Maybe it's me, or my imagination? Even before the latest round of market weakness, most of the feedback and sentiment on my social media feed has tended to bear bearish. I saw a fair number of calls for SPX to eventually test its February lows at about 1820, but I haven't seen a lot of...
Mid-week market update: What's going on with the VIX Index? The VIX, which measures implied option volatility and a useful measure of "fear", spiked dramatically on Monday. While SPX did fall, the magnitude of the decline didn't match past VIX spikes. It prompted this tweet from Ryan Detrick: Rob Hanna at Quantifiable Edges...
Preface: Explaining our market timing models We maintain several market timing models, each with differing time horizons. The "Ultimate Market Timing Model" is a long-term market timing model based on research outlined in our post Building the ultimate market timing model. This model tends to generate only a handful of signals each decade. The Trend...
Rather than indulge in instant analysis, I wanted to give myself a few days to reflect on Janet Yellen's speech on Monday (see full transcript). In doing so, I learned a number of things about Fed policy that I didn't know before: How much does the Fed want to raise before it considers rates to...
Mid-week market update: I like to monitor the option market from a sentiment modeling perspective because, unlike surveys which can swing all over the place, the option market is a forum where people are putting real money on the line. Even as the stock market has been slowly grinding upwards, the option market has been showing...
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