Liquidity and Cheese

Published: Thu 28 January 2021
Updated: Tue 22 November 2022
By steve

In markets.

How to influence prices

“ Suppose the government is trying to increase the price of cheese: It could buy a large quantity of cheese and let the market determine the impact of the policy on price, or it could set a price for cheese and stand ready to buy as much cheese as necessary to enforce that price. Analogously, when using quantitative easing, the central bank buys a stated quantity of securities, but does not directly determine prices and yields.”

Ben Bernanke – March 24th, 2016

Don’t cry for me, Mr Cohen

$GME short squeeze has produced some classic Twitter trolling:

After the $GME event, anyone who thinks that $TSLA share price over the last couple of years reflects the NPV of future cashflows to the shareholders vs. stock price manipulation is either an idiot or a bot. …

Wrap

It was (just a risk on day today):

  • 10 year yield back up above 1% (1.052% at close),
  • SPX rebounded strongly from yesterday’s collapse (NQ, SP & RUT each up 1%),
  • Value outperformed growth: XLF (financials) up 1.9%,
  • USD up against everything except NZD,
  • Steepening across all currencies, basically,
  • Crazy price action on Gamestop, outrage as RobinHood restricts trading.
  • Silver (and miners) got a boost from WSB pumping SI.

People are pretty cross about Citadel, and Ken Griffin, and the fact that they paid Janet Yellen $810,000 for a speech or two:

Short selling

There is a lot of anger, and enthusiasm, about short selling. My take on it is that all trades should be viewed as going long one asset, and short another. This is easiest to understand in FX, where both assets are regarded as money, but in different countries. But FI markets are just swapping money now for money in the future (or vice versa). And equity markets are swapping cash for shares, or shares for cash. Shares are just one obligation of the company, the residual claim. They are very like bonds, except the holders swap a right to fixed dividends for a right to residual income.

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