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Does anyone monitor the SKEW index in the community?

Posted by ottinger44falc on 24th of Jun 2014 at 01:52 pm

I was unaware of it until I read this article.  It is like the VIX, but uses the more "out of the money" options in simple terms.

article from zerohedge on SKEW/VIX ratio

also a description of what it measures

another Chinese gold demand article

Posted by ottinger44falc on 16th of Apr 2014 at 06:39 am
Title: The WSJ seemed to present the bearish spin on the WGC report

http://www.gotgoldreport.com/2014/03/comex-commercial-traders-covering-gold-shorts-in-a-hurry.html

Survup, I do not know the answer to your question without knowing more specifics of your question (which timeframe).  However, anyone trading futures-based ETFs and especially natural gas ones, should be aware of the method they "roll over", when they "roll over", and whether and how much contango or backwardation is present.  The rollover date for UNG in February was Feb. 12-18, and for March will be March 13-18.  You may also want to understand how this roll occurs by searching a comparison of the UNG versus UNL ETFs.  Also, with natural gas, it is now in the rarer situation of being in backwardation instead of contango.  This implies that during the March roll-over, UNG should be prone to increasing versus the spot natural gas price instead of decreasing as it usually does when in contango.  Just my humble opinion, do your own research on this.

I think the x3 "inefficiency over time deterioration" with UGAZ may lead using UNG to more accurately look at the nat gas situation, just my IMO, I'm a newbie here.  Thanks.

GOGO (fyi)

Posted by ottinger44falc on 22nd of Jan 2014 at 04:14 pm

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