Monthly Archives: March 2009

UPDATE:Implied Volatility of Gold, Post Treasury Bid

By Jeffrey McLarty | Published: March 22, 2009
We saw a surge in the implied volatility of gold, after the FOMC announcements on Wednesday.    (click to enlarge) FWIW, I’m thinking now is a good time to dump my life savings into 2010 and 2011, bull call spreads on GLD, GVX, amongst other things…talk me out of it. UPDATE. I wrote this post around 4:30 on sunday.  I realized, [...]
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Two Good Amigos

By Jeffrey McLarty | Published: March 5, 2009
I owe a blogosphere thanks to two good amigos… 1. Ross Greenspan, who tried to help me get a job with impact…he equally wants to do some good for the planet, but somehow ended up like me…trading stuff, instead and 2. Thiago Avila, who NEVER ceases to amaze me, coming up with great ideas. He’s the one [...]
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Curving Futures…starts

By Jeffrey McLarty | Published: March 4, 2009
I’ve been working on a little project, for like a week.  Check out the results below,   Users of the site can plot the futures curves, and monitor the contango (or if we ever see it again…backwardation) of oil.  It gets data from a couple places online, and is storing it in a database…so the options I’ll [...]
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