm219PTtrNI/AAAAAAAAAI4/lVLfZyY1mMI/s1600/Sep112011_positions.jpg" onblur="try {parent.deselectBloggerImageGracefully();} catch(e) {}"><img style="display:block; margin:0px auto 10px; text-align:center;cursor:pointer; cursor:hand;width: 320px; height: 266px;" src="http://1.bp.blogspot.com/-yFUTvIeQIXw/Tm219PTtrNI/AAAAAAAAAI4/lVLfZyY1mMI/s320/Sep112011_positions.jpg" border="0" alt="" id="BLOGGER_PHOTO_ID_5651373171105705170" /></a>Kaiser Sozehttp://www.blogger.com/profile/01843380793974871135noreply@blogger.com0tag:blogger.com,1999:blog-20326471.post-27952239069969039182008-06-27T17:32:00.002-04:002008-06-27T17:35:45.679-04:00OBV studies on Industrials and Transports for June 27th 2008<a href="http://3.bp.blogspot.com/_Z3bwahE0JFs/SGVdKDQni2I/AAAAAAAAADs/e7x7zMXnq3s/s1600-h/44.1214602307362.mail.gif"><img id="BLOGGER_PHOTO_ID_5216678170633669474" style="DISPLAY: block; MARGIN: 0px auto 10px; CURSOR: hand; TEXT-ALIGN: center" alt="" src="http://3.bp.blogspot.com/_Z3bwahE0JFs/SGVdKDQni2I/AAAAAAAAADs/e7x7zMXnq3s/s400/44.1214602307362.mail.gif" border="0" /></a><br /><div><a href="http://2.bp.blogspot.com/_Z3bwahE0JFs/SGVdGbfljyI/AAAAAAAAADk/NWSByN7GVgY/s1600-h/34.1214602271602.mail.gif"><img id="BLOGGER_PHOTO_ID_5216678108419428130" style="DISPLAY: block; MARGIN: 0px auto 10px; CURSOR: hand; TEXT-ALIGN: center" alt="" src="http://2.bp.blogspot.com/_Z3bwahE0JFs/SGVdGbfljyI/AAAAAAAAADk/NWSByN7GVgY/s400/34.1214602271602.mail.gif" border="0" /></a><br /><br /><div></div></div>Kaiser Sozehttp://www.blogger.com/profile/01843380793974871135noreply@blogger.com0tag:blogger.com,1999:blog-20326471.post-17663231260447554022008-06-26T20:56:00.002-04:002008-06-26T20:56:43.916-04:00Daily chart of the Banks<a href="http://4.bp.blogspot.com/_Z3bwahE0JFs/SGQ6w_ZSyQI/AAAAAAAAADc/MwvvJxOVQIY/s1600-h/Short-term+BIX.png"><img id="BLOGGER_PHOTO_ID_5216358881727531266" style="DISPLAY: block; MARGIN: 0px auto 10px; CURSOR: hand; TEXT-ALIGN: center" alt="" src="http://4.bp.blogspot.com/_Z3bwahE0JFs/SGQ6w_ZSyQI/AAAAAAAAADc/MwvvJxOVQIY/s400/Short-term+BIX.png" border="0" /></a><br /><div></div>Kaiser Sozehttp://www.blogger.com/profile/01843380793974871135noreply@blogger.com0tag:blogger.com,1999:blog-20326471.post-28068184036979658262008-06-26T20:43:00.002-04:002008-06-26T20:47:29.560-04:00Bank MCOs and MCSUMs<a href="http://2.bp.blogspot.com/_Z3bwahE0JFs/SGQ4lgK9xtI/AAAAAAAAADU/9VYmwTx9oHo/s1600-h/RKH_breadth_advance_decline_d.gif"><img id="BLOGGER_PHOTO_ID_5216356485344118482" style="DISPLAY: block; MARGIN: 0px auto 10px; CURSOR: hand; TEXT-ALIGN: center" alt="" src="http://2.bp.blogspot.com/_Z3bwahE0JFs/SGQ4lgK9xtI/AAAAAAAAADU/9VYmwTx9oHo/s400/RKH_breadth_advance_decline_d.gif" border="0" /></a><br /><div></div>Kaiser