tag:blogger.com,1999:blog-816559531110064247.post2036563675658516259..comments2024-03-08T01:03:44.522-08:00Comments on Humble Student of the Markets: Bears 2 Bulls 1Cam Hui, CFAhttp://www.blogger.com/profile/09672203690656029787noreply@blogger.comBlogger6125tag:blogger.com,1999:blog-816559531110064247.post-54225200245423096182014-04-13T10:55:04.985-07:002014-04-13T10:55:04.985-07:00Cam, I was introduced to your site via a friend th...Cam, I was introduced to your site via a friend this week. I like your work and am still exploring your posts. Anyway, I use cycle methodology in combination with a statistical trend indicator I developed. Systems are indicating that this correction will be deeper than just a routine correction.Anonymoushttps://www.blogger.com/profile/08443844258614369340noreply@blogger.comtag:blogger.com,1999:blog-816559531110064247.post-89525217975043699412014-04-10T17:56:46.595-07:002014-04-10T17:56:46.595-07:00Selloff probably not done yet. I am watching the p...Selloff probably not done yet. I am watching the pairs IBB/SPY, PNQI/SPY, IPO/SPY, QQQ/SPY, IWM/SPY and HYG/LQD. <br /><br />No signs of a bottom yet.<br />Cam Hui, CFAhttps://www.blogger.com/profile/09672203690656029787noreply@blogger.comtag:blogger.com,1999:blog-816559531110064247.post-32572962897474455452014-04-10T16:07:34.223-07:002014-04-10T16:07:34.223-07:00Doesn't feel like today was capitulation day ....Doesn't feel like today was capitulation day ... what do you think?<br /><br />Maybe we are entering an environment like April-June 2010?<br /><br />What might cause a flash crash similar to May 6th?<br /><br />Hedge funds liquidating from social + mobile + big data + cloud plays?<br /><br />Or, biotech names crashing?<br /><br />Please share what indicators to watch for besides VIX, NYMO, CPCE, etc. for "final" investor capitulation.<br /><br />Thanks!WimpyInvestorhttps://www.blogger.com/profile/18148362644880449393noreply@blogger.comtag:blogger.com,1999:blog-816559531110064247.post-48146331793240184762014-04-10T15:09:56.155-07:002014-04-10T15:09:56.155-07:00Pipiriko:
I think that there is a misunderstandin...Pipiriko:<br /><br />I think that there is a misunderstanding in terminology. The Index is:<br /><br />Long high beta<br />Short low beta<br /><br />So I take the returns of the high beta indices - returns of the low beta indices.<br />Cam Hui, CFAhttps://www.blogger.com/profile/09672203690656029787noreply@blogger.comtag:blogger.com,1999:blog-816559531110064247.post-22748913345836986572014-04-10T14:27:48.558-07:002014-04-10T14:27:48.558-07:00Why would you "minus a short positon in the d...Why would you "minus a short positon in the defensives", thats a double negative. You are effectively long beta and long defensives and that is your risk appetite index. a more reasonable measure would be beta-defensive.pipirikohttps://www.blogger.com/profile/00212223357178069865noreply@blogger.comtag:blogger.com,1999:blog-816559531110064247.post-23179966762947931612014-04-10T10:18:59.760-07:002014-04-10T10:18:59.760-07:00Hello Cam - I'm interested in running some tes...Hello Cam - I'm interested in running some tests of your "risk appetite index" (with appropriate attribution of course). I think the idea is very interesting. Is it possible to share historical data on the index (the more the better). I can be reached at "email AT volatilitymadesimple DOT com". Thanks in advance. VMSVolatility Made Simplehttp://volatilitymadesimple.com/blog/noreply@blogger.com