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Michael Bommarito » Articles » QID |

  • Market Volatility Benefiting ProShares Ultra ETFs
    on Feb 03, 2008 • DDM, DXD, MVV    
  • Top 20 VIX Correlated ETFs: All ProShares
    on Dec 02, 2007 • DOG, DUG, DXD    
  • Index ETF Summary, Top ETF Dollar Flows
    on Sep 30, 2007 • DIA, EEM, EWZ    
  • Best, Worst ETF and CEF Year-to-Date Returns
    on Sep 17, 2007 • CHN, IEZ, ITB    
  • ETFs With a 50% Correlation To the VIX
    on Sep 16, 2007 • AGG, DOG, DXD    
  • Top ETF Dollar Volumes Over the Past 50 Days
    on Sep 08, 2007 • DIA, EEM, IWM    
  • ETF Performance Over the Past Week: Four Metrics of Comparison
    on Jul 30, 2007 • BKK, DIA, DOG    
  • ETF Performance Over the Past Week: Four Metrics of Comparison
    on Jun 23, 2007 • BIF, BTF, CUBA    
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Latest Comments on Michael Bommarito's Articles

  1. Jive Dadson on ProShares Ultra and UltraShort Sector ETFs: Does 2 = 2?: The NAV changes are not supposed to add to zero. The logarithms... more »
  2. Hakim Cetinoglu on Weakness In Muni Bond CEFs Hints At Difficulty Muni ETFs May Face : No.. I changed my mind.. now I do NOT agree more »
  3. Hakim Cetinoglu on Weakness In Muni Bond CEFs Hints At Difficulty Muni ETFs May Face : I agree.. more »
  4. Bill M on Building a Long-Volatility ETF Portfolio: If everything was this simple. more »
  5. strongopinion on Municipal Bond CEFs: Unexplainable Weakness Continues: I dont understand why the blackrock etf munis such as BNY are... more »
  6. Daniel Moser on Moment and Omega Rankings of Index ETFs: I have just recently discovered the concept of omega as a... more »
  7. ig0r on Building a Long-Volatility ETF Portfolio: very simple guys, volatility rises when prices fall (lots of... more »
  8. james22 on ProShares Ultra and UltraShort Sector ETFs: Does 2 = 2?: As has been already said in earlier comments - it's the constant... more »
  9. Michael Bommarito on Capitalization Coupling: Major Indices at Correlation Highs: These are all from June 2001 to yesterday, and significant to at... more »
  10. Michael Bommarito on Capitalization Coupling: Major Indices at Correlation Highs: Middle of exams here so I don't have time for any stochastic... more »
  11. rudi on Capitalization Coupling: Major Indices at Correlation Highs: As you asked me for some links to studies of... more »
  12. d_teller on Capitalization Coupling: Major Indices at Correlation Highs: I believe that much of the variance in the correlations and... more »
  13. Michael Bommarito on Capitalization Coupling: Major Indices at Correlation Highs: Yes, I accept that my suggestion about the trend was not... more »
  14. rudi on Capitalization Coupling: Major Indices at Correlation Highs: Michael, I replicated a part of your study. I selected DIA/IWM... more »
  15. Michael Bommarito on Capitalization Coupling: Major Indices at Correlation Highs: By the way, I'd appreciate links to studies or your own analysis... more »