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Financial links

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Missing IBD 100 data

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I am missing IBD 100 (Investors Business Daily) data for the following dates:

  • 2008-10-06
  • 2008-09-29
  • 2008-06-23
  • 2008-05-19
  • 2008-03-17
  • 2007-09-10
  • 2006-12-18

If you have any of these dates, I'd appreciate getting it. Thanks.

Fooled by Ponzi (and Madoff)

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A perennial financial skeptic explains how he was taken in by Madoff's Ponzi scheme in Fooled by Ponzi (and Madoff): How Bernard Madoff Made Off with My Money.

A Reference Guide to the U.S. Rescue Efforts

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A Reference Guide to the U.S. Rescue Efforts

A 60+ page PDF to help track the US government efforts at financial rescue.

Put the credit default swaps market out of its misery

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Argument for unwinding all the credit default swaps and closing the market.

There are three possible defences for treating the CDS market as a going concern: its support for capital raising, its utility for price discovery and its role as a risk-management tool. All have melted like so many Lehman deal cubes in waste incinerators.

Consider capital raising. Writers of protection in the CDS market must now hold increasing amounts of cash as margin against the probability of default for the "reference entities" or borrowers they bet on. This has led to the sale of tens of billions, if not hundreds of billions, of dollars, euros and pounds worth of securities to raise that cash.

[...]

That leads to the value of such swaps for price discovery. Bad joke. Price discovery is a useful economic function; that is the rationale for commodities markets. But CDS are derivative instruments, whose price is "discovered" these days as a function of equity volatility, since buying equity puts is one way to dynamically hedge the illiquid legacy books.

[...]

Risk management with CDS was largely about what the bankers called "reg cap arb" (regulatory capital arbitrage), or making big spreads and bonuses by scamming the regulators whose employers, the taxpayers, now have the bill.

The Spiral

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Der Untergang (The Downfall: Hitler and the End of the Third Reich) recast as a financial crisis at an investment bank headed by Adolf Hitler. The reconstructed plot and dialogue, supported by subtitles, are brilliant and hilarious.

Of course, there is practically a cottage industry built on parodies of Der Untergang. Here is a one-off video also inspired by the current financial crisis.

No problem. I'll just refinance my adjustable rate mortgage and then I'll be fine.

Real estate only goes UP! My broker told me it only goes UP! I can't believe I am going to have to sell my house before I can flip it for a profit! That bimbo said I could always refinance before the rates went up!

The Atlantic: The Market as God

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The Market as God: Living in the new dispensation

At the apex of any theological system, of course, is its doctrine of God. In the new theology this celestial pinnacle is occupied by The Market, which I capitalize to signify both the mystery that enshrouds it and the reverence it inspires in business folk. Different faiths have, of course, different views of the divine attributes. In Christianity, God has sometimes been defined as omnipotent (possessing all power), omniscient (having all knowledge), and omnipresent (existing everywhere). Most Christian theologies, it is true, hedge a bit. They teach that these qualities of the divinity are indeed there, but are hidden from human eyes both by human sin and by the transcendence of the divine itself. In "light inaccessible" they are, as the old hymn puts it, "hid from our eyes." Likewise, although The Market, we are assured, possesses these divine attributes, they are not always completely evident to mortals but must be trusted and affirmed by faith. "Further along," as another old gospel song says, "we'll understand why."

WSJ: The Fed Is Out of Ammunition

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The Fed Is Out of Ammunition: A discredited dollar is a likely outcome of the current crisis.

Those who want to understand the mechanism [of classic debt-deflation bust at work] might ponder Irving Fisher's comment in 1933: When it comes to booms gone bust, "over-investment and over-speculation are often important; but they would have far less serious results were they not conducted with borrowed money."

New Yorker: Anatomy of a Meltdown

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Anatomy of a Meltdown: Ben Bernanke and the financial crisis

By mid-September, however, the outlook was much grimmer. On Monday, September 15th, Lehman Brothers, another Wall Street investment bank that had made bad bets on subprime mortgage securities, filed for bankruptcy protection, after Bernanke, Paulson, and the bank's senior executives failed to find a way to save it or to sell it to a healthier firm. During the next forty-eight hours, the Dow Jones Industrial Average fell nearly four hundred points; Bank of America announced its purchase of Merrill Lynch; and American International Group, the country's biggest insurance company, began talks with the New York Fed about a possible rescue. Goldman Sachs and Morgan Stanley, the two wealthiest investment banks on Wall Street, were also in trouble. Their stock prices tumbled as rumors circulated that they were having difficulty borrowing money. "Both Goldman and Morgan were having a run on the bank," a senior Wall Street executive told me. "People started withdrawing their balances. Counterparties started insisting that they post more collateral."

Exchange traded fund lists

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Every now and then I go looking for lists of ETFs. To keep them in plain sight, I'm listing my links here.

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