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Bucket 2: Bought a very small position in SPY

stocks finished well off the lows but still a weak day overall.  GS and AAPL lifted well off the lows and we have reached some decent support levels on the broader indices: On the SPX that support level was 1183, which coincided with the 50% retracement of the move off the October lows. We bought […]

Bucket 3: Considering Short Position in USO

See the weekly chart of the USO etf (our proxy for oil).  Note the multi-year support zone between $30 and $31.  Given the low growth slowdown we are seeing signs from in the interest rates world it is hard to imagine oil continuing its ramp higher…   The yield on the 30 year U.S. Treasury […]

Morning Thoughts November 21

Note the key levels on all the charts (accross asset classes) below.  Our game plan is as follows:  Should we close well below all these support levels we would then expect a relief bounce that we would short.  If we bounce today and don't close below those support zones we will have to measure the […]

Head & Shoulders on the German Dax

the 30 minute chart of the German Dax displays a clear head & shoulders pattern that if it works out has a final target just at the September lows.  We don't see a clear entry signal however unless the index today closes below 5750.  correlation across assets is very high at the moment and the […]

When Are Italy’s Debt Payments Due? Important Charts

Note the big bond repayments due in 2012 and 2013…which is why Italy 2 year debt only yields 50 bps less than Italy 10 year debt The Italian Sovereign debt curve is shown below in orange…compared to the Euro Swaps curve in white.

USD/CHF might have further upside still

The Swiss are still doing much to devalue their currency, especially against their main export currency, the Euro.  Note however the recent strength that the USD has shown against the Swissie…it the recent resistance zone near 0.93 can be overcome then parity may not be out of the question within a few months.

Morning Thoughts November 18

With yesterday's selloff stocks and other risk assets came to important support levels. Yesterday's session came on good volume although not great volume…and the SPX found support at teh 50 sma.  Some stop losses certainly triggered, the question is if that was enough for longs to get the upper hand again…we shall see.  On the […]

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