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  • Why are T-Bill Yields Again Approaching Zero? [View article]
    OK, where do all these institutional investors keep their money? Probably in their companies' accounts or banks. According to you they so don't trust their own firms or banks that they would rather lose some money in T-bills then keep them in the bank. Interesting. Why such mistrust? Because things are not so rosy in the economy in general or in their companies and banks in particular. Read the last sentence in the article. Really, what is around that corner?


    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:
    Nov 20 18:44 pm |Rating: 0 0 |Link to Comment
  • Why are T-Bill Yields Again Approaching Zero? [View article]
    Following the author's and previous commenter's logic, why would anyone park his cash in T-bills at a negative rate and lose on money on this trade? Why not just keep cash as cash with no prospects of losing anything at all?
    Nov 20 12:19 pm |Rating: +2 0 |Link to Comment
  • Testing the S&P 500 vs. OEX Put/Call Strategy [View article]
    Dear Michael,

    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…
    Dec 07 10:04 am |Rating: 0 -1 |Link to Comment
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