Market Structure Insights

Piazza del Campo Siena Sep 2022
September 28, 2022

Maybe we should have a horse race to decide our elections. In Siena, the whole region gathers July 2 and August 16 annually, thronging the Piazza del Campo (the city square you see behind our beverages in the photo here, shot Sep 26) for The...

PXL 20220918 185111943.MP EFFECTS
September 21, 2022

Are traders shorting your stock? There’s a good article in IR Magazine by independent board director Rosalind Kainyah on what she expects from the company’s IR team. One data point: Comparative shorting for the company and peers. The trouble is most Boards and c-suites think...

dreamstime m 135950410
September 14, 2022

Well, that answers that question. The question? If over 50% of volume in the S&P 500 is short for the first time ever and investment declines 3% despite a 5% rise for stocks the week ended Sep 9 driven by trading machines, could the market...

PXL 20220907 041821251.MP
September 7, 2022

The marvel is that people keep buying it. Buying what? That the stock market goes up and down for rational reasons. The market plunged in the first half of 2022, worst start in 50 years. Yet jobs numbers remain strong, the dollar is strong, blah...

SPY Volume Comp
August 31, 2022

Bill Miller once said, “Seventy percent of stock-pickers are closet indexers.”   The image at right is the composition of the daily average volume in SPY, the State Street S&P 500 Exchange Traded Fund (ETF), for the five days ended Aug 24, into index-futures expirations...

Vail Aug 2022 Berrypicker ModernIR Retreat
August 24, 2022

I get a kick out of Jeff Yass and not just because he’s a libertarian. And when did “libertarian” became a bad word? We used to love liberty. Anyway, Jeff Yass started Susquehanna International Group in Bala Cynwyd, PA. He’s roughly Number 184 on the...

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