VIDEO: Implied Correlations and the Death of RO-RO
In this video we look at the CBOE Implied Correlation Index and the general evolution of correlations for the S&P500 and what it means...
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Callum Thomas
Nov 4, 20172 min read
ChartBrief 163 - Key charts on US Margin Debt
NYSE Margin Debt is an important indicator for US equities as it both reflects sentiment and tracks the amount of leverage and buying...
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Callum Thomas
Oct 27, 20172 min read
ChartBrief 162 - Stockmarket Sentiment Surges
Funny things can happen when you mix human psychology with greed and constant stimulus. The seemingly straight-line march upward in the...
227 views0 comments
Topdown Charts
Oct 13, 20172 min read
Weekly Macro Themes - 13 Oct 2017
Here's a brief preview of the topics and charts covered in the latest edition of the Weekly Macro Themes report. To read more and see the...
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Topdown Charts
Oct 10, 20171 min read
VIDEO: The Big Risk for the US Dollar
In this video we look at the big (upside) risk for the US Dollar Index (DXY). Specifically, the video walks you through a couple of...
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Topdown Charts
Oct 5, 20172 min read
Weekly Macro Themes - 6 Oct 2017
Here's a brief preview of the topics and charts covered in the latest edition of the Weekly Macro Themes report. To read more and see the...
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Callum Thomas
Oct 4, 20172 min read
ChartBrief 156 - Critical Signals in PMI-Bond Yield Divergences
First up is an update to the DM composite PMI vs US 10-year treasury chart - the final vs flash PMIs were revised up and that's now...
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Topdown Charts
Oct 4, 20171 min read
VIDEO: Boring Bears
In this video we look at a section of the report, curiously titled "Boring Bears". Specifically, the video walks you through a couple of...
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Callum Thomas
Oct 3, 20172 min read
ChartBrief 155 - TED, HY Credit, VIX
Going through the various charts on credit strategy and risk pricing I noticed a couple of interesting and related charts that I thought...
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Topdown Charts
Sep 29, 20172 min read
Weekly Macro Themes - 29 Sep 2017
Here's a brief preview of the topics and charts covered in the latest edition of the Weekly Macro Themes report. To read more and see the...
173 views0 comments
Callum Thomas
Sep 25, 20172 min read
Cyclicals vs Defensives PB Ratio at a Cyclical High?
I was running some analysis on cyclical vs defensive sectors and decided to take a look at the price to book ratios. While we can argue...
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Callum Thomas
Sep 23, 20172 min read
ChartBrief 151 - These 2 incredible ETF AUM charts show what's at stake with QT1
The Fed's plan to normalize its balance sheet will begin to be put in place from next month. This is passive QT or Quantitative...
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Callum Thomas
Sep 20, 20172 min read
ChartBrief 149 - A New Extreme in Volatility
The last time I reviewed this chart I pondered the possibility of a turning point or the start of a regime change for volatility... this...
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Callum Thomas
Sep 13, 20172 min read
ChartBrief 146 - Bond market sentiment pre-Fed meeting
The September FOMC meeting starts on Tuesday next week. Odds are good that they either announce QT (Quantitative Tightening) or flag its...
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Topdown Charts
Sep 12, 20171 min read
VIDEO: The CANZ economies
In this video we look at the "CANZ economies" (Canada, Australia, and New Zealand) and the implications of them all sharing a common...
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Callum Thomas
Sep 11, 20172 min read
Economic noise striking a cautionary tone
This article discusses an unusual but interesting indicator I designed to gauge the background economic noise emanating from an economy...
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Callum Thomas
Sep 8, 20171 min read
ChartBrief 144 - Global policy uncertainty peaks and volatility troughs
A curious couple of trends are underway on the global stage. Global economic policy uncertainty appears to have peaked at an all time...
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Callum Thomas
Sep 6, 20172 min read
ChartBrief 143 - Canada hikes again - what does it mean for the "CANZ economies"?
The Bank of Canada hiked interest rates another 25bps to 1.00% today, surprising most. As noted last time (following the July interest...
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Callum Thomas
Sep 5, 20171 min read
ChartBrief 142 - September Seasonality Statistics
For us southern hemisphere dwellers, September brings spring, but for the S&P500 September brings sinister seasonal statistics. Over the...
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Callum Thomas
Sep 4, 20172 min read
The implications of low implied correlations
In this article we take another look at a somewhat obscure indicator "implied correlations". The Implied Correlation Index comes from...
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