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Expound the profound-Cut'n thru bs 1 layer @a time Profile picture
@frankoz95967943
Feb 4, 2023 • 7 tweets • 2 min read • Read on X
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#BONDS
$SVIX
1D chart
4h chart
1h chart
adding q's for giggles
30m chart
5m chart
adding SOFR

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More from @frankoz95967943

Expound the profound-Cut'n thru bs 1 layer @a time Profile picture
Jun 1
This is the russian ruble and their long 20y bond.

It is now paying 16% for 20y.

Russia is doing this to defend its currency (make it stronger).

The west does not want the russian ruble to get stronger because it can impact the price of oil.
🧵👇 Image
key to this currency war is the euro - in orange.
Euro f's with their currency value vs the ruble to weaken the ruble. Image
But they arent the only ones in this currency war battle....enter jPan.... Image
Read 22 tweets
Expound the profound-Cut'n thru bs 1 layer @a time Profile picture
May 30
This is the russian long bond.

It is now paying nearly 16% interest for 20 years.
👇🧵 Image
This is the svix.
Notice in particular in this box, it went up nearly in lock step with russian long bond.... Image
same, zoomed in
It looks like the central planners abandoned the stupid capital control using vix strategy last week.... Image
Read 12 tweets
Expound the profound-Cut'n thru bs 1 layer @a time Profile picture
May 16
This is the vix.

The vix controls inflation &deflation in the stonk.

It also helps to control inflation in certain commodities (those that r produced domestically) where it stimulates inflation in commodities that r not produced domestically.

There r analogue measures for the vix.
👇🧵Image
lets start with the simple one - dxy, a basket of g7 currencies....

There has traditionally been a somewhat strong correlation btw dxy and the vix - that correlation was broken march 2022...see if you can see why.... Image
another good analog is junk bonds Image
Read 28 tweets
Expound the profound-Cut'n thru bs 1 layer @a time Profile picture
May 12
Im such a dummy - this has been staring me in the face for months.

I know now why we get vix crush.

The fed has to do this - cause if they didnt options pricing would be heavily skewed to downside based on interest rates alone.

As rates rise blackscholes takes into account the interest rate (risk free rate).

The fed had to crush the vix along with raising interest rates.

🧵👇
barchart.com/options/option…
Image


As the fed lifted rates, it crushed stonk because its better to just buy bonds.

The banks blew up and we off to the races with vix crush - the fed is desperately trying to get yields up to slow demand as OPEC cuts production (remember -no more spr to suck down)investopedia.com/terms/b/blacks…Image
Read 10 tweets
Expound the profound-Cut'n thru bs 1 layer @a time Profile picture
May 11
You blew up your account.
Lets explore what happened....

Notice the flatline over past 27 months....

Heres the math for that line
(20-TVC:VIX)*(28-BATS:UUP)*(TVC:US30Y-TVC:US05Y)*100

👇🧵 Image
Notice the correlation to weird vix flat line and the launch of svix.

Thats not an accident. Image
There are 2 major components to the weird vix flat line, so lets deconstruct them.

The first is liquidity.

US30y-US05y

Read 52 tweets
Expound the profound-Cut'n thru bs 1 layer @a time Profile picture
May 7
Why is MBS a pariah and Putin must not remain in power? Why did Gadaffi and Saddam have to die?

Because of Oil.

Oil is inflation.

Inflation is any countries Achilles heel - in particular in US and in particular for oil.

🧵👇
The carry trade helps smooth out oil shocks. But when Putin - after warning for months Ukraine could never be part of NATO - invaded Ukraine the carry trade wasn't enuf to suppress oil volatility.
Biden tried to smooth the markets by selling off the US strategic petroleum reserve and g7 central banks tried to up the carry trade.

It wasn't enough.
Read 27 tweets

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