Tag Archive: Market Sentiment

The Psychological Impact Of Loss

2017-01-22

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2017-01-22

SP500-MarketUpdate
For the third time in four weeks, the market was closed on Monday due to a holiday. Not only is this week shortened by a holiday, it is also coinciding with the annual Billionaire’s convention in Davos, Switzerland and the Presidential inauguration on Friday. Increased volatility over the next couple of days will certainly not be surprising.

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BIS: The VIX is Dead, The Dollar is the new “Fear Indicator”

2016-11-20

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2016-11-20

Leverage of US securities broker-dealer sector
Over the past few years, one of the recurring themes on this website has been an ongoing discussion of how the VIX has lost its predictive value as a market risk indicator. This culminated recently with a note by Russel Clark who explained in clear term why the "VIX is now broken." Today, in a fascinating note Hyun Song Shin, head of research at the Bank for International Settlements, the "central banks' central bank" has agreed with the...

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