Market Structure Insights

March 21, 2012

We’re in glorious Cincinnati where the land is rushing headlong into spring. Even a photo snapped in haste northward at night from Covington at the John Roebling Bridge seems cast in ethereal light. Speaking of rushing headlong, if you’re here in the heartland, join us...

March 14, 2012

We are writing an algorithm that will identify when the performance of your shares is “sexy.” Just kidding. Mostly. It’s no joke, however, that trading behaviors can be measured. We said in Market Structure reports for clients this morning: “Broadly, lock-step group behavior means markets...

March 7, 2012

We write this week from sun-splashed Steamboat Springs, where visitors to the slopes are relishing more than seven feet of new snow in the past month. A word on markets: You’ll hear knee-jerk blame for yesterday’s 200-point Dow Jones double-black-diamond plunge placed on “returning economic...

February 28, 2012

Mark Twain said, “Get your facts first and then you can distort them as much as you please.” The 1959 annual review of Mark Twain’s accounts by his successors in Redding, CT, found that his IBM shares, perhaps once units of the International Time-Recording Co....

February 22, 2012

When you were a kid, did you lie on your back on the lawn and look for shapes in the clouds? Nanex finds Charlie Brown and unicorns in trading data. Or maybe goblins and Jack the Ripper. IR professionals should know about Nanex. In Boston...

February 15, 2012

At Winter Park Sunday scooting off the Panoramic high-speed chair at 12,060 feet and cooking downslope on skis, the trip was anything but algorithmic. No, skimming from summit to the lift slow zone was uniquely and individually exhilarating. But in equity markets, unique exhilaration more...

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