Netto's Numbers

Keeping an Eye on the Yield Curve

osok — Tue, 15 Dec 2009 16:25:38 -0500

The real move in tomorrow's Fed announcement will happen with the 2-10 curve and how that plays out. read more »

Handicapping the Forex Market for Next Week

osok — Sat, 29 Aug 2009 15:20:24 -0400

Low volatility seems to be the prevalent theme when breaking down the prospective action for the upcoming week. read more »

The Equity Volatility Skew and Its Impact on the FX Market

osok — Wed, 19 Aug 2009 23:43:25 -0400

The risk appetite/risk aversion sentiment which seems to oscillate on a day-to-day basis has at times put all asset classes into one camp or the other. read more »

Netto's Numbers Returns

osok — Sun, 16 Aug 2009 20:11:12 -0400

Lifting Feb Leg of Yen Calendar Spreads

osok — Thu, 05 Feb 2009 00:28:52 -0500

John Netto - Chief Investment Strategist - A few weeks ago we put on Feb/March Calendar spreads on the Yen by buying the 115 March calls and selling the 115 Feb calls. read more »

Widening Sovereign Spreads and "Re-Coupling" are dominent Themes on Inauguration Day

osok — Wed, 21 Jan 2009 10:00:21 -0500

Preview of Jan 12-16: Risk Aversion Back En Vogue

osok — Sun, 11 Jan 2009 22:54:43 -0500

The Financial Modelers' Manifesto By Paul Wilmott and Emanuel Derman

osok — Thu, 08 Jan 2009 00:23:26 -0500

Preface read more »