The Average Investor's Blog

A software developer view on the markets

The Weekly Update

Posted by The Average Investor on Mar 13, 2011

Considering what’s happening around the globe, the markets seem to be holding quite well. A little pullback, but still long on all major indexes. With the exception of S&P 500, everything else is getting pretty close (within 5%) to their moving average – finally some excitement after this long lasting trend.

Asset Symbol Position Date In Gain
Nasdaq 100 ^NDX Long 2010-09-03 22.93%
US REIT VNQ Long 2010-07-23 15.82%
S&P 500 ^GSPC Long 2010-09-30 14.29%
Emerging Markets EEM Long 2011-03-04 -1.86%

 

Volatility has also been picking up lately, but nothing out of the ordinary so far:

library( quantmod )
getSymbols( "^GSPC", from="1900-01-01" )
GSPC.rets = diff( log( Cl( GSPC ) ) )
index( GSPC.rets ) = as.Date( index( GSPC.rets ) )
lineChart( theme="white", GSPC.rets["2010/"], name="S&P 500 Volatility" )

 

S&P 500 Volatility

S&P 500 Volatility

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