2009: Sell on Jan. 2 and Go Away? ((Und Nachtrag Ergebnis Tradingportfolio 2008))
Ja, es sind/waren bisher nur dünn gehandelte Handelstage 2009. Siehe dazu auch...
The trend in the Chicago Board Options Exchange Volatility Index, or the VIX, suggests that investors are sweating a bit less and breathing a little more easily. Action in the near-term futures, however, shows the era of good feelings may peter out after the first couple of weeks in January. The VIX dropped to its lowest closing level since September 26, 2008, ending at 36.91 as markets improved, with major averages gaining at least 2.9%. However, things just really haven’t gotten going yet. Analysts fret over the possibility of a mid-quarter resurgence of hedge-fund redemptions as it becomes clear just who was exposed to Bernard Madoff. Add earnings to the mix, and the world becomes a more complicated place once the middle of the month approaches, explaining why the February VIX futures. “We’ve had a period of pretty low realized volatility and we’ve got the expectation that the first couple of weeks of the year, if there’s any bias, it could be to the upside,” says Michael McCarty, chief options strategist at Meridian Equity Partners. The higher premiums in February futures, he says, “reflects that things will be all clear for the next two weeks but there are lingering concerns for a round of liquidations in the end of the quarter.”
Quelle: http://blogs.wsj.com/marketbeat/2009/01/02/four-at-four-sell-on-jan-2-and-go-away/
Siehe zum kritischen Umgang mit dem VIX-Indikator auch...
https://www.donfishback.com/blog/2008/12/22/bloomberg-says-vix-is-worthless/
PS: Als letzter Nachtrag zu 2008 noch die Grafik zu meinem Tradingergebnis ((bladetrading)) inklusive dem letzten Handelstag vom 31.12.2008:
+35.15% in USD
http://www.updown.com/member/iamvoltron