Sozehttp://www.blogger.com/profile/01843380793974871135noreply@blogger.com0tag:blogger.com,1999:blog-20326471.post-46456504291953305532008-06-26T20:42:00.001-04:002008-06-26T20:43:44.052-04:00The BANKS<a href="http://2.bp.blogspot.com/_Z3bwahE0JFs/SGQ3p9DAGLI/AAAAAAAAADM/vlXyEMCnN6w/s1600-h/Long+term+BIX.png"><img id="BLOGGER_PHOTO_ID_5216355462303193266" style="DISPLAY: block; MARGIN: 0px auto 10px; CURSOR: hand; TEXT-ALIGN: center" alt="" src="http://2.bp.blogspot.com/_Z3bwahE0JFs/SGQ3p9DAGLI/AAAAAAAAADM/vlXyEMCnN6w/s400/Long+term+BIX.png" border="0" /></a><br /><div></div>Kaiser Sozehttp://www.blogger.com/profile/01843380793974871135noreply@blogger.com0tag:blogger.com,1999:blog-20326471.post-56343666178633771702008-06-22T22:27:00.002-04:002008-06-22T22:27:41.070-04:002008 June 22 NDX chart<a href="http://1.bp.blogspot.com/_Z3bwahE0JFs/SF8KFoPlf_I/AAAAAAAAADE/STnvZFqwAYE/s1600-h/NDX+P&F+chart.png"><img id="BLOGGER_PHOTO_ID_5214897985336737778" style="DISPLAY: block; MARGIN: 0px auto 10px; CURSOR: hand; TEXT-ALIGN: center" alt="" src="http://1.bp.blogspot.com/_Z3bwahE0JFs/SF8KFoPlf_I/AAAAAAAAADE/STnvZFqwAYE/s400/NDX+P%26F+chart.png" border="0" /></a><br /><div></div>Kaiser Sozehttp://www.blogger.com/profile/01843380793974871135noreply@blogger.com0tag:blogger.com,1999:blog-20326471.post-20829332960963819052008-06-22T22:17:00.002-04:002008-06-22T22:18:17.084-04:001990-91 OEX chart<a href="http://4.bp.blogspot.com/_Z3bwahE0JFs/SF8H4xbTteI/AAAAAAAAAC8/u2qmdTzZ8-w/s1600-h/1990-91+OEXchart.png"><img id="BLOGGER_PHOTO_ID_5214895565440267746" style="DISPLAY: block; MARGIN: 0px auto 10px; CURSOR: hand; TEXT-ALIGN: center" alt="" src="http://4.bp.blogspot.com/_Z3bwahE0JFs/SF8H4xbTteI/AAAAAAAAAC8/u2qmdTzZ8-w/s400/1990-91+OEXchart.png" border="0" /></a><br /><div></div>Kaiser Sozehttp://www.blogger.com/profile/01843380793974871135noreply@blogger.com0tag:blogger.com,1999:blog-20326471.post-22272660752354505152008-06-18T08:55:00.001-04:002008-06-18T08:56:18.691-04:00$BKX long term<a href="http://3.bp.blogspot.com/_Z3bwahE0JFs/SFkF63OMd_I/AAAAAAAAAC0/l8YMNPuOxgY/s1600-h/Long+term+BKX.png"><img id="BLOGGER_PHOTO_ID_5213204552472098802" style="DISPLAY: block; MARGIN: 0px auto 10px; CURSOR: hand; TEXT-ALIGN: center" alt="" src="http://3.bp.blogspot.com/_Z3bwahE0JFs/SFkF63OMd_I/AAAAAAAAAC0/l8YMNPuOxgY/s400/Long+term+BKX.png" border="0" /></a><br /><div></div>Kaiser Sozehttp://www.blogger.com/profile/01843380793974871135noreply@blogger.com0tag:blogger.com,1999:blog-20326471.post-86113891398728978522008-01-23T17:41:00.001-05:002008-01-23T17:41:46.530-05:00Textbook ACD pattern<a href="http://1.bp.blogspot.com/_Z3bwahE0JFs/R5fCo6DwXmI/AAAAAAAAACs/PAxjp_RF2y0/s1600-h/28.1201127981240.mail.gif"><img id="BLOGGER_PHOTO_ID_5158805906211757666" style="DISPLAY: