iShares Lehman TIPS Bond (TIP)

All Comments on TIP

  • commenter
    Smart ETF
    Oct 12 07:38 PM
    Asset Allocation and ETFs: Pimco's El-Arian in 2008 [view article]
    Performance of this magnitude is a result of using mean variance and ill-fated risk metrics like VaR and Standard Deviation. I spoke at last years Schwab conference and warned of the dangers of using these older asset allocation methodologies and warned of the risk in the markets at that time (last Fall). Managing ETF's using newer theories like Extreme Value Theory would have resulted in losses of 13.2% YTD. Extreme Value Theory and its application to asset allocation, Dynamic Portfolio Optimization, would have prevented this level of loss because it uses recent Nobel winning concepts like GARCH instead of 50 year old ideas like MVO, and replaces normal distributions with stable distributions (log-based distributions with fat-tails that scale). Read Mandelbrots book 'The (Mis)behavior of Markets. Reply
  • commenter
    Ben5519
    Oct 12 03:43 PM
    Tactical Asset Allocation, Part I [view article]
    Geoff,

    If you believe in reversion to the mean, it would seem that IIH is a great buy right now, wouldn't it? Also, have you ever considered taking a short position on ETFs that QPP predicts will have a significant negative return?

    Thanks,
    Ben     Reply
  • commenter
    myinvestorsp
    lace
    Oct 12 01:19 AM
    My Website
    Investment Ideas For Hard Times To Come [view article]
    This comment is good.At some point in most people’s lives comes a realization that the dreams of youth and more sober aspirations of early adulthood may never come to pass. A childhood fantasy to become a famous movie star, a teenage obsession to excel on the athletic field. Reply
  • commenter
    Charlie
    Bottle
    Oct 11 06:05 PM
    My Website
    Treasury Bonds: The Short of the Century [view article]
    My timing on this article was clearly off as it is now patently obvious and as pointed out by several of the comments (fxtrader07, djzvue and others). clerly inflation is of the table for a while and while the US government creditworthiness look even worst know with all the bailouts and the recession looking much worst, there are really not much safe alternatives to treasuries right now. There will come the day to short them but it is probably many months/year(s) off. Reply
  • commenter
    the sky is
    falling
    Oct 10 02:51 AM
    Investment Ideas For Hard Times To Come [view article]
    The regulators have failed and failed and failed and failed and failed and failed. Why? Because the answer and solution they use every time is the same. It never changes. They are manipulating this crisis to their eventual takeover now of all banks, not just the failing ones. How's that for a fix. We control the money the money supply, the rates on the money, when and who gets the money, how much to spend of the money and soon they will be taking all our money and yours. This takeover of the banks does a huge thing for the politicians: if that happens the banks and IRS will be blended to automatically confiscate any sign of wealth you may be accumulating in a manner they might not approve of. Although our money says "for all debts public and private", this has not been true for a long time. Not since the IRS and Congress took such wide view control over collection and rights to and of course estimated quarterly (Ie. weekly payroll taxes)tax payments to them. They have grown so accustomed to this pilage and plunder every last cent they think is left out here, they have started to eat their own tail so to speak. Soon there will be nothing left but nothing. Total deflation is almost upon us and actually is in stocks and the other markets. It is too bad too. All they had to do, and they knew this and so did those few in Congress that tried to hold out against this felonious money grab from the taxpayers, all needed was a few changes in some of the accounting laws that prevent these large companies from absorping the losses in their wholly owned subsidiaries and the repeal of all the capital gains tax at all levels. Instead they ran through this poop noodle law with so much in earmarks and pork it makes me want to go to washington DC and just find a group of our elected officials and begin uncontrolably vomiting and spewing monumentous amounts of chunk all over them. I would hope this impossible feat would I be able to maintain for at least 10 whole minutes. Chasing them and spewing ridiculous amounts of bile and spunge clods upon their heads and persons completely and thoroughly soaking all who have ever written in an earmark or subsidy or a handout to a lobbying group all the way through clothing to the skin with puke. I think that might make alot of us feel better and would get the message across that we as a Nation are fed up with how our lives are being ruined by their innane repetitous inept (but carefully planned to benefit them) policies that do not help anyone in this country without it benefitting themself. Yes they make me sick. They should do the same to you and I hope I see you there vomiting your spew chunks of bile upon another many shamefull disrespecting politicians. Do it at the local and state level too cause those idiots have been copying Main St. all along. Puke Puke and puke some more.

