11 Comments

Since buying puts on Tesla is too expensive, seems like we could buy the ETFs with most Tesla holdings. Consumer Discretionary Select Sector SPDR Fund contains 18% tesla

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Excellent, fascinating report. I’ve got a question. When you say that options volume has risen above stock volume, how are you measuring the volume? For instance, are you comparing the value of the shares traded to the value of the securities underlying the options traded?

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Thanks! The data compares the value of shares traded vs the notional value of options.

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Thank you for this excellently-written essay about the dangerous bubbles we are living through.

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What an amazing post, so lucid and pragmatic. Had one question sir, is it possible that the Fed keeps printing more money and the market bubble keeps getting bigger to infinity? What am I missing...

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Great question. This topic deserves an in-depth treatment, and will be a key focus for future articles. The short answer is, no, history does not support the view that QE can prevent a market crash. The Fed launched aggressive easing measures during each of the last two bear markets, which set new records at the time, and it did not prevent a reset in asset prices. Same story in Japan and Europe.

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Thank you sir, appreciate you taking the time to reply!

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If I could just follow up on that - while you're right that QE didn't help save the past two bear markets, the Fed put certainly turned the market upward from Mar'20 and beyond - so maybe 'this time is different'? Just curious what the reason would be, that a fed put won't work. Human nature (greed, stupidity etc) ?

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A useful analogy for March 2020 is rewinding the clock back to the 1998 LTCM bailout. Yes, the Fed saved the market temporarily, allowed the bubble to go exponential, and then... well, we know how that one ended.

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This is an incredible summary of the current market environment and dynamics. Simple but technical and a really human touch. You've found yourself a new sub. Thanks

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Thanks for your kind words, and happy to have you on board!

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