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...

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...

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...

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...

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...

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

Going through the various charts on credit strategy and risk pricing I noticed a couple of interesting and related charts that I thought...

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...

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...

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...

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...

The September FOMC meeting starts on Tuesday next week. Odds are good that they either announce QT (Quantitative Tightening) or flag its...

In this video we look at the "CANZ economies" (Canada, Australia, and New Zealand) and the implications of them all sharing a common...

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

A curious couple of trends are underway on the global stage. Global economic policy uncertainty appears to have peaked at an all time...

The Bank of Canada hiked interest rates another 25bps to 1.00% today, surprising most. As noted last time (following the July interest...

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...