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Controlled experiment in futures markets: onions (cnn.com)
46 points by emmett on July 9, 2008 | hide | past | favorite | 24 comments



This is evidence that speculators are not to blame. If you remove speculators, you remove liquidity. No liquidity, higher volatility, and higher probability of price manipulation (think Enron).

It's also worth noting that the distaste for market speculation is inversely proportional to how well the market is doing.


This is evidence of nothing except that one number looks more volatile than other numbers if you measure that number more frequently.

"Since 2006, oil prices have risen 100%, and corn is up 300%. But onion prices soared 400% between October 2006 and April 2007, when weather reduced crops, according to the U.S. Department of Agriculture, only to crash 96% by March 2008 on overproduction and then rebound 300% by this past April."

I mean, seriously? For oil and corn they compare two points, but for onions they compare October 2006-April 2007, April 2007 - March 2008, and March 2008 - April 2008.

I could just as easily look at the change in onion prices between October 2006 and now, and then pick 3 arbitrary dates when oil prices hit extremes, to "prove" how having a futures market makes prices more volatile.


The selective timeframes showcase the volatility. If a security moves 5 points in a week, and a year later it moves 5 points in a day, it becomes more volatile.

Going up 400% in half a year versus 300% in two years is pretty volatile.

That being said, they probably use bad stats to dumb it down for the average reader. What you want to look at is the {rolling stDev, average true range, volume} to get a better feel for it.

Also, it's happened in other commodities that you can trade contracts on, but they are so thinly traded that they can make really big moves.


"Going up 400% in half a year versus 300% in two years is pretty volatile."

But for all we know the latter item could have gone up 1,000,000% in the interim and then settled down to 300% at the end of two years.


Then they would have pointed that out.

I agree with your point that it's not the best statistic to show the basis, but the underlying premise remains the same.


An article about the onion and one from The Onion on the front page. I'm in tears.


"I'm in tears" Puns ftw!


I worked at a wholesale onion company when I was about fifteen, and one of my first questions was why nobody was hedging anything with futures.

What actually happened is a little more complicated than the article suggests: the business now attracts people who love that kind of volatility.


The lack of transparency in oil futures trading has been a concern for many, not just trading in itself.

See http://levin.senate.gov/newsroom/release.cfm?id=257862


High oil prices weren't a problem during the stock bubble of 2001, or even the housing bubble of 2004. The reason that oil prices are skyrocketing, is simply that traders (mostly hedge funds) are putting all their money into commodities instead of, stocks, real estate or bonds. All that regulation will accomplish is forcing the collapse of the commodities bubble, and we'll end up with a bubble elsewhere.


If the Fed would actually do it's job and drain the swamp (remove excess credit from the system), it would help calm the bubbles.


If you agree with this line of thinking: The Great Moderation - http://www.winterspeak.com/2008_07_01_archive.html#150265996... then the real issue is relative rates of consumption.


How can they remove excess credit? If they do, it would collapse the financial industry. That's why they had to bail out BSC.


It wouldn't collapse [all of] the financial industry. Any banks which may already be insolvent without FRB loans would have to declare bankruptcy. There are probably a couple solvent banks out there. Failure seems to be a fair and natural outcome for businesses that are poorly managed or choose unsustainable business models.

The FRB can remove the slosh by not rolling over loans to primaries when they come due, and by putting back the trash securities they took as collateral through the TAF and TSLF.



There weren't high oil prices in 2000 because there wasn't global demand for oil.

Oil is skyrocketing because we are consuming more oil than producing. On a daily basis.

I won't deny that there's a commodities bubble going on right now. But it's not just hedge funds. You have new ETFs opening up for individual investors that grant exposure to other asset classes, which isn't necessarily a bad thing but it's giving the smart money the opportunity to bail before the pop.

Bubbles happen. It's part of the market. Regulation or not, they will still occur.


"Oil is skyrocketing because we are consuming more oil than producing. On a daily basis."

Oil has been fluctuating by as much as 10% per barrel in a single day. That's not due to changing global demand. Global demand for oil can't even be measured that precisely.

Right now, the oil futures market is overreacting to everything -- up to and including speculation that the market might overreact next week. The overall trend is correct, but there's no rational argument for the ~$50 gain per barrel we've seen since the beginning of the year.


That increase in volatility usually precedes a correction.


Yeah, I know. I was commenting on your assertion that the current price of oil is due to supply problems.


If speculation is pushing up the price, why are futures prices less than spot, and why is there no inventory buildup? And why are iron ore prices, for which there aren't futures, up so much?


With so many bubbles all the time, I'm starting to feel like the world economy has become some sort of fizzy drink.


Check out The New Yorker's take... http://news.ycombinator.com/item?id=241284

makes sense to me.


Amen. They need to stop OTC trading by big firms. One of the main perpetraders (get it?) is InterContinentalExchange.

There's nothing wrong with having a market. But the market has to be open for everyone.


How can the market "be open for everyone" if they stop trading by big firms?




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