Markets
Here is the collection of articles related to Financial Markets
Markets, Stocks. 20 July, 2012, 13:51
Low VIX points to mispricing of equity risk
VIX is near its floor despite on-going uncertainty, suggesting a mispricing of equity risk.
Commodities, Markets. 19 July, 2012, 17:03
The impact of recent drought in the US on global food prices
Barclays believes that emerging markets are now in a better position to cope with rising food prices caused by recent drought.
FX, Markets. 19 July, 2012, 1:21
Collapsing German yields points to new carry trade in the currency market
Negative yields in German may have prompted the short Euro long Japanese Yen trade, which leads to record low EURJPY.
Commodities, Markets. 18 July, 2012, 3:39
Crop situation in the US keeps getting worse
Drought in the US is making crop condition worse. Corn price is hitting record high on the back of potential supply disruption.
Markets, Stocks. 17 July, 2012, 18:11
Charts: HK/China mega-bear market and others
Here are a few charts for HK/China markets.
FX, Markets. 13 July, 2012, 16:16
Chart: China’s FX reserve accumulation and EURUSD revisited
This updated chart gives the latest look on the relationship between the pace of China’s FX reserve accumulation and EURUSD
FX, Markets. 13 July, 2012, 15:42
Chart: China’s electricity output vs. Australian dollar
The chart shows the relationship between China’s electricity output yoy growth and the yoy changes in AUDUSD exchange rate.
Markets, Rates and Bonds. 13 July, 2012, 9:05
LIBOR products continue to do well despite the LIEBOR scandal
Despite the LIBOR scandal unfolding, LIBOR based products remain popular.
Markets, Stocks. 10 July, 2012, 22:32
Currency Correlations with the S&P 500
Aussie dollar and Canadian dollar have the strongest correlation with S&P500.
Markets, Stocks. 3 July, 2012, 14:24
Wall Street sell-side strategists have become most bearish in 15 years
Wall Street sell-side research have turned most bearish in 15 years according to BofA/ML, suggesting a contrarian buy opportunity.
Markets, Stocks. 1 July, 2012, 0:55
Stocks for the very, very, very long run
Stocks rise in the very, very, very long run.
FX, Markets. 28 June, 2012, 21:33
Charts: the weakness of Chinese Yuan
Chinese Yuan is increasingly traded much lower than PBOC fixing rate, suggesting that PBOC wants stable RMB, but the market is doing other things.
Markets, Stocks. 28 June, 2012, 16:38
China is not Europe
Chinese equities have done even worse than European equities despite its economy growing faster and the fact that there is a crisis in Europe.
Commodities, Markets. 28 June, 2012, 12:49
Peak Oil? Where?
It appears that the world is nowhere near the peak oil, and potential global oil supply growth is set to increase for the coming decade.
FX, Markets. 26 June, 2012, 19:15
Marking Time, Dollar Softer
The US dollar is softer against most currencies today as month- and quarter-end approaches, while the euro is little changed.
FX, Markets. 24 June, 2012, 17:32
Indian Rupee is spiralling out of control
Indian Rupee has hit record low against the dollar, but the central banks’ effort to halt the fall has failed to stabilise the situation so far.
FX, Markets. 12 June, 2012, 1:28
Charts: Australian dollar and Chinese macro data
Here are two charts showing the changes in Australian dollar with some of the Chinese macro data.
Markets, Rates and Bonds. 11 June, 2012, 21:27
Buy the rumour, sell the news: Spanish bailout edition
The market is rapidly fading the news of the Spanish bailout as it turns out to be extremely problematic.
Markets, Stocks. 8 June, 2012, 1:26
Chart: Tobin’s Q ratio for US Equities
The Tobin’s Q ratio is currently close to unity, but it appears to have some way to go if the past great market bottoms were any guide.
Markets, Stocks. 7 June, 2012, 20:04
CHART: S&P 500 vs. PBOC 1-year lending rate
At the time when the PBOC started cutting interest rates in the previous cycle, stock market still had a long way to FALL.