Browse Stacks: Analytics: Correlation

hedgehogs&therutty.jpg
hedgehogs&therutty.jpg
For 1st time in 17 weeks, #hedgefunds net long $RUT futures, even as cash showing signs of fatigue after huge run. $IWM
daButcher
Treasury-Bund Spread .jpg
Treasury-Bund Spread .jpg
Treasury-Bund Spread Says Dollar Has More Room to Fall
daButcher
1
S&Pcyckes.jpg
S&Pcyckes.jpg
Market has laughed at the "typical seasonal weakness" story this year. Won't stop folks from talking up "typical s...
daButcher
VIXfutures.jpg
VIXfutures.jpg
Another new record in noncommercial net shorts in $VIX futures: Expect zombie-like action until a geopolitical cat...
daButcher
4
SPXweekly.jpg
SPXweekly.jpg
Other times since 2009 that newsletter bulls-bears spread was >45%. Last time was March ($SPX fell 3% during month)
daButcher
M&Apeaked.jpg
M&Apeaked.jpg
Global M&A activity has slowed and likely peaked.
daButcher
expectations all time high.jpg
expectations all time high.jpg
A record percentage of people think the stock market will rise over the next 12 months
daButcher
2
MChammer.jpg
MChammer.jpg
The stock market has become excessively calm and quiet, befitting a meaningful top.
daButcher
2
2 oct5.PNG
2 oct5.PNG
SILVER SINGULARITY
1 oct5.PNG
1 oct5.PNG
Since 2009 low, divergences preceeded a crisis
SILVER SINGULARITY
3 sept25.PNG
3 sept25.PNG
SILVER SINGULARITY
2 sept15.PNG
2 sept15.PNG
SILVER SINGULARITY
20170913_top[ix.jpg (960×503)
20170913_top[ix.jpg (960×503)
Bank of Japan net asset value of Japanese stock market ETF vs. Topix
Tim Knight
20170908_put.jpg (761×514)
20170908_put.jpg (761×514)
Last week, former fund manager Rich Breslow made it clear that "the only thing standing between this being full-blown...
Tim Knight
1
20170824_dow1.png (959×500)
20170824_dow1.png (959×500)
Don't Fight The Fed...Or SWFs, Or SNB, Or Buybacks
Tim Knight
2
charts 4.jpg (1198×698)
charts 4.jpg (1198×698)
Alarm Bells Ringing: Cantillon Consulting’s stock market thermometer, the Sotheby Indicator, is flashing warning...
Tim Knight
1
$VXO2.jpg
$VXO2.jpg
The closing quote monkey business in VXO continues this week. Today should have been new closing low, but "somebod...
daButcher
1
$VXO.jpg
$VXO.jpg
Something screwy going on lately in VXO quotes. Somebody painting the tape at the close?
daButcher
20170714_eod13.jpg (1144×619)
20170714_eod13.jpg (1144×619)
Tim Knight
2
tip-tlt-ratio-testing-dual-support-after-falling-hard-june-30.jpg (1295×673)
tip-tlt-ratio-testing-dual-support-after-falling-hard-june-30.jp...
Is the reflation theme now hitting a key support level and about to reverse higher as many are saying the reflatio...
Tim Knight
1
20170628_last.jpg (1160×731)
20170628_last.jpg (1160×731)
f you look really hard at the chart you may notice the one "asset" in the world that 'agrees' with US equities......
Tim Knight
8
stock-bond-ratio-breaking-below-dual-support-june-26.jpg (1295×680)
stock-bond-ratio-breaking-below-dual-support-june-26.jpg (1295×680)
Over the past 90-days, bond ETF ZROZ has nearly doubled the returns of the S&P 500. Despite the S&P doing well thi...
Tim Knight
5
VIX2.jpg
VIX2.jpg
Volatility Index: 7 out of top 20 lowest weekly closes have occurred in 2017. Most peaceful market in history. $VIX
daButcher
1
cdn2.socialtrade.com/comsy..._i9Cv6k_m.png
cdn2.socialtrade.com/comsy..._i9Cv6k_m.png
Yield and Tops
BIGOLDED
DCydT2UXYAIjscq.jpg:large (1260×603)
DCydT2UXYAIjscq.jpg:large (1260×603)
Tim Knight
1
stock-bond-ratio-could-be-creating-double-top-and-hands-pattern-june-15.jpg (1293×675)
stock-bond-ratio-could-be-creating-double-top-and-hands-pattern-jun...
