Stock.ly - Market News, Organized & Popularized.

market news, organized & popularized.

Prof_Pinch's Profile Home Page

Screen Name: Prof_Pinch
Name: Professor Pinch
Twitter Name: Prof_Pinch
Location:
Bio:
Website: http://professorpinch.wordpress.com
Investment Experience: Intermediate
Trader Type: None
Assets Traded:
Trading Approach: Global Macro
  • USD Libor

    3rd of 3. Much flatter than the other 2, but that's because there's no USD Libor interbank credit to speak of at the moment.

    Tickers: MACRO -- Tags: macro, Libor

    Posted September 9, 2010 at 1:26am

  • EUR/USD Libor Spread Surface

    2/3

    Tickers: MACRO, EURUSD -- Tags: macro, Libor

    Posted September 9, 2010 at 1:22am

  • EUR Libor Surface

    Just working on the LIBOR surfaces and came up with these (1/3)

    Tickers: MACRO, EUFN -- Tags: macro, Libor, banks, credit

    Posted September 9, 2010 at 1:19am

  • LIBOR Curves/Surface

    Looking at USD Libor as a true 3D surface, via SAS

    Tickers: GLB_F, MACRO -- Tags: Libor, macro, infoviz, rates, interbank lending

    Posted August 23, 2010 at 7:19pm

  • Implied Inflation: 10yr CMT - 10yr TIPS

    Chart that shows the market's implied inflation expectations over the next 10 years via the 10yr CMT - 10yr TIPS spread.

    Tickers: ZN_F, MACRO -- Tags: TIPS, yields, Treasuries, inflation, macro

    Posted August 19, 2010 at 6:12am

  • S&P V 10yr Yields

    Take a look at the *very* end

    Tickers: ES_F, ZN_F -- Tags: Treasuries, S&P, stocks

    Posted August 16, 2010 at 10:53am

  • EUR Libor And USD Libor

    Spread is back near wides...

    Tickers: MACRO, GLB_F -- Tags: macro, Libor, euro, dollar

    Posted August 10, 2010 at 8:31pm

  • MZM

    Money supply. Note the trendlines.

    Tickers: MACRO -- Tags: Fed, inflation, deflation, rates

    Posted August 10, 2010 at 12:11am

  • Adjusted Monetary Base

    Note the red trendline.

    Tickers: MACRO -- Tags: macro, Fed, inflation, deflation

    Posted August 10, 2010 at 12:07am

  • EURUSD Daily Chart 8-6-10

    As the Euro heads to its 200 day MA, are we going to see folks pull the ripcord and fade? Or do longs come in and pile on?

    Tickers: MACRO, EURUSD -- Tags: euro, dollar, deflation, currency

    Posted August 9, 2010 at 3:23am

  • Euribor - USD Libor Spreads

    Just took the common points on the curves, calc'd a spread and plotted. Voila.

    Tickers: MACRO, GLB_F, EURUSD -- Tags: macro, Euribor, Libor, counterparty credit

    Posted August 9, 2010 at 2:21am

  • EUR-USD Libor Spread Term Structure

    Just messing around and came up with this. I like the way it represents the term structure curves, it looks more like a surface now.

    Tickers: MACRO, GLB_F, GE_F, EURUSD -- Tags: macro, banks, interbank lending, Libor, Euro, Dollar

    Posted August 8, 2010 at 11:29pm

  • Initial Claims 10yr Chart

    10 yrs of data, and I overlayed a 12 week MA to smooth out the data (4 week was still too jumpy for my taste). Note MA is flattening (not declining) at 450K. Is this the new normal?

    Tickers: MACRO -- Tags: macro, jobs, recovery, economy

    Posted August 5, 2010 at 11:16pm

  • Initial Claims, 30 Years

    30 years worth of weekly data. The green line shows initial claims troughs around 300K before a recession. We've been treading water at 450K for a long time now.

    Tickers: MACRO -- Tags: jobs, macro, unemployment GDP

    Posted August 5, 2010 at 11:04pm

  • S&P Futures Vs. 10yr.

    10yr notes up (yield below 2.9%) while S&P higher

    Tickers: MACRO, ZN_F, ES_F -- Tags: S&P, treasuries, 10yr note

    Posted August 5, 2010 at 11:55am

  • 30yr Mortgage - 10yr Treasury Spread

    Chart that shows spreads between 30yr mortgages & 10 yr Treasuries. Both weekly & 52 wk MA

    Tickers: MACRO, ZN_F -- Tags: Treasuries, MBS, macro

    Posted August 3, 2010 at 11:00pm

  • 10yr Treasury Vs. 30yr Mortgage

    From my post today

    Tickers: MACRO, ZN_F -- Tags: Treasuries, mortgages, MBS

    Posted August 3, 2010 at 10:53pm

  • Bank Liquidity - My Take

    Oh nothing, just some stuff I noticed on this chart...

    Tickers: MACRO, XLF -- Tags: banks, liquidity, Volcker, Greenspan, rates, monetary policy

    Posted July 24, 2010 at 11:33am

  • Term Structure Of EUR/USD Libor Spreads

    As USD Libor relaxes, EUR Libor screams higher. Interbank lending in Euros is getting worse in a hurry.

    Tickers: MACRO, EURUSD -- Tags: macro, interbank lending, banks, liquidity, credit, credit crunch

    Posted July 18, 2010 at 9:51pm

  • Euro-LIBOR Update: 7-16-10

    This is getting uglier and uglier.

    Tickers: MACRO -- Tags: Euro, Libor, banks, interbank lending, credit, liquidity

    Posted July 18, 2010 at 8:51pm

  • Term Structure Of LIBOR Spreads (USD V. EUR)

    Series of curves that look at spreads between USD Libor & EUR Libor at various durations across the LIBOR curve.

    Tickers: MACRO, GLB_F -- Tags: banks, counterparty credit risk, Libor, Euro, dollar

    Posted July 11, 2010 at 10:59pm

  • Weekly View Of Euro Libor Curves

    Compiled from FT. Euro Libor curves showing that Libor rates are increasing and EURUSD has gone higher as a result. Funding crisis in action

    Tickers: MACRO -- Tags: macro, banks, LIBOR

    Posted July 11, 2010 at 10:00pm

  • Euro Libor 5/11/10-7/9/10

    Chart showing rise in Euro Libor since May

    Tickers: MACRO, EURUSD -- Tags: macro, banks, Libor

    Posted July 11, 2010 at 9:49pm

  • Libor Update 7-5-10

    Bear steepener in full effect as longer dated rates keep adding nearly a basis point *a day.*

    Tickers: MACRO -- Tags: Libor, macro, banks, counterparty credit

    Posted July 6, 2010 at 1:43am

  • Total Bank Credit Y-o-Y Basis

    The ongoing deflationary train wreck in bank credit.

    Tickers: MACRO -- Tags: banks, credit, macroeconomy

    Posted July 4, 2010 at 3:00pm

You Must Have A Stock.ly Account And Be Logged In To Send Direct Messages

« Back To Stock.ly Home