a RTH buying session.
----
something else:
I came across this article by Michael Ashton.
https://mikeashton.wordpress.com/201...r-less-mester/
He contrasts value, momentum and carry as drivers for equities.
As a metric he introduces 10y yield - 3month libor spread to show the carry as a factor.
I reproduced it as a ratio (not the right spreads on stockchart)
according to this, carry is not a strong factor currently.
... or carry has less impact on (long) positions
Last edited by PeterR; 08-05-2016 at 01:59 AM.
more RTH buying today.
no change in behavior visible in our little way to display market data.
Indeed, no change here. So Nirp refugees still well present.
Yesterday, Japanese refugees did not fin investing in US assets interesting, but UK became closer to the Nirp refugee status.
one rth selling session after 3 rth buying days.
RTH unchanged by a tick.
(no pic)
some RTH selling
some RTH buying.
Still flat in our trading range at the high RTH.
But ON seems to see some buying.
This would change the long down bias of the last 12 months overnight.
small up RTH
We had a buying session during RTH.
Before that ON saw also buying.
a RTH selling session.
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