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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'...
Callum Thomas
Oct 2, 20172 min read
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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...
Callum Thomas
Sep 28, 20172 min read
181 views
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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...
Callum Thomas
Sep 26, 20172 min read
218 views
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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...
Topdown Charts
Sep 22, 20172 min read
136 views
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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...
Callum Thomas
Sep 20, 20172 min read
616 views
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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...
Callum Thomas
Sep 13, 20172 min read
144 views
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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...
Callum Thomas
Sep 11, 20172 min read
166 views
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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...
Callum Thomas
Sep 8, 20171 min read
79 views
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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...
Callum Thomas
Sep 4, 20172 min read
891 views
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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...
Callum Thomas
Sep 3, 20172 min read
59 views
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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...
Topdown Charts
Aug 29, 20171 min read
62 views
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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...
Callum Thomas
Aug 27, 20172 min read
235 views
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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...
Callum Thomas
Aug 23, 20172 min read
179 views
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Weekly Sentiment Survey: Correction...
This article reviews the latest weekly sentiment survey we conduct over on Twitter. The survey measures respondents' equity and bond...
Callum Thomas
Aug 20, 20172 min read
137 views
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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...
Callum Thomas
Aug 19, 20172 min read
282 views
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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...
Callum Thomas
Aug 16, 20172 min read
225 views
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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...
Callum Thomas
Aug 15, 20172 min read
64 views
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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...
Callum Thomas
Jul 28, 20172 min read
252 views
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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...
Callum Thomas
Jul 27, 20172 min read
65 views
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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,...
Callum Thomas
Jul 24, 20172 min read
204 views
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