    Barf for change. Barf for change. Barf for change. Barf for change.
    ?:^O>bbbbweawoowwew... woewaowaofofoeiossssssdsspsppslstsplatsplatptooey. ?:^O>
    Barf for change. Barf for change. Barf for change. Barf for change.
    Reply
  • commenter
    doonboggle
    Oct 09 02:08 PM
    Investment Ideas For Hard Times To Come [view article]
    1. Regarding the comments to the writer's opinion statement of 24/7 printing presses for the social system, he is right on the 'money'. 'Money', as defined generally in dictionary, is "something generally accepted as a medium of exchange, a measure of value". Well, to be frank, and back to the 24/7 comment ... folks, we ain't got any 'money' these days. With the presses working overtime, and for the past several decades, we have 'PAPER'. No gold standard, no silver notes, etc. as we did several generations ago ... thanks to 'Tricky Dicky' of course.
    2. Regarding blame ... yes it is spread out all over the political landscape ... but, to be frank (aka BARNEY FRANK ), the massive blame belongs in the Demo. camp. Without ALL of the social welfare programs that began in the Roosevelt years, this country would be in much better shape. With all the aid to the leaches of this country, there is no hope. Unfortunately due to the human psychic, 'FREE" is the word of the day-decade-year-whatev... For thousands of years welfare was extremely limited. Not any more! Sit on your butt...get your welfare check ...have more babies to get more checks, on and on and on. Tax and spend is the motto of the far left so that the country, as we are, will go belly up ... then they can sieze power and put all their idols in office. Thank goodness I am an elder person and won't be around to see the chaos that is just over the horizine ...all thanks to the Demo. far left idiots.
    FWIW     Reply
  • commenter
    Whidbey
    Oct 09 07:35 AM
    New Treasury Supply: Did It Already Cost Taxpayers $240 Million Today? [view article]
    The spread on tips is the difference between the say the 10 year bond and the ten year inflation protected 10 year bond. The spread is the expected inflation payment on the TIP. Currently the spread is sloppy and shows relatively low, but growing inflation expectations. The % accepted is the number of bids the Treasury accepted and delivered bonds against dollars from buyers. Some bids were too high for the Treasury and they were not accepted. You need to read a little. Z Reply
  • commenter
    Whidbey
    Oct 09 07:31 AM
    New Treasury Supply: Did It Already Cost Taxpayers $240 Million Today? [view article]
    It means the price for money rose due to excess demand. The US Treasury posts daily US Treasury Daily Yield, on its site. The point is some 7-10 years yesterday cost 30 bps more to sell because no one wanted more treasury 5-10 year paper. That easy and so costly. Z Reply
  • commenter
    User 259599
    Oct 08 08:10 PM
    New Treasury Supply: Did It Already Cost Taxpayers $240 Million Today? [view article]
    Questions: On the $6bil TIPS auction, does the 100 point spread mean the dealers actually pocketed that amount? Also, what was the % of the accepted bid? I assume this is posted somewhere on the Treasury website, but where? Reply
  • commenter
    Whidbey
    Oct 08 06:55 PM
    New Treasury Supply: Did It Already Cost Taxpayers $240 Million Today? [view article]
    The effects of the force out on federal notes and paper was palpable today. Down in FFunds rate and up in price is all they know. Most people will never understand that the Treasury was sloppy and too lazy to accommodate the dealers or ease into the market. It is our government but what a price we pay. I dislike the Treasury and its secretary more each day. ( OK, I had several million in governments including GNMAs) and I got clipped about 14,000 per mil. I am pi$$ed, for a lady. Reply
  • commenter
    Owen
    Oct 08 06:25 PM
    New Treasury Supply: Did It Already Cost Taxpayers $240 Million Today? [view article]
    No probabilities involved here. A practical truism: as long as they can print money, they can pay their bills. Simple.

    So you believe the government of China, on the long side of your short US bond, won't be able to pay for the settlement of the futures contract? Do you even understand how futures clearing works?


    On Oct 08 05:10 PM westwest888 wrote:

    > Owen - lemme guess, default is impossible because it's a 10 standard
    > deviation event in your model. I would short treasuries, except
    > the counterparty won't be able to pay when I'm right because they
    > have no money.     Reply
  • commenter
    Whidbey
    Oct 08 05:28 PM
    New Treasury Supply: Did It Already Cost Taxpayers $240 Million Today? [view article]
    The Treasury has no need of being efficient since there is no incentive to be other than functionaries. The treasury is simply desiring to get the paper pumped out and let the dealers do their work. Undertakers rarely know their clients and they tend to be a little indifferent. Hank is just getting the job done under extraordinary circumstances. Z Reply
  • commenter
    westwest888
    Oct 08 05:10 PM
    New Treasury Supply: Did It Already Cost Taxpayers $240 Million Today? [view article]
    Owen - lemme guess, default is impossible because it's a 10 standard deviation event in your model. I would short treasuries, except the counterparty won't be able to pay when I'm right because they have no money. Reply
  • commenter
    TinyTim
    Oct 08 05:04 PM
    CPFF, TAF, TARP, Bailouts and All That Jazz [view article]
    anybody heard of a liquidity trap? Reply
  • commenter
    Owen
    Oct 08 05:04 PM
    New Treasury Supply: Did It Already Cost Taxpayers $240 Million Today? [view article]
    Good move, Friendly.

    Shorting through CBOT futures is more efficient, though.


    On Oct 08 04:52 PM Friendly wrote:

    > Actually, I am short via TBT and earned a years interest today with
    > more to come! Bond holders are expected to "contribute" to the survival
    > of the economy too.     Reply
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