Sunday, June 26, 2016

dumb alpha

The CBOE S&P 500 put write index can be purchased as ETF from Wisdomtree with the ticker symbol PUTW.
Yet another dumb alpha investment idea ...

Saturday, February 27, 2016

AAII sentiment: !AAIIBEAR and !AAIIBULL, set to weekly and solid line.
Rydex Ratio: !ASETBEARI and !ASETBULLI
S&P breadth: $BPSPX = percent of stocks with bullish P&F

Saturday, February 20, 2016

BetFairPredicts: US and Brexit
Brexit probability: bettingmarket.com
US election prob.: Todd Schneider
IEM quotes: current
fivethirtyeight: 538
HuffPo: pollster

Saturday, January 16, 2016




A chart of log(S&P) during the last 51 years. The dotted blue line is a simple linear regression line, the other lines are parallel to it. The numbers suggest a similarity, which may or may not mean anything.