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Risk parity fund unwind tipping point


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Risk parity fund unwind tipping point

  #51 (permalink)
 
aquarian1's Avatar
 aquarian1 
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jackbravo View Post
Well- there was 5-10 years of bull market after the high PE in the early 90s....so, ZH is predicting a crash in 10 years from now? It doesn't make sense to point out a PE of 25 and say market is overvalued and might crash, but might happen in 10-20 years from now. It's all just propaganda. The way I would interpret that graph would be, well a high PE of 25 might get us another 5-10 years before a downturn.

Or maybe the real way to interpret that graph is PEs are irrelevant to market fluctuations and don't help forecast upturns or downturns.

Well Jack you don't know your stock crashes.
You don't read carefully.

1. one measures a peak at the peak not the beginning of the rise. The tech bubble peak was 2000 and it crashed
to 77 in 2002. This is what the chart of PE shows. (Where you circled is not the tech bubble peak.)
155.75-77.07 a 50.5% bear.
2. The end of 1999-2000 is the PE peak as shown .
3. The article source and PE peak correlation by Investech - not ZH
"we turned to a recent report by InvesTech"

You seem to have an argumentative approach, arguing for the sake of arguing and calling ZH conspiracy theory.

They quote the sources this one is Investech another is DB in (Deutsche Warns Global Economy About To Roll Over, Says "Sell"). I don't get access to Intestech reports, or Deutsche reports or Doug Casey, and so on. So these articles are about what they said. ZH does research others don't do.

Here's the key:
This thread was started with a question. It was looking for someone to
COMPUTE
the level that bonds would need to drop to start an unwind and if the drop has to be in a day or would over time count?

IF you Know the answer to that question - why not answer it?
I still haven't received an answer from anyone.

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  #52 (permalink)
 
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 aquarian1 
Point Roberts, WA, USA
 
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People seem to like to emotively argue about crashes.
I, personally, really don't care.
I am a day trader and I have posted here that the swing to more down days is relevant.

I don't care to argue, especially about crashes. I don't have a need to stuff money in other peoples jeans, I don't write a newsletter nor do I care to.

I have watch the masses argue violently before ever crash that it can't happen.
The masses and investors have a notoriously short memory.

I have been trading in them all and called them all. I have
ABSOLUTELY no interest in arguing.

Everyone who wants to argue go ahead. Buy more, buy more, take tips from the shoeshine boy.

------------------
I am a day trader and I have posted here that the swing to more down days is what is relevant to me.

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  #53 (permalink)
 
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 jackbravo 
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aquarian1 View Post



Well Jack you don't know your stock crashes.
You don't read carefully.

1. one measures a peak at the peak not the beginning of the rise. The tech bubble peak was 2000 and it crashed
to 77 in 2002. This is what the chart of PE shows. (Where you circled is not the tech bubble peak.)
155.75-77.07 a 50.5% bear.
2. The end of 1999-2000 is the PE peak as shown .
3. The article source and PE peak correlation by Investech - not ZH
"we turned to a recent report by InvesTech"

You seem to have an argumentative approach, arguing for the sake of arguing and calling ZH conspiracy theory.

They quote the sources this one is Investech another is DB in (Deutsche Warns Global Economy About To Roll Over, Says "Sell"). I don't get access to Intestech reports, or Deutsche reports or Doug Casey, and so on. So these articles are about what they said. ZH does research others don't do.

Here's the key:
This thread was started with a question. It was looking for someone to
COMPUTE
the level that bonds would need to drop to start an unwind and if the drop has to be in a day or would over time count?

IF you Know the answer to that question - why not answer it?
I still haven't received an answer from anyone.

Dude...if you don't want discussions other than the OP question, then why post other stuff? You posted this article, and I expressed my opinion regarding the article. No need to take it as a personal attack, especially since you've misunderstood my point. Feel free to block me from this thread if you don't want my participation. Until then, I will call BS when I read it. Those articles are pure fear-mongering without any rigorous evidence as back-up.

"It does not matter how slowly you go, as long as you do not stop." Confucius
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  #54 (permalink)
 
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 suko 
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Looove the bear porn!


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"Persistence is very important. You should not give up unless you are forced to give up." -- Elon Musk
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  #55 (permalink)
 
suko's Avatar
 suko 
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So, will a 3 point higher VIX help your daytrading?


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  #56 (permalink)
 
aquarian1's Avatar
 aquarian1 
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Here's another thread


I did not take it as a personal attack, Jack.
(Yes you are correct I missed your point on the PE article)
I didn't write it, or any of the other clippings.

No has answered the question in the thread.
The first responder went off on a tangent about "oh isn't this old stuff?, academic and useless?" (not exact quotes but the tone of the reply), so yes I cut and paste clippings from ZH.

It is fast and it may be over service to others.

I am neutral to them.
I don't call them: "bullshit" "conspiracy theory" or any "let's brawl" lingo.
nor do I call them
"great" "wonderful" etc

I am neutral to them.

To argue the points on the market cycle with others - and that does not mean you in particular - it means anyone - is simply a waste of time, which I can't afford. I know from experience it is futile.

Assuming they trade at all they were "all-in" at least three years ago.
They come to argue that's it.

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  #57 (permalink)
 
aquarian1's Avatar
 aquarian1 
Point Roberts, WA, USA
 
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suko View Post
So, will a 3 point higher VIX help your daytrading?


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アメリカの山カークPEAK階にLovが床に挑戦Oiether、各地上のx ANS RaissisのLDCの足音は、2月のインチをPYT。

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  #58 (permalink)
 
aquarian1's Avatar
 aquarian1 
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I should do some original thinking about tipping points. Perhaps on the weekend.

I am so tired and overworked.
It seems endless.

Someone in another forum posted about "little money units" buying the bid under all assets.
When asked what "little money units" were he replied each time debt is created, either by central banks or commercial. they need to buy assets to balance the books.

oh well for another time...

still haven't done my daily wrap-up and its past bed time

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  #59 (permalink)
 
aquarian1's Avatar
 aquarian1 
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BY: HANS ALBRECHT, CIM®, FCSI, VICE PRESIDENT, PORTFOLIO MANAGER AND OPTIONS STRATEGIST, HORIZONS ETFS

In the game of poker, a great way to gain an edge is by effectively reading an opposing player’s “tell”. A tell can be a change in behavior that a player unknowingly exhibits when they perhaps have a good or bad hand, such as scratching their nose or suddenly becoming very serious.

As an options trader, I like to watch volatility products for a tell that can sometimes help me to determine which way the market will go in the short to medium term. Option pricing (as depicted by the VIX) tends to be negatively correlated to equity market direction. For example, when stocks rally, option prices will generally sell off, and vice-versa. At times, however, this relationship can weaken, particularly during times of market turbulence or even after a steady rally. Near the end of such a rally, we often see option pricing begin to firm up even though stocks continue higher.

This is something important to note, because it signals a higher level of skepticism and perhaps the impending exhaustion of buying power on the part of equity bulls. I’ve seen this play out again and again. With the VIX on the upswing this week, pay attention to what it’s telling you.

The views/opinions expressed herein may not necessarily be the views of AlphaPro Management Inc. All comments, opinions and views expressed are of a general nature and should not be considered as advice to purchase or to sell mentioned securities. Before making any investment decision, please consult your investment advisor or advisors.

soruce:
horizon etf

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  #60 (permalink)
 
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 aquarian1 
Point Roberts, WA, USA
 
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