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Strategies & Market Trends : January Effect 2003 -- Ignore unavailable to you. Want to Upgrade?

To: Londo who wrote (450)5/6/2003 3:00:34 PM
From: RockyBalboa  Read Replies (1) | Respond to of 666
 
The Results from it:

powerful EUR spike to 1.1430 - then I did a side bet on the swiss again..

the inverse front month GE spreads widened to -7 reflecting increased odds of a rate cut in the Sept Qu.

stocks were a bit choppy but generally up, which sounds not right but are retreating.

The 30y did a powerful up move which - of course in hindsight makes it clear that there were no sellers before today noon.



To: Londo who wrote (450)5/8/2003 8:00:50 PM
From: RockyBalboa  Respond to of 666
 
Yes, the lop-sided volatility with optically cheap calls clearly shows the inherent skewness. By today this has not cured itself pointing out for more possible downside. Of course they are slightly skewed all the time, but the current deviations in parity or implied volatility point to somehow lower target prices.


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