主题：【原创】熊死蹬有机可乘？ -- 倥偬飞人
家园 我作了超短线。8月份put ITM的时候就出来了，错过了大好时机 家园 我胆子比较小 总觉得BSC实力强的很，不敢弄大。做了两次Calendar Put Spread，结果一次立刻跌到 $135 strike price就只能出来了，只有10%多点；前几天又put了一次，今天又出来了，50%不到点。两次都跌得比我预期的快。跟飞人兄不能比，不过自己还算满意，赚钱总比亏钱强多了不是
家园 五体投地拜服！！！ 能选出好股来做空或者做多的人不少，愿意花宝贵时间来写长文章、连载、回复帖子，给大家讲解、推荐、分析的，这可就少而又少了。
另外今天狗剩也跌去七八块，有点意外。是不是因为它也搞了不少次级贷款的毒垃圾玩，所以大家估计它也很难不湿身。
家园 请分析一下加币 本周有报道说油价和加币已经接近顶部,加拿大的基金开始增加美国,中国股票的头寸.飞人兄的看法如何?
家园 不是手气好, 是分析能力好,站得高看得远. 家园 三分天注定，七分靠打拼。飞人兄功课做得太好，应该的。恭喜！
家园 次级房贷，是挥之不去的阴影 评级机构终于开始降低MBS/CDO之类的信用等级，否则他们自己的信用就荡然无存了。其实Ohio州的检察长已经在考虑起诉这些评级机构。
Moody's downgrades 399 mortgage-backed securities
熊死蹬一个趔趄，跌掉4%，看起来还是处于下降通道中：
外链图片需谨慎，可能会被源头改家园 一些消息 Buyers avoid Bear Stearns' cut-priced sale
By James Mackintosh and Gillian Tett in London
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Vulture funds and others have been quick to bid for holdings in the two funds, but the best bid for bear Stearns High-Grade Structured Credit Strategies Enhanced Leveraged Fund, the more geared of the two, is just 5 cents on the dollar.
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S&P finally says subprime is mostly junk
Commentary: New methodology is death knell for the troubled industry
家园 熊死蹬已经有人开始考虑买进了。 是以价值评估的观点分析，不是技术面。
虽然文章的结论是还不够便宜，但毕竟是开始考虑了。
家园 somewhat technical article very enlightening to me.
Investment Landfill: How Professionals Dump Their Waste On You
http://www.financialsense.com/fsu/editorials/tustain/2007/0703.html
家园 some claims are not true... the author does not discuss the importance of the first loss position in the cash or synthetic CDO. Moreover, the usage of the one factor Gaussian copula model has already been criticized in the 2005 market turmoil, see GM and Ford.
The biggest problem in the CDO market or CDO pricing is the correlation of the default. They have fat-tails and cannot be captured by the first two moments.
家园 I had to read this to understand your comments.
http://infoproc.blogspot.com/2005/09/gaussian-copula-and-credit-derivatives.html
it seems there are CDOs for not only home mortgage loans, but for corporate bonds as well.