block; MARGIN: 0px auto 10px; CURSOR: hand; TEXT-ALIGN: center" alt="" src="http://1.bp.blogspot.com/_Z3bwahE0JFs/R5fCo6DwXmI/AAAAAAAAACs/PAxjp_RF2y0/s400/28.1201127981240.mail.gif" border="0" /></a><br /><div></div>Kaiser Sozehttp://www.blogger.com/profile/01843380793974871135noreply@blogger.com1tag:blogger.com,1999:blog-20326471.post-84853397145715663342008-01-06T16:25:00.001-05:002008-01-06T16:26:39.475-05:00NYSE Volume 1906-1907<a href="http://2.bp.blogspot.com/_Z3bwahE0JFs/R4FHbjtgAJI/AAAAAAAAACk/Oo5QSVGWneY/s1600-h/NYSE+volume+1906-1907.gif"><img id="BLOGGER_PHOTO_ID_5152477987456680082" style="DISPLAY: block; MARGIN: 0px auto 10px; CURSOR: hand; TEXT-ALIGN: center" alt="" src="http://2.bp.blogspot.com/_Z3bwahE0JFs/R4FHbjtgAJI/AAAAAAAAACk/Oo5QSVGWneY/s400/NYSE+volume+1906-1907.gif" border="0" /></a><br /><div></div><br /><div></div>Kaiser Sozehttp://www.blogger.com/profile/01843380793974871135noreply@blogger.com0tag:blogger.com,1999:blog-20326471.post-52267264277169307662008-01-06T16:10:00.000-05:002008-01-06T16:16:45.894-05:00Dow Transports 1906-1907<a href="http://4.bp.blogspot.com/_Z3bwahE0JFs/R4FFNDtgAII/AAAAAAAAACc/D699OUTcblo/s1600-h/Dow+Transports+1906-1907.gif"><img id="BLOGGER_PHOTO_ID_5152475539325321346" style="DISPLAY: block; MARGIN: 0px auto 10px; CURSOR: hand; TEXT-ALIGN: center" alt="" src="http://4.bp.blogspot.com/_Z3bwahE0JFs/R4FFNDtgAII/AAAAAAAAACc/D699OUTcblo/s400/Dow+Transports+1906-1907.gif" border="0" /></a><br /><div></div>Kaiser Sozehttp://www.blogger.com/profile/01843380793974871135noreply@blogger.com0tag:blogger.com,1999:blog-20326471.post-14158604534031005962008-01-06T10:28:00.000-05:002008-01-06T10:30:04.640-05:001907 Dow Jones : Rich Man's Panic<a href="http://4.bp.blogspot.com/_Z3bwahE0JFs/R4Dz8TtgAHI/AAAAAAAAACU/_F3OHQ_rQlo/s1600-h/Dow+1906-1907.gif"><img id="BLOGGER_PHOTO_ID_5152386191120662642" style="DISPLAY: block; MARGIN: 0px auto 10px; CURSOR: hand; TEXT-ALIGN: center" alt="" src="http://4.bp.blogspot.com/_Z3bwahE0JFs/R4Dz8TtgAHI/AAAAAAAAACU/_F3OHQ_rQlo/s400/Dow+1906-1907.gif" border="0" /></a><br /><div></div>Kaiser Sozehttp://www.blogger.com/profile/01843380793974871135noreply@blogger.com0tag:blogger.com,1999:blog-20326471.post-63977716739460323102007-11-12T12:56:00.000-05:002007-11-12T12:59:21.274-05:00GS<a href="http://4.bp.blogspot.com/_Z3bwahE0JFs/RziUX63eSpI/AAAAAAAAACM/ZxpweVmezLc/s1600-h/21.1194889505943.mail.gif"><img id="BLOGGER_PHOTO_ID_5132014914048510610" style="DISPLAY: block; MARGIN: 0px auto 10px; CURSOR: hand; TEXT-ALIGN: center" alt="" src="http://4.bp.blogspot.com/_Z3bwahE0JFs/RziUX63eSpI/AAAAAAAAACM/ZxpweVmezLc/s400/21.1194889505943.mail.gif" border="0" /></a><br /><div><a href="http://4.bp.blogspot.com/_Z3bwahE0JFs/RziUR63eSoI/AAAAAAAAACE/13G7xUlKl-E/s1600-h/21.1194889206066.mail.gif"><img