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Tag Archive | "etf"

Henry Hub or Henry Higgins? How Not to Trade Natural Gas

Thursday, December 3, 2009

7 Comments

In early September, I tried to take the other side of the case against UNG, the popular natural gas ETF, regarding its perceived failure to track spot natural gas prices (“The Fuss Over Natural Gas“). At the time, I admitted that my defense – roughly, “it isn’t as bad as all that” – was anecdotal and didn’t address any sof the fundamental worries that caused the dislocation in the first place. I also warned that UNG shareholders weren’t being compensated…

The Fuss Over Natural Gas

Wednesday, September 2, 2009

2 Comments

People have been up in arms for months now about the troubles at the United States Natural Gas Fund, LP (NYSE: UNG), the ETF designed to track the price of natural gas. And, as far as I can tell, rightly so: the whole point of ETFs is that they were meant to be a nearly frictionless, relatively simple alternative to the clunky closed-end funds (CEF) and managed products that our parents and grandparents had to contend with. But UNG recently…

An A Priori Argument Against the Technical Analysis of Leveraged ETFs

Tuesday, February 10, 2009

1 Comment

One of the trading myths we noted recently has generated some questions.  There seem to be some passionate proponents of applying technical analysis to leveraged ETF charts out there, and while that notion has already been debunked elsewhere, we thought we’d take a different approach, just for fun. Here’s an argument in favor of technical analysis based on support and resistance.  Define “support and resistance” however you wish, as long as the definition has to do with price behavior driven by buyers…

Is a Volatility ETF a Good Idea?

Wednesday, September 10, 2008

1 Comment

Bradley Kay at Morningstar would like to see an ETF that tracks the VIX: Equities not only provide a return, but they also have a volatility that estimates how risky they look in the near future. [...] While it has historically hovered around 20, the VIX falls during quiet market periods and spikes when a flurry of trading activity buffets the stock market. An investment in this index would provide a valuable hedge against periods of heightened uncertainty, and since volatility…

Bulls: “We’ve Made a Huge Mistake…”

Thursday, June 26, 2008

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On a day like this, you really need to start off any post with some good news.  Apparently, one of the greatest television shows of our time might be made into a movie: we’re talking about Arrested Development.  So you see, there is hope for this country after all.  (Nevermind that we’re all so scared of the boogeyman that the government will be warrantlessly watching the movie over our shoulders; that’s a matter for another day.) Okay, now to the issue at…

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