Market Structure Insights

October 7, 2020

You’re wondering what the heck “vahlcue” is. It was up almost 4% in the last hour yesterday as stocks tipped off the diving board. Meanwhile, cue fall.  The photo at right reminds us that today is a consequence of yesterday. Autumn follows summer. In the...

September 30, 2020

You all remember the Fat Finger? It’s a gaffe, trading-style.  In one 2014 instance, if the record can be believed, somebody in Japan accidentally tried to buy $700 billion of stocks including more than half the total outstanding shares of Toyota. The trades occurred outside...

September 23, 2020

What can you control? It’s a question largely abandoned in the modern era under the assumption humans can control everything.  Arrogance often precedes experience-induced humility. But we’re talking specifically about the stock market.  Public companies. Share-performance.  Investor relations. What’s within your sphere of influence? There’s...

September 16, 2020

There’s a beer in this for you.  A glass of rosé from Provence if you prefer. What’s the most liquid stock in the US market? I’m writing this after the virtual happy hour for the NIRI Big I Conference (it’s a strong event, and you...

September 9, 2020

Softbank bet big on call-options and Technology stocks are sinking. So goes the latest big story. Business-reporting wants a whale, a giant trade that went awry.  A cause for why Tech stocks just corrected (off 10%). In reality the market today rarely works that way. ...

September 2, 2020

In Michael Lewis’s The Big Short, a collection of eccentrics finds a flaw in real estate securities and shorts them.  The movie is great, the book even better. Somebody will write a book about the 2020 stock market (anyone?) flaw. The flaw? Depends who you...

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