id="BLOGGER_PHOTO_ID_5132014810969295490" style="DISPLAY: block; MARGIN: 0px auto 10px; CURSOR: hand; TEXT-ALIGN: center" alt="" src="http://4.bp.blogspot.com/_Z3bwahE0JFs/RziUR63eSoI/AAAAAAAAACE/13G7xUlKl-E/s400/21.1194889206066.mail.gif" border="0" /></a><br /><br /><div></div><br /><br /><div></div></div>Kaiser Sozehttp://www.blogger.com/profile/01843380793974871135noreply@blogger.com0tag:blogger.com,1999:blog-20326471.post-89028966617032937462007-08-02T08:30:00.000-04:002007-08-02T08:31:26.378-04:00GS at resistance<a href="http://1.bp.blogspot.com/_Z3bwahE0JFs/RrHOjibbytI/AAAAAAAAAB8/S7hAETcosCs/s1600-h/GS_080107.PNG"><img id="BLOGGER_PHOTO_ID_5094079763465358034" style="DISPLAY: block; MARGIN: 0px auto 10px; CURSOR: hand; TEXT-ALIGN: center" alt="" src="http://1.bp.blogspot.com/_Z3bwahE0JFs/RrHOjibbytI/AAAAAAAAAB8/S7hAETcosCs/s400/GS_080107.PNG" border="0" /></a><br /><div></div>Kaiser Sozehttp://www.blogger.com/profile/01843380793974871135noreply@blogger.com0tag:blogger.com,1999:blog-20326471.post-58826405584116917872007-07-25T13:30:00.003-04:002007-07-25T13:31:38.763-04:00NYSE breadth on July 25, 2007<a href="http://3.bp.blogspot.com/_Z3bwahE0JFs/RqeI8g8brtI/AAAAAAAAAB0/YlHYaUMJwj4/s1600-h/26.1185384516313.mail.gif"><img id="BLOGGER_PHOTO_ID_5091188476982570706" style="DISPLAY: block; MARGIN: 0px auto 10px; CURSOR: hand; TEXT-ALIGN: center" alt="" src="http://3.bp.blogspot.com/_Z3bwahE0JFs/RqeI8g8brtI/AAAAAAAAAB0/YlHYaUMJwj4/s400/26.1185384516313.mail.gif" border="0" /></a><br /><div><a href="http://1.bp.blogspot.com/_Z3bwahE0JFs/RqeI3A8brsI/AAAAAAAAABs/JaVmr_pRJgA/s1600-h/25.1185384499641.mail.gif"><img id="BLOGGER_PHOTO_ID_5091188382493290178" style="DISPLAY: block; MARGIN: 0px auto 10px; CURSOR: hand; TEXT-ALIGN: center" alt="" src="http://1.bp.blogspot.com/_Z3bwahE0JFs/RqeI3A8brsI/AAAAAAAAABs/JaVmr_pRJgA/s400/25.1185384499641.mail.gif" border="0" /></a><br /><br /><div>Weakening all day. Are we goona get two 90% downside days in a row ?</div></div>Kaiser Sozehttp://www.blogger.com/profile/01843380793974871135noreply@blogger.com0tag:blogger.com,1999:blog-20326471.post-68298421454825059792007-07-22T23:44:00.001-04:002007-07-22T23:49:02.661-04:00Short interest & trading volume in the financials<a href="http://2.bp.blogspot.com/_Z3bwahE0JFs/RqQlJA8brrI/AAAAAAAAABk/PTRQdCwm_H8/s1600-h/July07+shortint-fina.PNG"><img id="BLOGGER_PHOTO_ID_5090234315638025906" style="DISPLAY: block; MARGIN: 0px auto 10px; CURSOR: hand; TEXT-ALIGN: center" alt="" src="http://2.bp.blogspot.com/_Z3bwahE0JFs/RqQlJA8brrI/AAAAAAAAABk/PTRQdCwm_H8/s400/July07+shortint-fina.PNG" border="0" /></a><br /><div></div>Kaiser Sozehttp://www.blogger.com/profile/01843380793974871135noreply@blogger.com0tag:blogger.com,1999:blog-20326471.post-37971048516245619052007-07-21T16:35:00.001-04:002007-07-21T16:47:08.529-04:00Weekly trend change in the financials ?