Use access key #2 to skip to page content.

portefeuille (98.91)




May 28, 2009 – Comments (8)

some links: (more to come)

1 ftalphaville on corporate debt (see the chart of the Markit iTraxx Europe 5y index!) (2009/05/15)

2 (09/05/08)

3 (09/05/11)

4 (09/05/14)

5 (chart for telecoms)

6 Markit iTraxx Europe

7 iTraxx wikipedia

8 Reuters on iTraxx indices (09/05/15)

9 article from February 4 that illustrates the "thawing of credit markets" (2009/02/04)

10 Markit - Indices "CDX (North America, investment-grade) Index" (CDX.NA.IG) in row 6, "CDX (North America, high-yield BB) Index" in row 3

11 credit default swap indices - wikipedia

12 Markit iTraxx Europe Indices Series 11 - presentation (march 2009) (pdf)

13 talk (followed by Q&A) by seth klarman, The Baupost Group, (2009/03/17) – Videoconference (video wmv)

14 Tweedy, Browne research site

15 What Has Worked in Investing (pdf)

16 seekingalpha: Baupost Group Boosts Facet Biotech Stake (2009/04/09)

17 seekingalpha: Facet Biotech: What's with Chapman's Scripted Questions? (2009/05/13)

18 RealMoney: When Seth Klarman Speaks, You'd Better Listen (2009/05/19)

19 Embedded Volatility in Leveraged ETF (Richard Co, CME Group) (2009/02/17) (pdf)

20 Direxion: Direxion Funds at a Glance (pdf)

















37 (2 videos at the bottom)

38 (I suspect the term "volatility decay" got some impetus from this article)

39 leveraged ETFs










8 Comments – Post Your Own

#1) On May 28, 2009 at 10:04 PM, PrestonCheek (30.81) wrote:

Thanks port.

Report this comment
#2) On May 28, 2009 at 11:20 PM, portefeuille (98.91) wrote:

49 if you need a million $ or a fields medal (nice videos)

50 Knock-out products (see comments #25,28 here!)

51 Euwax pricing overview

52 Scoach

53 Jim Cramer explains how the Stock Market is Manipulated (remember the Jon Stewart / Jim Cramer clash?)

54 bloomberg: Nassim Taleb: Global Crisis ‘Vastly Worse’ Than 1930s

55 Taleb on Value at Risk

56 Nassim Nicholas Taleb Angry (at VAR, the interviewer, the guest economist, ...)

57 Stephen Cecchetti: Measuring the Macroeconomic Risks Posed by Asset Price Booms, conference proceedings, 2006) (pages 9-34, especially the "fat tail" discussion and the effect of asset (housing!) bubbles (bursting) on GDP)

58 "TraderMark": Hugh Hendry of Eclectica Asset Management is Wickedly Good (on Hugh Hendry and CNBC Europe vs. CNBC U.S.) (4 videos!!!) 

59 CNBC Europe: Hugh Hendry: Deflation/Inflation

60 CNBC Europe: Hugh Hendry: "Monkeys pick bottoms" (2009/04/27) (also see here)

Report this comment
#3) On June 25, 2010 at 3:08 AM, shirtly wrote:

Authentic ">lv handbags are at the forefront of woman handbagtrendy and fashion. New cheap lv bags may take a good help to achieve your dream. cheap lv handbags is a luxury casting its glory.The most popular styles of lv designer handbags still feature quilted leather styles that display the lv logo.Lv handbags on sale With heavy influence from luxury styles and runway fashion, their discount lv handbags trends are always chic and unique.

Report this comment
#4) On June 25, 2010 at 3:48 AM, johnmia (< 20) wrote:

All the best shoes Nike Shox Shoes Shopping is the best place to shop for Women Shox r4. This is such a great resource that you are providing and you give it away for free, the Cheap Air Yeezy its greatly combined with hip-pop with sex appeal. Pick up any style of for your make look better.

Report this comment
#5) On June 25, 2010 at 3:50 AM, johnmia (< 20) wrote:

cheap gucci shoes , not only is the sneakers of emphasizing the fashionable outer designs but alsoconsolidating high-tech sporting, is working consquently together with fashion icons word  wide. We offer great products from gucci womens shoes are on hot sale. Our purpose is to offer a low cost alternative to high designer shoes prices. We listen to our customers, adding the latest men's and women's trendy styles.Find gucci sneakers high top online, is your best choice. We can provide Fashion design & High quality gucci designer shoes for you. All products on our site are already marked down 30%-60% off retail price.

Report this comment
#6) On June 26, 2010 at 2:49 AM, dg365 (< 20) wrote:

Other collections from this Authentic Dolce Gabbana  including the dolce gabbana men shoes
. D&G shoes fur coat for men is another choice you may want to consider. Or, choose a  dolce & gabbana women shoes leather coat instead of you are looking for more of the bad boy look. Of course, what the D&G shoes male models wear is something you will want to consider, too. As you can see, the D&G shoes Men line is one that encompasses many great types of clothing. From the dolce & gabbana collection shoes logo t shirt for men to the D&G shoes men’s underwear you will wear, you will know that you are getting the highest quality always from this designer. Male D&G shoes models showcase this look all of the time.

Report this comment
#7) On June 30, 2010 at 4:10 AM, rone00 (< 20) wrote:

Select cheap coach purses on our shop online,Every authentic coach wallet sale on our shop online are 40% off now. We promise you our best quality of coach Signature wallets and good shipment and price. We do hope to be your reliable and honest partner. Welcome to make orders with coach Signature purses or have business talks with us by e-mail.we have been given with sound reputation from the market for both the high quality of coach wallets discount and reasonable price of our goods, and the first-class level of our service. At present, our business network has been spread wide over the world.

Report this comment
#8) On June 30, 2010 at 4:11 AM, rone00 (< 20) wrote:

To make sure you find all your abercrombie uk clothing or any abercrombie fitch london collections you want, here at our popular designer clothing store, we stock over one thousand discount abercrombie fitch uk collections, including all abercrombie and fitch uk like abercrombie uk, abercrombie fitch london for mens and womens, plus ED hardy belts, boots, caps, and almost all abercrombie & fitch clothing items that are available on the market.And we are constantly adding more discount abercrombie fitch jacket, please come back often to check the latest abercrombie clothing styles. Street fashion, hippy and grooving, abercrombie is the single trendiest brand of modern fashion clothing.

Report this comment

Featured Broker Partners