The Second Leg Down

Index

1. 1x2 ratio spreads
   1. see also butterflies; ratio spreads
2. 25 and 10 delta puts strategy
3. 36 South
4. 60/40 stocks/bonds portfolio mix
5. 665 puts
6. academic ideas, critique
7. active fund managers
   1. see also fund managers
8. advance/decline ratios
9. ‘aftershock’ hedges, butterflies
10. ‘air pocket’ declines
11. airplane ticket trade
12. alpha
    1. definition
13. ambulance-style strategies
14. American options
15. Animal Farm (Orwell)
16. ‘Anti-Fragile’ trades
17. Apple
18. arbitrage
19. arrogance dangers
20. Asness, Cliff
21. asset allocations
22. asset managers
23. astronomy
24. ‘asymptotics’
25. at-the-money options (ATMs)
    1. definition
26. Australian Dollar (AUD)
27. Austrian capital markets
28. autoregressive models
    1. see also GARCH. . .
29. back-tests
    1. cautionary note
30. backwardation
    1. see also futures; long-dated contracts; short-dated contracts
    2. definition
31. bad news
32. ‘bad’ options
33. balance sheets, central banks
34. bandwagons
35. bankruptcies
    1. see also liquidations
36. banks
    1. see also central. . .; LIBOR; loans
    2. collateral
    3. credit supply increases
    4. crises
    5. critique
    6. failures
    7. ‘great multiplier’ status
    8. multiplier effect
    9. profits
    10. runs
37. barbell approaches
38. Barclays CTA indices
39. BARRA model
40. barrier options
41. basis points
42. ‘Batman’ trades
    1. see also gamma; ratio spreads
43. bear markets
    1. claws of the bear
    2. put options
44. bear strategies
45. behavioural finance
    1. see also crowding problems
46. ‘being able to sleep at night’ principle
47. ‘bell curves’
    1. see also normal distributions
48. Berlin Wall
49. beta
    1. see also stock indices
    2. definition
50. biases
51. bid ask spreads
52. binary options
53. binary VIX-derived risk index ...