Jesse's Café Américain

"You are the very cause of your ignorance, yourselves. You put away the light, yourselves; you first pluck out both your own eyes, yourselves; and after that other men’s too, so that the blind may lead the blind, until you both fall into the pit.”
Thomas More, The Sadness of Christ (Gethsemane), Tower of London, 1535

Showing posts with label MBS Purchases. Show all posts
Showing posts with label MBS Purchases. Show all posts
22 January 2010

About Those MBS Purchases in Option Expiry Week

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Several readers were kind enough to write in with more material about this correlation as noted in the ContraryInvestor as I had requested. ...
21 January 2010

Why Are 86% of the NY Fed's MBS Purchases Occurring During Option Expiration Weeks?

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My friends at ContraryInvestor have published some remarkable data this evening in their twice weekly (subscription) analysis of the econom...
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