<a href="http://1.bp.blogspot.com/_Z3bwahE0JFs/RqJwsQ8brqI/AAAAAAAAABc/DtO3BMl_e7Y/s1600-h/2007+XLF+weekly+range+bars.PNG"><img id="BLOGGER_PHOTO_ID_5089754434647076514" style="DISPLAY: block; MARGIN: 0px auto 10px; CURSOR: hand; TEXT-ALIGN: center" alt="" src="http://1.bp.blogspot.com/_Z3bwahE0JFs/RqJwsQ8brqI/AAAAAAAAABc/DtO3BMl_e7Y/s400/2007+XLF+weekly+range+bars.PNG" border="0" /></a><br /><div><a href="http://3.bp.blogspot.com/_Z3bwahE0JFs/RqJuQw8brpI/AAAAAAAAABU/3GqYcX3Euhk/s1600-h/2007+XLF+weekly+range+bars.JPG"></a><br /><br /><div></div></div>Kaiser Sozehttp://www.blogger.com/profile/01843380793974871135noreply@blogger.com0tag:blogger.com,1999:blog-20326471.post-57621901330431963902007-07-19T11:41:00.000-04:002007-07-19T11:54:16.589-04:00NEM battling longtime trendline resistance<a href="http://3.bp.blogspot.com/_Z3bwahE0JFs/Rp-JHyeCG5I/AAAAAAAAABM/LFnowGODqXY/s1600-h/37.1184859453661.mail.gif"><img id="BLOGGER_PHOTO_ID_5088936870851779474" style="DISPLAY: block; MARGIN: 0px auto 10px; CURSOR: hand; TEXT-ALIGN: center" alt="" src="http://3.bp.blogspot.com/_Z3bwahE0JFs/Rp-JHyeCG5I/AAAAAAAAABM/LFnowGODqXY/s400/37.1184859453661.mail.gif" border="0" /></a><br /><div><a href="http://3.bp.blogspot.com/_Z3bwahE0JFs/Rp-GoyeCG4I/AAAAAAAAABE/vBbYP7TQ8AY/s1600-h/51.1184859751060.mail.gif"><img id="BLOGGER_PHOTO_ID_5088934139252579202" style="DISPLAY: block; MARGIN: 0px auto 10px; CURSOR: hand; TEXT-ALIGN: center" alt="" src="http://3.bp.blogspot.com/_Z3bwahE0JFs/Rp-GoyeCG4I/AAAAAAAAABE/vBbYP7TQ8AY/s400/51.1184859751060.mail.gif" border="0" /></a><br /><br /><div></div></div>Kaiser Sozehttp://www.blogger.com/profile/01843380793974871135noreply@blogger.com0tag:blogger.com,1999:blog-20326471.post-36814542892384891212007-06-25T17:59:00.000-04:002007-06-25T18:01:53.701-04:00Flight to Quality<a href="http://1.bp.blogspot.com/_Z3bwahE0JFs/RoA7RcbJQZI/AAAAAAAAAA8/aQ9Z4B-OfH0/s1600-h/062507_relative+strengths.png"><img id="BLOGGER_PHOTO_ID_5080125550547779986" style="DISPLAY: block; MARGIN: 0px auto 10px; CURSOR: hand; TEXT-ALIGN: center" alt="" src="http://1.bp.blogspot.com/_Z3bwahE0JFs/RoA7RcbJQZI/AAAAAAAAAA8/aQ9Z4B-OfH0/s400/062507_relative+strengths.png" border="0" /></a><br /><div>The long beta short volatility trade appears to be reversing.</div><br /><div></div><br /><div>The higher quality lower beta indices are hugely diverging (positively) from the higher beta indices.