Loading ...My- your re “problem will not be solved until men will take more responsibility” The problem is woman simply look too damn good. You know, attractive to men. They say it takes two to tango. ?
That’s my point. Lol
Richard640 @ 15:48
The volume put/call ratios are meaningless. The only ratios that have mattered on a sustainable basis have been the open interest ratios on the SPX, with values still above 2, meaning twice as many puts as calls are open.
For this reason, as long as they continue to print money, the rigged casino that is the stock market, will see higher values due to the perpetual short squeeze.
This supports the hypothesis we see a crack up boom as opposed to a deflation as it’s all just a ponzi based video game at this point, with the machines in control and squeezing the put buyers.
Higher interest rates could change things but yields are set to cycle lower in coming months.
Cheers
I wonder if MUX is going under a dollar?
With a big kick down the stairs from the CEO.
Calling. Captain Hook-stat emergency! Could u. please help us with this article?–TIA
OPTIONS MARKET
Two broad-based options indicators are signaling potential giddiness from speculators
Not to be outdone by the stock market’s run to new records, a number of options indicators have lately been exploring new milestones of their own. After its recent peak above 1.00, the Options Clearing Corporation (OCC) all-exchange, equity-only 10-day option volume put/call ratio has swung to yet another extreme — this time, on the low end of the spectrum. The ratio checked in at 0.73 on Nov. 15, hitting its lowest point since late September 2018.
At the same time, the OCC all-exchange, all-volume 10-day put/call volume ratio has also been plummeting. This metric matched its equity-only counterpart’s aforementioned low with a 0.757 nadir — and in fact, both of these put/call ratios have since remained below 0.80 for at least 10 consecutive days, an occurrence which last took place in November 2017.
Taken together, the sharp, simultaneous skid lower in these two put/call ratios point to a sudden shift away from puts and toward calls — and from a sentiment perspective, that’s signaling potential giddiness in the options market.
Mr Copper
Kirkland seems to be a pretty good stock. These bigger buyers seem to always go down when they buy while what they’re buying goes up, but keep a eye on it and how well they manage their buy. Any drop could be a buying op depending on when by the sector.
Re Kirkland Gold
Boy lucky me. I sold what little I had, 100 shares, on Nov 21st. That drop would really piss me off. I’ll watch it, and Gold a while and probably buy back in.
Its still up over 500% from the bottom early 2017.
P.S. sold HMY too that day, and bought some platinum SBGL and Cannabis TGODF and ACB with the cash.
Looks like another FPR Day
* Fetal Position Required
Laters
Wish I’d put more dinero into this one
Teranga Gold Declares Commercial Production at Wahgnion Gold Operations; Expected to Achieve Upper End of 2019 Production Guidance
https://ceo.ca/@nasdaq/teranga-gold-declares-commercial-production-at-wahgnion
A BIG DEAL
Kirkland Shares Tumble After $3.7 Billion Deal to Buy Detour
(Bloomberg) — Canada’s Kirkland Lake Gold Ltd. headed for the biggest slump in Toronto trading in more than four years after announcing a C$4.9 billion ($3.7 billion) agreement to buy Detour Gold Corp.
With an all-share deal, Kirkland will take advantage of a record stock price to acquire the company, which operates the Detour Lake mine in northeastern Ontario. The agreement values Detour at C$27.50 a share, a 24% premium to the closing price on Friday.
cont. https://finance.yahoo.com/news/canada-kirkland-buy-gold-rival-123402895.html
It your name’s not Trump there’s not much interest
State Department Releases Detailed Accounts Of Biden-Ukraine Corruption
A liberal watchdog group’s attempt to nail Rudy Giuliani has backfired in spectacular fashion after their FOIA request resulted in the US State Department releasing detailed accusations of corruption against the Bidens – based on interviews with former Ukrainian officials who were in charge of the investigations.
A Striking Collection of Duck-Like Features
John P. Hussman, Ph.D.
President, Hussman Investment Trust
November 2019
When I see a bird that walks like a duck and swims like a duck and quacks like a duck, I call that bird a duck.
– James Whitcomb Riley
Current conditions
At present, our measures of valuations are breathtakingly extreme, and our measures of market internals are negative and divergent. Yet despite these market extremes, we always have to allow for the possibility that investors will take the speculative bit back in their teeth. An improvement in the uniformity market internals wouldn’t avoid the negative total returns that we project for the S&P 500 over the coming 10-12 years, nor would it reduce the 50-65% downside risk that I continue to view as likely over the completion of this market cycle, but it would defer our immediate near-term downside expectations for the market.
Here and now, we observe a combination of market conditions that has historically been permissive of “trap door” market losses. I use the word “permissive” because market losses are not a certainty. Rather, when we examine points of extreme market risk across history, they share many of the features we observe today.
Put it this way. If a high-risk market peak were a duck, observable market conditions presently include a striking collection of duck-like features, including unfavorable market internals on our measures, extremes in valuations, sentiment and price behavior, along with deteriorating leadership (e.g. new highs vs new lows), credit (e.g. corporate debt, high-yield bonds, leveraged loans), breadth (e.g. advancing vs. declining issues), and participation (e.g. the percentage of stocks in defined uptrends). In hindsight, these spikes in duck-like conditions have often proved to be market tops.
