The geopolitical backdrop in the Middle East is fluid to say the least, and this fluidity has helped the black fluid undertake what is...

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...

NYSE Margin Debt is an important indicator for US equities as it both reflects sentiment and tracks the amount of leverage and buying...

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...

Funny things can happen when you mix human psychology with greed and constant stimulus. The seemingly straight-line march upward in the...

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...

We hear a lot about the VIX and how volatility is low, but we rarely hear about the VIX's siblings: the CBOE SKEW Index and the CBOE...

This article reviews the data from the latest weekly sentiment survey we conduct over on Twitter. The survey measures respondents'...

In this video we look at a section of the report, curiously titled "Boring Bears". Specifically, the video walks you through a couple of...

As I write this article the S&P500 is up 1.4% month to date, with a max drawdown of -0.6% - which makes for a relatively joyful...

The preliminary September reading of The Euphoriameter showed a rebound from August to a fresh new 13-year high. All 3 components...

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...

As expected (by me and pretty much everyone else) the Fed held interest rates unchanged and announced that it would commence its balance...

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...

Followers on Twitter will be familiar with the weekly S&P500 #ChartStorm - a selection of charts from around the web on US equity...

This article discusses an unusual but interesting indicator I designed to gauge the background economic noise emanating from an economy...

For us southern hemisphere dwellers, September brings spring, but for the S&P500 September brings sinister seasonal statistics. Over the...

In this article we take another look at a somewhat obscure indicator "implied correlations". The Implied Correlation Index comes from...

The August reading of the "Euphoriameter" showed a small but noticeable move down from what was a more than 12-year high, certainly a...

You have to look very closely at the chart, but our alternative measure of volatility has turned up... i.e. the rolling annual count of...