</div><br /><div></div><br /><div></div>Kaiser Sozehttp://www.blogger.com/profile/01843380793974871135noreply@blogger.com0tag:blogger.com,1999:blog-20326471.post-68049117585554620372007-06-21T08:15:00.000-04:002007-06-21T08:25:57.204-04:00Summer corrections of 1987: A revisitation<a href="http://3.bp.blogspot.com/_Z3bwahE0JFs/RnpuRcbJQYI/AAAAAAAAAA0/omojCiXxdww/s1600-h/1987-2007+OEX%26Comp.JPG"><img id="BLOGGER_PHOTO_ID_5078492775780532610" style="DISPLAY: block; MARGIN: 0px auto 10px; CURSOR: hand; TEXT-ALIGN: center" alt="" src="http://3.bp.blogspot.com/_Z3bwahE0JFs/RnpuRcbJQYI/AAAAAAAAAA0/omojCiXxdww/s400/1987-2007+OEX%26Comp.JPG" border="0" /></a><br /><div><a href="http://2.bp.blogspot.com/_Z3bwahE0JFs/RnpsMMbJQXI/AAAAAAAAAAs/v-MvFh6QFpA/s1600-h/1987-2007+comparison.JPG"><img id="BLOGGER_PHOTO_ID_5078490486562963826" style="DISPLAY: block; MARGIN: 0px auto 10px; CURSOR: hand; TEXT-ALIGN: center" alt="" src="http://2.bp.blogspot.com/_Z3bwahE0JFs/RnpsMMbJQXI/AAAAAAAAAAs/v-MvFh6QFpA/s400/1987-2007+comparison.JPG" border="0" /></a><br /><br /><div></div></div>Kaiser Sozehttp://www.blogger.com/profile/01843380793974871135noreply@blogger.com0tag:blogger.com,1999:blog-20326471.post-56979566593908373662007-03-21T11:54:00.000-04:002007-03-21T11:59:18.480-04:00Volatility of volatility...might be saying something here<a href="http://4.bp.blogspot.com/_Z3bwahE0JFs/RgFWTAzEBuI/AAAAAAAAAAk/ilJ-yL3o-Nc/s1600-h/VIX_OF_VIX_Mar21.gif"><img id="BLOGGER_PHOTO_ID_5044407942263342818" style="DISPLAY: block; MARGIN: 0px auto 10px; CURSOR: hand; TEXT-ALIGN: center" alt="" src="http://4.bp.blogspot.com/_Z3bwahE0JFs/RgFWTAzEBuI/AAAAAAAAAAk/ilJ-yL3o-Nc/s400/VIX_OF_VIX_Mar21.gif" border="0" /></a><br /><br /><br /><div><a href="http://4.bp.blogspot.com/_Z3bwahE0JFs/RgFWAAzEBtI/AAAAAAAAAAc/YKwdm3a49A0/s1600-h/VIX_OF_VIX.gif"><img id="BLOGGER_PHOTO_ID_5044407615845828306" style="DISPLAY: block; MARGIN: 0px auto 10px; CURSOR: hand; TEXT-ALIGN: center" alt="" src="http://4.bp.blogspot.com/_Z3bwahE0JFs/RgFWAAzEBtI/AAAAAAAAAAc/YKwdm3a49A0/s400/VIX_OF_VIX.gif" border="0" /></a><br /><br /><div></div></div>Kaiser Sozehttp://www.blogger.com/profile/01843380793974871135noreply@blogger.com0tag:blogger.com,1999:blog-20326471.post-1167862424047045752007-01-03T17:12:00.000-05:002007-01-03T17:13:44.056-05:00Volatility of volatility....again<a href="http://photos1.blogger.com/x/blogger/6347/1127/1600/842770/VIX_of_vix_010307.gif"><img style="DISPLAY: block; MARGIN: 0px auto 10px; CURSOR: hand; TEXT-ALIGN: center" alt="" src="http://photos1.blogger.com/x/blogger/6347/1127/320/402500/VIX_of_vix_010307.png" border="0" /></a><br /><a href="http://photos1.blogger.com/x/blogger/6347/1127/1600/148817/VIX_of_vix_010307_magnified.gif"><img style="DISPLAY: block; MARGIN: 0px auto 10px; CURSOR: hand; TEXT-ALIGN: center" alt="" src="http://photos1.blogger.com/x/blogger/6347/1127/400/368332/VIX_of_vix_010307_magnified.gif" border="0" /></a>Kaiser Sozehttp://www.blogger.com/profile/01843380793974871135noreply@blogger.com0tag:blogger.com,1999:blog-20326471.post-1166987243307539362006-12-24T14:05:00.000-05:002006-12-24T14:07:23.323-05:00Volatility of volatility ...