AAPL Leads Stock Surge To New Highs
納什均衡数学完备 的結果 (無引號)：
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wiki.mbalib.com/zh-tw/博弈论 - 中華人民共和國頁庫存檔納什均衡(Nash Equilibrium)：在一策略組合中，所有的參與者面臨這樣一種 .... 數學家們將具體的問題抽象化，通過建立自完備的邏輯框架、體系研究其規律及變化。
Broadly speaking, risk assets were not as dismal as equity markets today -
holding on near the highs for much of the day. The late day surge higher
in AAPL - that dragged everything higher - was a recoupling to risk-assets on
the day as volume surged and average trade size picked up
significantly. AAPL ended up at the record-high day's closing VWAP
(around $672) perhaps suggesting some algo-driven liftathon to enable the bigger
boys to exit the heavily-weighted-in-the-index name - and right in front of
Bernanke's big day tomorrow, it seems odd - other than short-covering squeezes -
to be positioning this heavily long. HYG once again soared (playing catch-up to
HY credit spreads), VXX tumbled into the close as VIX dropped following the ESM
decision (though was not as ebullient as stocks ahead of tomorrow's NFP).
Treasuries just kept leaking higher in yield (now 5 to 30Y yields higher by
5-10bps on the weeks) - and crushing the spread to MBS. The USD was stable most
of the day after early weakness, on EUR strength after the ESM decision, was
unwound. A bump-and-dump in commodities ended generally unchanged aside from
Silver which had its own mysterious flash-crash soon after the US day session
close. Credit tracked stock generally on the day and was quiet. S&P
futures take out (after-hours) the highs of the day/year/four-years. Need Moar
QE.
S&P 500 e-mini futures took out the year's highs after hours and turned back modestly lower (but found support at yesterday's closing VWAP twice today)...
Commodities were dominated by some crazy Silver action today...
AAPL liftathon coincided with Monday's VWAP close...
and risk assets in general did not sell off with stocks - which led to the program buying catch up into the close we suspect as correlations tried to square up ahead of tomorrow...
Charts: Bloomberg and Capital Context
S&P 500 e-mini futures took out the year's highs after hours and turned back modestly lower (but found support at yesterday's closing VWAP twice today)...
Commodities were dominated by some crazy Silver action today...
AAPL liftathon coincided with Monday's VWAP close...
and risk assets in general did not sell off with stocks - which led to the program buying catch up into the close we suspect as correlations tried to square up ahead of tomorrow...
Charts: Bloomberg and Capital Context
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