Tuesday, July 10, 2012

Checking the Risk Asset Layout... In the mean time

Take a look at CONTEXT.

This is an earlier capture from today
 The underlying risk assets that go in to putting together CONTEXT's proprietary ES model have been seeing what appears to be improvement. This would include Credit, Treasuries, etc. CONTEXT is a quick and dirty look at underlying risk assets and what they are doing, they form a model of ES fair value and judge it against Es with a histogram, that has been improving.


A more recent capture shows risk assets seem to be improving even more. I'm going to take a closer look at our model.

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