Tag:

volatility

Latest Headlines

Latest Headlines

Limited partners seek liquid hedge funds

We noted recently that, on average,  most hedge fund do not seem to be getting hit with a massive wave of redemption requests, though fund executives understandably remain a bit nervous. It's fair to say however that more limited partners are pondering ways that they can stay more liquid with

Goldman Sachs loss ignites shares rally

Goldman Sachs posted only its second loss as a public company, and its shares promptly rallied--and significantly. So what's going on? According to Bloomberg , the market was apparently heartened by news that Goldman Sachs revenue from trading stocks and bonds rallied 16 percent sequentiall

Correlation soars, an opportunity to profit?

Since the U.S. debt downgrade and the re-ignition of the European debt crisis, correlation has kicked up impressively, if not predictably. The Financial Times notes that the correlation among big company stock movements have moved to highest levels since the big crash of 1987. The correlation

Stock market more volatile than ever

In times of great economic upheaval, we often hear people say that the markets have become more volatile than ever. In the current climate, they would be correct. The New York Times has looked at intraday day highs and lows in the S&P 5000 and concluded that since 1962 anyway, pr

Bank of America is high-frequency trading stock of choice

Over on FierceFinanceIT, we've been discussing the notion that Bank of America was a good candidate to become the next gravy-train stock when it comes to high-frequency trading. Given the sinking stock price--down to near penny stock levels--the massive float and the sheer volatility, the stoc

Hedge funds grapple with volatility

The current market is one in which "both hedge funds and dealers have de-risked as much as possible, with the end result that liquidity is really awful. It is not representative of anything behaving well." So says one expert in the Financial Times . Now, we often hear the old saw that volat

Volume drought ends, but good times aren't back

Is a crash the answer to the volume recession on Wall Street? To a certain extent, the fortunes of top banks are mirrored not only by the major stock indexes, but also the volume and volatility measures. When turmoil reigns, the VIX kicks up, as does volume. We're seeing that now. Volume has b

Goldman Sachs' move to cut risk may not be just a blip

Reuters reports that more than a dozen Goldman Sachs government bond and derivatives traders have resigned recently to join other companies, as Goldman Sachs seem to be prizing the sales staff over the traders. Brian Mooney, an interest-rate derivatives trader who spent 22 years at Goldman

Prop bets vs. agency trades at Goldman Sachs

How hard is it to take chips off the table at Goldman Sachs? The company's 82 percent drop in second-quarter earnings offers some interesting perspective. Many people think of Goldman Sachs as a prop trading shop, while executives have worked hard to portray itself as a client-driven agency-type s

John Paulson suffers through rocky performance

Recall that John Paulson ( John Paulson news), hedge fund star, made a huge bet on a recovering economy with his funds. So far, the wager is not paying off. The $3 billion Paulson & Co. Recovery fund, which has large positions in big banks, took a beating to the tune of 12.39 percent in Ju