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  • Notes from the Franklin Templeton Limited Duration Fund's 2009 Shareholder Meeting [View article]
    Thanks for the insight. Most of us never would have thought to attend a CEF annual meeting. Do note that Franklin, in spite of it's shoddy Johnsons (vs Fidelity's), has a superb fixed-income bench.
    Oct 02 10:08 am |Rating: 0 0 |Link to Comment
  • Why Keeping an Eye on Treasury ETFs Is Important [View article]

    Liquidity in the EDV is an issue, but there's not a lot of merit in comparing a 7-10 yr index (IEF) with a product designed to mimic the 25 yr zero (EDV).
    Far different kettles of fish. Thin story, but timely.

    On Sep 29 11:48 AM squark62 wrote:

    > liquidity is important when buying ETFs. though i agree with the
    > premise of this article, EDV lacks the liquidity of IEF for example.
    > lack of liquidity widens bid/ask spreads and transaction efficiency
    > at the least.
    >
    > Average Bid Ask Ratio: 0.06% for IEF according SA
    > Average Bid Ask Ratio: 0.96% for EDV according SA
    Oct 02 09:59 am |Rating: +1 0 |Link to Comment
  • Fluorspar: The Cool Mineral [View article]
    Excellent presentation. Thank you.
    Sep 09 16:28 pm |Rating: 0 0 |Link to Comment
  • Five Reasons to Short Varian Medical Systems [View article]
    Subsequent price action speaks for itself. Why bother posting if your insight is worthless?
    Aug 31 17:11 pm |Rating: 0 0 |Link to Comment
  • Five Reasons the Market Could Crash This Fall [View article]
    Nice post. In the spirit of "always a bull market somewhere," it'd be useful to hear your thoughts on what's actionable (other than SPX puts).
    Aug 04 10:05 am |Rating: +24 -2 |Link to Comment
  • The Long and Short of U.S. Treasury Auctions [View article]
    Nice piece, thanks. Dave Rosenberg holds there's no onset of a bear in bonds until employment picks up. This dovetails with the above.
    Jul 31 11:58 am |Rating: +1 0 |Link to Comment
  • Is the Fed Losing the Mortgage Rate Battle? [View article]
    Be interesting to see this illustrated. Will check ZH notes. Thanks HFQ!


    On Jul 29 08:32 AM HFQuant wrote:

    > Hi,
    >
    > Thanks for your blog, but i think that your correlation figure might
    > not be the relevant one.
    > You should compute the correlation not in the price space but in
    > the return space.
    > You can do that in BBG by changing your data type to Price Change
    > 1 Day Percent ( in case of yields, it would be better to use Price
    > Change 1 Day Net, but in the case of Custom Index, your USGG10YR
    > Index - MTGEFNCL Index, for some reason, you cannot select it).
    >
    >
    > You will see the picture is quite different.
    >
    > Cheers
    >
    > HFQuant
    Jul 29 12:42 pm |Rating: +1 0 |Link to Comment
  • Is Rambus the Next 27 Bagger?  [View article]
    c'mon folks, it's the internet. Of course we talk our books. Bravo to Nuke for putting together a precis on a blast from the past. You're not obliged to buy it...
    Jun 15 08:33 am |Rating: +4 -7 |Link to Comment
  • Top 10 ETFs for a Rising China [View article]
    Don't rule out investing in the FXI. Transparency is rotten all around, at least your SRE holdings are backed by the Peoples Liberation Army.
    Jun 09 23:17 pm |Rating: +2 0 |Link to Comment
  • Manitowoc: Purely Speculative... For Now [View article]
    Seekreal-
    Sale of Ice Making div? Saw the shipyard tnxn, how material is the Ice sale?
    Thanks
    Feb 04 12:13 pm |Rating: 0 0 |Link to Comment
  • Credit Markets Take a Beating [View article]
    Great recap. Rich Bernstein stopped talking about shoes dropping from Imelda's closet. They haven't stopped coming.
    Jan 14 12:56 pm |Rating: +1 -1 |Link to Comment
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