<a href="http://photos1.blogger.com/x/blogger/6347/1127/1600/505100/vol%20of%20vol.gif"><img style="FLOAT: left; MARGIN: 0px 10px 10px 0px; CURSOR: hand" alt="" src="http://photos1.blogger.com/x/blogger/6347/1127/320/211577/vol%20of%20vol.png" border="0" /></a><br /><br /><br /><br /><br /><br /><br /><br /><br /><br /><br /><br /><br /><br /><br /><br />IS SPIKING !Kaiser Sozehttp://www.blogger.com/profile/01843380793974871135noreply@blogger.com0tag:blogger.com,1999:blog-20326471.post-1138928904315466322006-02-02T20:07:00.000-05:002006-02-02T20:09:38.216-05:00Stockz & Strategies : Shape of Max-Pain curves<span style="font-size:85%;"></span><br /><span style="font-size:85%;">Here's the latest <a href="http://www.ez-pnf.com/maxpain/mp26cn.htm">maximum-pain options analysis </a>courtesy of BCA software. I want to talk about the importance of the shape and curvature of the pain-curves and I need the graphs for illustration. But that stuff is all proprietary to <a href="http://www.ez-pnf.com">ez-pnf</a> - so I cant reproduce them here. </span><br /><span style="font-size:85%;"></span><br /><span style="font-size:85%;">Take a look at the graph for Applied Materials <a href="http://www.ez-pnf.com/maxpain/mp262.htm">(AMAT) Feb options</a>. Even if AMAT swings wildly from 15 to 23, the value of the options change by a mere 20 million dollars which is chump change considering the market cap of AMAT. </span><br /><span style="font-size:85%;"></span><br /><span style="font-size:85%;">Now look at the graph for <a href="http://www.ez-pnf.com/maxpain/mp26.htm">Apple (AAPL) Feb options</a>. For similar percentage swings in the stock price, the value of the options change by several hundred million dollars. Recall that the Max-Pain analysis calculates the closing stock price that results in the most number of options expiring worthless. Over here, options analysis is more relevant due to the larger pinning effect.</span><br /><br /><br /><strong><span style="font-size:78%;">Technorati Tags : </span></strong><a href="http://technorati.com/tag/Strategies" rel="tag"><strong><span style="font-size:78%;">Strategies</span></strong></a> <a href="http://technorati.com/tag/Stockz" rel="tag"><strong><span style="font-size:78%;">Stockz</span></strong></a> <a href="http://technorati.com/tag/Volatility" rel="tag"><strong><span style="font-size:78%;">Volatility</span></strong></a> <a href="http://technorati.com/tag/Options" rel="tag"><strong><span style="font-size:78%;">Options Analysis</span></strong></a> <a href="http://technorati.com/tag/momo" rel="tag"><strong><span