Analysis of SPX and ADL and ADVL, and also positive and negative correlation in 10 days period. Important to notice that in the situation when ADL up and SPX down, doesn't anticipate a drop in SPX in the correlation indicator above. Only when SPX up and ADL down that usually does but is not guarantee also.
Analysis of SPX and ADL and ADVL, and also positive and negative correlation in 10 days period. Important to notice that in the situation when ADL up and SPX down, doesn't anticipate a drop in SPX in the correlation indicator above. Only when SPX up and ADL down that usually does but is not guarantee also.
Trying to anticipate plausible market drops before they happen... Correlations scans 10 day prior.
Trying to anticipate plausible market drops before they happen... Correlations scans 10 day prior.
Spx option put call spread analysis...
Bid ask spreads, Bid ask volume spreads, % of stocks above 20day MAs, VXV/VIX curve spreads (3months to 1 month), Advance minus Decline stocks and 2 % drops in the market, Total put call spreads.
Bid ask spreads, Bid ask volume spreads, % of stocks above 20day MAs, VXV/VIX curve spreads (3months to 1 month), Advance minus Decline stocks and 2 % drops in the market
Its impressive how the FAANGS dominate Nasdaq 100 vs SPX QoQ after earnings...
Comparison of the two rivals... who is right on the market?