The $SPX has doubled twice in ten years. From 10/02 to 10/07, the index doubled from 768 to 1576. From 03/09 to 02/11, the index doubled again from 666 to 1344. Still the $SPX is flat over the the past 12 years.
This morning The CME Group posted an in depth sentiment analysis across asset classes from their education partner Asbury Research. I just gave it a good read and find that much can be gleaned from their process especially. Specifically, what data are experts in parsing sentiment looking at and how are they integrating that…
For months I have been discussing on Market Shrinkology and messaging on StockTwits about the high level of sentiment volaitility and how it is a critical compnent of the landscape across equity, options and commodities markets. It is the reason why Steven Place’s blog post this morning on the coming vol break on $BIDU…