Below looks at the Stock/Bond ratio (SPX/ZROZ), using the two assets from above. The ratio in our humble opinion,...
Tim Knight
MovingAverages.jpg
MovingAverages.jpg
The importance of moving averages
daButcher
3
putcallratio.jpg
putcallratio.jpg
CBOE's Equity Put/Call Ratio 21MA is below its lower band, working without a net Q2 quad witch.
daButcher
inflationary-indicator-tiptlt-ratio-continues-to-fall-may-31.jpg (1297×677)
inflationary-indicator-tiptlt-ratio-continues-to-fall-may-31.jpg...
Inflation indicator breaks support, continues to fall
Tim Knight
1
RUTTYvsNASTY.jpg
RUTTYvsNASTY.jpg
Here is every time in past decade when big-cap tech reached a new high and barely half of small-cap stocks were in...
daButcher
1
20170525_bezos13.jpg (960×507)
20170525_bezos13.jpg (960×507)
And in case you were wondering what was driving AMZN's success?
Tim Knight
2
Hedgefundnet10year.jpg
Hedgefundnet10year.jpg
Hedge fund net longs in 10-year note futures rise to highest in nearly a decade....they were very correct last time.
daButcher
CorrelationConcern.jpg
CorrelationConcern.jpg
A Warning That the Biggest Risk for Markets Could Be Too Much Harmony
daButcher
20170508_soft.jpg (1161×725)
20170508_soft.jpg (1161×725)
'Soft' Data Collapses Back To 'Hard' Data Reality
Tim Knight
gold-copper-ratio-10-year-yield-lower-highs-may-3.jpg (1297×674)
gold-copper-ratio-10-year-yield-lower-highs-may-3.jpg (1297×674)
Tim Knight
JAWbone2.jpg
JAWbone2.jpg
FOMC jawboning at all time highs, yada yada yada
daButcher
IMG_9197.PNG
IMG_9197.PNG
The Director
3
Sex, Income and Happiness — News, in Data
Sex, Income and Happiness — News, in Data
The more money folks make the more satisfied, with 100% of the top earners suggesting 100% life satisfaction.
Tim Knight
2
crude-traders-positions-april-27.jpg (1049×578)
crude-traders-positions-april-27.jpg (1049×578)
Sentiment on crude suggests a breakdown
Tim Knight
1
crude-oil-nyse-correlation-high-crude-testing-support-april-27.jpg (1569×732)
crude-oil-nyse-correlation-high-crude-testing-support-april-27.j...
Crude oil failure setup
Tim Knight
InsiderSell.jpg
InsiderSell.jpg
Insider selling complete?
daButcher
2
es-curve.png
es-curve.png
Yield curve steepening on ES pullback
pdizzle
1
C9ux6QwUMAETrEm.jpg
C9ux6QwUMAETrEm.jpg
Average 30-day delinquencies vs SPX y/y source: https://twitter.com/jessefelder/status/854478569036288000
LZ8
Iron Ore $SPX....caution.jpg
Iron Ore $SPX....caution.jpg
Iron Ore $SPX....caution
daButcher
1
RetailSalesConsecutiveMonthsofGain.jpg
RetailSalesConsecutiveMonthsofGain.jpg
Retail sales consecutive months of gain
daButcher
2017-04-13-ES-PL-GC.png
2017-04-13-ES-PL-GC.png
medved
20170402_bonds.jpg (768×452)
20170402_bonds.jpg (768×452)
Stock-To-Bond Ratio Back At 2007 Peak
Tim Knight
2017-03-30_VIX.png
2017-03-30_VIX.png
Notice the pattern of gap fills.
Polar
1
slv-gld-ratio-testing-pennant-pattern-at-falling-resistance-mar-28.jpg (1295×673)
slv-gld-ratio-testing-pennant-pattern-at-falling-resistance-mar-...
Silver/Gold ratio chart
Tim Knight
1
2 mar8.PNG
2 mar8.PNG
SILVER SINGULARITY