Market Structure Insights

August 26, 2020

Is it good to be part of the collective? From Karl Marx to Friedrich Hayek, polemics ring like swords and plowshares on anvils. But that’s not what we mean. When Vanguard in 1975 created the 500 Fund, many called it “Bogle’s Folly,” suggesting founder Jack...

August 19, 2020

Minis abound. You can trade fractions of shares.  Heck, the average trade-size is barely 100 shares, and 50% of trades are less than that.  Minis, as it were. There are e-mini futures contracts on the S&P 500 index, and the newer micro e-mini futures product...

August 12, 2020

The stock market’s glowing core can’t hide the dark edges – rather like this photo I snapped of the Yampa River in downtown Steamboat springs at twilight. Speaking of which, summer tinkled its departure bell up high.  We saw the first yellowing aspen leaves last week,...

August 5, 2020

  In the sense that high-speed transmission lines connecting computerized boxes are the stock market, it’s boxes and lines. Also, stock exchange IEX, the investors exchange, hosts a podcast called Boxes and Lines that’s moderated by co-founder Ronan Ryan and John “JR” Ramsay, IEX’s chief...

July 29, 2020

The Comanches ruled the Llano Estacado once. We crossed it twice this week, driving in a day to Austin from Denver, and the next day back to Denver.  South of Lubbock you plunge off the Llano into Abilene and Sweetwater, and it looks like this. ...

July 22, 2020

  A year ago, Karen and I were flying to Fiji, 24 hours of travel from Denver to LA, to Auckland, to Nadi. We took a ferry out of Denarau Island into Nadi Bay and north toward the Mamanuca Islands, all the way past the...

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