Capitalizations Index – B ∞/21M
Shirt | Ethereum Shirt
This makes for a great staple t-shirt. It's made of a thicker, heavier cotton, but it's still soft. And the double stitching on the neckline and sleeves add more durability to what is sure to be a favorite!
• 100% ringspun cotton
• 4.5 oz (153 g/m2)
• Pre-shrunk
• Shoulder-to-shoulder taping
• Quarter-turned to avoid crease down the center
Sold by MuggieMoogie
Fear and psychology of the bitcoin market The cryptocurrency market is based on the psychology that controls this market. This can also be attributed to emotions, and in particular the fear that now prevails in […]
Downturn or Not, bitcoin Has Still Outperformed Apple Since Last January Advertisement In January of last year, the U.S. stock market went through one of the largest bull markets in recent history, with technology stocks […]
zerohedge.com / by Tyler Durden / Apr 7, 2017
Over the past several months, one of the proposals floated on this website to explain the strange collapse in volatility at a time when uncertainty has soared, was the so-called “negative convexity” gamma trade, demonstrated best by the in mid-February, according to which traders buying vol has led to dealers offsetting these purchases with more than proportional purchases of offsetting underlying assets as a hedge, in the process pushing sending realized – and thus implied – volatility even lower.
Today, the WSJ picks up on this idea, and looks at a possible “feedback loop” scenario in which selling of volatility leads to even more selling of volatility, resulting in a market in which the VIX appears oddly disconnected from prevailing nervous sentiment. According to the WSJ’s Jon Sindreau, the theory, advanced by several money managers, bankers and analysts, “describes a type of feedback loop in which calm markets make selling insurance against sharp swings in asset prices profitable, which makes the markets more calm, which then makes selling insurance yet more attractive. And on and on.”
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