style="font-size:78%;">momo</span></strong></a> <a href="http://technorati.com/tag/Stockz" rel="tag"><strong><span style="font-size:78%;">Stockz</span></strong></a> <a href="http://technorati.com/tag/ETFs" rel="tag"><strong><span style="font-size:78%;">ETFs</span></strong></a> <a href="http://technorati.com/tag/Market" rel="tag"><strong><span style="font-size:78%;">Market Direction</span></strong></a> <a href="http://technorati.com/tag/Trends" rel="tag"><strong><span style="font-size:78%;">Trends</span></strong></a><br /><br /><p></p>Kaiser Sozehttp://www.blogger.com/profile/01843380793974871135noreply@blogger.com0tag:blogger.com,1999:blog-20326471.post-1138745694476771962006-01-31T17:02:00.000-05:002006-01-31T17:18:32.483-05:00Marketz & Stockz : The Momo hangman cometh..<span style="font-size:85%;"> </span><br /><span style="font-size:85%;">We are watching as goog crashes and burns in after-hours. Even after the anemic 5 o'clock bounce , almost 20 billion dollars of market cap wiped out and counting.... As readers of this blog know, I have been sounding warnings on the overheated momo stocks for a while now. Came very close to shorting GOOG on two occasions today (once at market open and another just after FOMC announcement) but lacked the nerve to follow through. Sucks. I take some consolation in owning some longer term SMH puts that should benefit from the <em>carnage</em> that google's earnings miss is going to subject the entire market to.</span><br /><br /><span style="font-size:85%;">If you happen to be a google stock owner or owned google calls,etc, you have my sympathies. But gotta say the <em>signs were there</em>. The vicious sell-off on Friday, the 20th of Feb had GOOG at its epicenter..if you remember. Even though the media bamboozled the public into believing the sell-off was about google's tussle with the government, it was actually smart (<em>informed)</em> money bailing out in advance of the very event we are witnessing now.</span><br /><br /><strong><span style="font-size:78%;">Technorati Tags : </span></strong><a href="http://technorati.com/tag/Marketz" rel="tag"><strong><span style="font-size:78%;">Marketz</span></strong></a> <a href="http://technorati.com/tag/Stockz" rel="tag"><strong><span style="font-size:78%;">Stockz</span></strong></a> <a href="http://technorati.com/tag/GOOG" rel="tag"><strong><span style="font-size:78%;">GOOG</span></strong></a> <a href="http://technorati.com/tag/SMH" rel="tag"><strong><span style="font-size:78%;">SMH</span></strong></a> <a href="http://technorati.com/tag/Stock-Market" rel="tag"><strong><span style="font-size:78%;">Stock-Market</span></strong></a>Kaiser Sozehttp://www.blogger.com/profile/01843380793974871135noreply@blogger.com0