Weekly Sentiment Survey: Confidence and Complacency
This article reviews the data from the latest weekly sentiment survey we conduct over on Twitter. The survey measures respondents'...
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Callum Thomas
Sep 28, 20172 min read
ChartBrief 154 - Seasonality update: What doesn't go down must go up...
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...
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Callum Thomas
Sep 26, 20172 min read
ChartBrief 153 - Sentiment update: Euphoria Heights
The preliminary September reading of The Euphoriameter showed a rebound from August to a fresh new 13-year high. All 3 components...
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Topdown Charts
Sep 22, 20172 min read
Weekly Macro Themes - 22 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...
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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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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 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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Callum Thomas
Sep 3, 20172 min read
Weekly Sentiment Survey: Fundamental Optimism
This article reviews the latest weekly sentiment survey we conduct over on Twitter. The survey measures respondents' equity and bond...
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Topdown Charts
Aug 29, 20171 min read
VIDEO: Is a QT-Tantrum on the way for bond yields?
In this video we look at the prospects for a QT (Quantitative Tightening) tantrum for the bond market. The video walks through a couple...
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Callum Thomas
Aug 27, 20172 min read
Weekly Sentiment Survey: Fundamental Capitulation
This article reviews the latest weekly sentiment survey we conduct over on Twitter. The survey measures respondents' equity and bond...
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Callum Thomas
Aug 23, 20172 min read
ChartBrief 136 - A flash signal for bonds
The August round of flash manufacturing PMIs saw the composite DM flash PMI basically unchanged. This was the product of stronger...
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Callum Thomas
Aug 20, 20172 min read
Weekly Sentiment Survey: Correction...
This article reviews the latest weekly sentiment survey we conduct over on Twitter. The survey measures respondents' equity and bond...
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Callum Thomas
Aug 19, 20172 min read
ChartBrief 134 - Volatility regime change?
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...
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Callum Thomas
Aug 16, 20172 min read
ChartBrief 131 - S&P500 Seasonality Stir
It's very timely to take another look at stockmarket seasonality. The brief panic last week (barely a 2% selloff) actually came at a...
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Callum Thomas
Aug 15, 20172 min read
ChartBrief 129 - The thing about Trump and North Korea...
After a crazy week the risk of a nuclear war has seemingly receded with the announcement by North Korea that its planned missile strike...
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Callum Thomas
Jul 28, 20172 min read
ChartBrief 119 - THE DREADED TED SPREAD
The TED spread is something a lot of people were seemingly worried about a few months ago - at least that bearish crowd that provide the...
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Callum Thomas
Jul 27, 20172 min read
ChartBrief 118 - Volatility bets hanging on
As equity market implied volatility grinds lower it's worth throwing a couple more charts into the mix. In this post we look at ETF bets...
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Callum Thomas
Jul 24, 20172 min read
ChartBrief 113 - This measure of US equity volatility is at a 22-year low
On a range of trends and topics these are unusual times we live in, and stock market volatility is no exception. As a matter of fact,...
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