Ellipsis
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)
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37 (2 videos at the bottom)
38 (I suspect the term "volatility decay" got some impetus from this article)
39 leveraged ETFs
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