Comments (0)

By Tai, August 4, 2010 9:11 am

I’m currently bearish toward VNI.

Financial sector: highly volatile and facing heavy pressure from interest rate risk and the recent credit rating downgrade.

Food industry: business cycle shouldn’t lie, but fundamental has been a big fallacy.

I’m longing REE.

Comments (0)

By Tai, January 27, 2010 11:08 am

US

ρ (DJIA, VNI) _2006-2009 = 0.7741

ρ (S&P 500, VNI) _2006-2009 = 0.7528

EU

ρ (FTSE, VNI) _2006-2009 = 0.7374

ρ (DAX, VNI) _2006-2009 = 0.8406

Asia & Oceania

ρ (NIKKEI 225, VNI) _2006-2009 = 0.7114

ρ (HSI, VNI) _2006-2009 = 0.6509

ρ (STI, VNI) _2006-2009 = 0.8519

ρ (CN SSE, VNI) _2006-2009 = 0.6936

ρ (ASX, VNI) _2006-2009 = 0.8507

Below is the regression lines between one high, one ‘medium’ and one ‘low’ correlations