Market Structure Insights

Autumn colors on Buffalo Pass, Steamboat Springs CO.
October 2, 2024

On Buffalo Pass, autumn blazes. In fact, there are a lot of things ablaze, with another earnings season looming. Will you report results the same old way, public companies? One thing blazing are Chinese stocks, which posted the best week and day since 2008. I’m...

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July 17, 2024

The Dow Industrials gained 742 points yesterday. Randomly.  The rest of the market was pedestrian.  The trouble for issuers and investors alike is the comparisons.  Why is this thing up and that thing down? There’s a luminous scene in the book Thirteen Moons by Charles...

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June 26, 2024

Why are the Nasdaq and the Dow Jones Industrial Average diverging wildly? It might resolve in the next few days. But it’s not small. Back up to June 20 and performance was aligned. At one point Monday, five-day divergence was more than 4%. The DJIA...

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March 20, 2024

I was walking up Steamboat Springs’s Emerald Mountain with my friend Charlie last week and he said, “Trading volatility is like trading air.” Charlie was a hedge-fund guy. He knows. Coincidentally, new VIX volatility options trade today. Since everyone has been selling volatility, don’t be...

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February 28, 2024

Two things exploded in 2023. Trading in options contracts and illegal US immigration. No, I’m not suggesting they’re correlated! I note it bemusedly. But I do have a point. We need clarity. In options, the Futures Industry Association said equity-linked instruments saw volume double globally...

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February 21, 2024

Last week, markets were abuzz over the zero that lifted LYFT. For those who were vacationing or living hermetically and missed it, Lyft reported financial results and inadvertently added a zero to adjusted EBITDA margin-expansion, giving machines the notion profit margins improved 5% instead of...

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