SUVU

[ny_quant]

Рыночные комментаторы придумали новый акроним. Расшифровывается Stocks Up - Volatility Up. Обычно цены акций имеют сильно отрицательную корреляцию с волатильностью. В отдельные дни бывает по-разному, но в последнюю неделю чуть ли не каждый день. Желания покупать акции это не добавляет.

Comments

[misha-b.livejournal.com]

I keep thinking there would be a crash for sure this time, but no crash seems to be forthcoming.

[ny-quant.livejournal.com]

It will crash when everyone is convinced that it won't.

[misha-b.livejournal.com]

Now, if we only knew when that is going to happen.

[nefedor.livejournal.com]

We never do.

[misha-b.livejournal.com]

That is exactly the problem :)

[nefedor.livejournal.com]

I think it’s rather good that we don’t. If someone does, that would be quite an unfair advantage - ability to make some crazy money. Some scenarios come to mind, all not very happy for such person...

[misha-b.livejournal.com]

That's a good point. There is a reason most true prophets meet bad ends.

[nefedor.livejournal.com]

Actually, i think it will crush a) when everyone thinks that it will and b) the last plumber has bought stocks

[nefedor.livejournal.com]

I doubt there will be crash now. The growth we see is likely caused by inflation or its expectations.

[misha-b.livejournal.com]

Yet, there is still little inflation. (Who knows about the expectations.)

[ny-quant.livejournal.com]

Surely it's not a crash just yet but the timing of this conversation was good!

[nefedor.livejournal.com]

Yes, timing was perfect! What crashed it today?

[ny-quant.livejournal.com]

Not sure, possible jobless claims report.

[misha-b.livejournal.com]

Indeed! Maybe it is the crash.

[ny-quant.livejournal.com]

Скоро узнаем!