For those interested in the volatility of equity markets, you may want to look at the VIX and the IVX (CBOE volatility indicators).
These are strongly correlated with the cost of options and the spread between bids and calls. **************************** Greg Sonnenfeld On Thu, Aug 11, 2011 at 8:04 AM, Sarbajit Roy <[email protected]> wrote: > Its very well known that (Equity) Markets are often schizophrenic > (oscillating between manic optimism and pessimism). This is a very > good time to make money by taking advantage of volatility (and > assuming unsystematic risk). > > PS: Is there negative schizophrenia too ? > > On Wed, Aug 10, 2011 at 3:04 AM, Douglas Roberts <[email protected]> wrote: >> The market is positively schitzophrenic. >> >> Sent from Android. >> >> On Aug 9, 2011 2:33 PM, "Frank Wimberly" <[email protected]> wrote: >>> Despite the futures you noted, the Dow ended up 430 today. >>> >>> >>> >>> Frank >>> >>> >>> >>> From: [email protected] [mailto:[email protected]] On >>> Behalf >>> Of Douglas Roberts >>> Sent: Monday, August 08, 2011 8:00 PM >>> To: The Friday Morning Applied Complexity Coffee Group >>> Subject: Re: [FRIAM] Deafening silence re downgrade - >>> >>> >>> >>> Dow futures are already down 263. It's going to be ugly again tomorrow. >>> >>> On Mon, Aug 8, 2011 at 7:58 PM, Douglas Roberts <[email protected]> >>> wrote: >>> >>> I'm staying at the Chico Hot Springs Hotel in Montana tonight, where the >>> wireless access is iffy, at best. >>> >>> >>> >>> My take: we're fucked globally, for a while. Think the 2008 recession and >>> I suspect we'll be in the ballpark. >>> >>> >>> >>> On Mon, Aug 8, 2011 at 7:52 PM, Victoria Hughes <[email protected]> >>> wrote: >>> >>> Strong opinions stated twice. I did not vote for the Tea Party. >>> >>> What's your take on this as a global situation? >>> >>> >>> >>> >>> >>> >>> >>> Tory Hughes >>> >>> [email protected] >>> >>> >>> >>> >>> >>> >>> >>> >>> >>> On Aug 8, 2011, at 7:10 PM, Douglas Roberts wrote: >>> >>> >>> >>> >>> >>> My nickel: we're fucked. Incompetents are running the country, because >>> the system encourages incompetent ass-kissing, yes-men to rise to the top: >>> we get what e voted for. Enjoy. >>> >>> >>> >>> --Doug >>> >>> On Mon, Aug 8, 2011 at 6:51 PM, Victoria Hughes <[email protected]> >>> wrote: >>> >>> Like many of us, I have been reading a wide range of opinions online about >>> this, and had been looking forward to the discussion here. >>> >>> So what's the sense here? >>> >>> My nickel: despite the gloom and doom, the prophecies of the final demise >>> of >>> the middle class, the unbelievable behaviour by the Tea Party folks- >>> petulant, arrogant and childish behaviour- overall I am heartened by the >>> necessity that we attempt to think like a global culture in order to >>> resolve >>> and upgrade how we operate. >>> Similarly to the weather: we finally have to confront that this is all one >>> planet, like it or not: there is nowhere else to go. >>> >>> Our engagement now with these two situations - global economics, global >>> weather - I think will be seen as our watershed moment in a couple hundred >>> years. I am a designated optimist, so there's that. However, the demand >>> right now that we work together requires accountability from everyone to >>> everyone, no one left out anymore. We are overdue for this. I wish it >>> weren't happening while I was around, but I am around. >>> Keeping the big picture in mind, not yielding to panic, and reminding >>> people >>> we've been through difficult times before. >>> >>> Stronger opinions re China and the US/West's addiction to their cheaply >>> made >>> merchandise and to consumerism (especially after Sarbajit's comments re >>> cell >>> phones), and the Tea Party will wait until I see if anyone picks this >>> thread >>> up. >>> Yes, I read Tom Friedman. >>> >>> Victoria >>> >>> ============================================================ >>> FRIAM Applied Complexity Group listserv >>> Meets Fridays 9a-11:30 at cafe at St. John's College >>> lectures, archives, unsubscribe, maps at http://www.friam.org >>> >>> >>> >>> >>> -- >>> Doug Roberts >>> [email protected] >>> [email protected] >>> >>> http://parrot-farm.net/Second-Cousins >>> >>> >>> 505-455-7333 - Office >>> 505-670-8195 - Cell >>> >>> >>> >>> ============================================================ >>> FRIAM Applied Complexity Group listserv >>> Meets Fridays 9a-11:30 at cafe at St. John's College >>> lectures, archives, unsubscribe, maps at http://www.friam.org >>> >>> >>> >>> >>> ============================================================ >>> FRIAM Applied Complexity Group listserv >>> Meets Fridays 9a-11:30 at cafe at St. John's College >>> lectures, archives, unsubscribe, maps at http://www.friam.org >>> >>> >>> >>> >>> -- >>> Doug Roberts >>> [email protected] >>> [email protected] >>> >>> http://parrot-farm.net/Second-Cousins >>> >>> >>> 505-455-7333 - Office >>> 505-670-8195 - Cell >>> >>> >>> >>> >>> >>> >>> -- >>> Doug Roberts >>> [email protected] >>> [email protected] >>> >>> http://parrot-farm.net/Second-Cousins >>> >>> >>> 505-455-7333 - Office >>> 505-670-8195 - Cell >>> >>> >>> >> >> ============================================================ >> FRIAM Applied Complexity Group listserv >> Meets Fridays 9a-11:30 at cafe at St. John's College >> lectures, archives, unsubscribe, maps at http://www.friam.org >> > > ============================================================ > FRIAM Applied Complexity Group listserv > Meets Fridays 9a-11:30 at cafe at St. John's College > lectures, archives, unsubscribe, maps at http://www.friam.org > ============================================================ FRIAM Applied Complexity Group listserv Meets Fridays 9a-11:30 at cafe at St. John's College lectures, archives, unsubscribe, maps at http://www.friam.org
