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   Investment Thoughts - Chart Gallery

Market Characteristics II
Volatility, Momentum and Correlations

 

Market Characteristics II

 

Volatility, Momentum and Correlations

 

 

Volatility and S&P 500 since 1990

 

10 year Treasury Note Future vs S&P 500 Future: Risk (Volatility) adjusted

 

Equity Market and Yield Curve Flattening: 2002-2009

 

Stock correlations with S&P 500

 

Percentage of Stocks outperforming the Index

 

Momentum in Financial Markets



01.08.2011


 

Themes

 

Asia

Bonds

Bubbles and Crashes

Business Cycles
Central Banks

China

Commodities
Contrarian

Corporates

Creative Destruction
Credit Crunch

Currencies

Current Account

Deflation
Depression 

Equity
Europe
Financial Crisis
Fiscal Policy

Germany

Gloom and Doom
Gold

Government Debt

Historical Patterns

Household Debt
Inflation

Interest Rates

Japan

Market Timing

Misperceptions

Monetary Policy
Oil
Panics
Permabears
PIIGS
Predictions

Productivity
Real Estate

Seasonality

Sovereign Bonds
Systemic Risk

Switzerland

Tail Risk

Technology

Tipping Point
Trade Balance

U.S.A.
Uncertainty

Valuations

Yield