Russian's Comments Russian's Comments RSS Syndication from SeekingAlpha.com http://seekingalpha.comuser/6363/comments Why are T-Bill Yields Again Approaching Zero? http://seekingalpha.com/article/174533-why-are-t-bill-yields-again-approaching-zero?source=feed#comment-769783 769783

On Nov 20 04:08 PM zaparozhe wrote:

> you may think of cash as cash, i.e. safe in an FDIC-insured bank
> account. To an instutitional investor with cash far in excess of
> the 250k FDIC limit, cash in a bank is a loan to the bank. Do you
> feel comfortable making a huge loan to a bank? I don't care if someone
> thinks a bank is "TBTF", your client will kill you if you tie up
> cash in a bank failure.
>
> On Nov 20 12:19 PM Russian wrote:]]>
Fri, 20 Nov 2009 18:44:22 -0500

On Nov 20 04:08 PM zaparozhe wrote:

> you may think of cash as cash, i.e. safe in an FDIC-insured bank
> account. To an instutitional investor with cash far in excess of
> the 250k FDIC limit, cash in a bank is a loan to the bank. Do you
> feel comfortable making a huge loan to a bank? I don't care if someone
> thinks a bank is "TBTF", your client will kill you if you tie up
> cash in a bank failure.
>
> On Nov 20 12:19 PM Russian wrote:]]>
Why are T-Bill Yields Again Approaching Zero? http://seekingalpha.com/article/174533-why-are-t-bill-yields-again-approaching-zero?source=feed#comment-769153 769153 Fri, 20 Nov 2009 12:19:00 -0500 Shrinking Market Liquidity, or the Soon to Appear Black Swan of Black Swans http://seekingalpha.com/article/130485-shrinking-market-liquidity-or-the-soon-to-appear-black-swan-of-black-swans?source=feed#comment-460401 460401 Sun, 12 Apr 2009 10:08:33 -0400 A View of the U.S. Consumer Balance Sheet http://seekingalpha.com/article/128619-a-view-of-the-u-s-consumer-balance-sheet?source=feed#comment-446032 446032 Tue, 31 Mar 2009 06:50:19 -0400 Oil Weekly View http://seekingalpha.com/article/117308-oil-weekly-view?source=feed#comment-370060 370060 Thu, 29 Jan 2009 12:45:09 -0500 Anecdotal Musing: Commercial Real Estate, You Can't Go Wrong http://seekingalpha.com/article/110828-anecdotal-musing-commercial-real-estate-you-can-t-go-wrong?source=feed#comment-330451 330451 Mon, 15 Dec 2008 19:30:29 -0500 Testing the S&P 500 vs. OEX Put/Call Strategy http://seekingalpha.com/article/109526-testing-the-s-p-500-vs-oex-put-call-strategy?source=feed#comment-322901 322901
what is the meaning of SP 500 to OEX PCR ratio? What logical sense does it make to divide price by sentiment? According to your data the system is only marginally better than buy and hold. Poor performance of the inverse strategy indicates that the system exits trades too early. Hence, there is a huge underperformance during a bull market. None of your posts gives percent of winning trades in the statistics table. Why? While I generally appreciate your posts and trading ideas, this particular one is definitely not the best. Just a quick look at the last two years worth of actual data shows that the recent performance wasn’t great. It is also evident from your graph that in the last two years the system lost some money. One of the most important parameters of a trading system is how it performs in bull and bear markets. You provided no such information. I doubt that this strategy has a real edge and I feel it may mislead some “blind” followers. You don’t have to share your ideas, but if you do, please do it in a way that it actually benefits your readers and doesn't hurt their accounts. Sorry…]]>
Sun, 07 Dec 2008 10:04:24 -0500
what is the meaning of SP 500 to OEX PCR ratio? What logical sense does it make to divide price by sentiment? According to your data the system is only marginally better than buy and hold. Poor performance of the inverse strategy indicates that the system exits trades too early. Hence, there is a huge underperformance during a bull market. None of your posts gives percent of winning trades in the statistics table. Why? While I generally appreciate your posts and trading ideas, this particular one is definitely not the best. Just a quick look at the last two years worth of actual data shows that the recent performance wasn’t great. It is also evident from your graph that in the last two years the system lost some money. One of the most important parameters of a trading system is how it performs in bull and bear markets. You provided no such information. I doubt that this strategy has a real edge and I feel it may mislead some “blind” followers. You don’t have to share your ideas, but if you do, please do it in a way that it actually benefits your readers and doesn't hurt their accounts. Sorry…]]>
Time To Sell Russian ETFs and Stocks http://seekingalpha.com/article/65795-time-to-sell-russian-etfs-and-stocks?source=feed#comment-118425 118425 Sun, 24 Feb 2008 16:28:24 -0500 Time To Sell Russian ETFs and Stocks http://seekingalpha.com/article/65795-time-to-sell-russian-etfs-and-stocks?source=feed#comment-118260 118260 ]]> Sun, 24 Feb 2008 10:02:12 -0500 ]]>