DBD Strategy Daily - EXTRA-ORDINARY DROP...
US indices slumped yesterday, in an extra-ordinary manner. The S&P 500 implied volatility is much more expensive this morning (at around 40%) than Eurostoxx 50 volatility (27%). This is a statistical anomaly. The second extra-ordinary element is that the US are under-performing Europe in that drop. OK, the drop is only a few days old, and it might change, but this goes along the same lines as the Volatility spread. What sort of correction is that?
DayByDay is an independent research company providing global macro and single stock analysis, recommendation and allocation based purely on behavioural finance methods. Those include long term cycle analysis, sentiment analysis, and technical trigger. DayByDay serves all clients in need of practical and precise publications to make effective market decisions, on any time horizon, from a few hours to a few years.
Unfortunately, this report is not available for the investor type or country you selected.
Browse all ResearchPool reportsReport is subscription only.
Thank you, your report is ready.
Thank you, your report is ready.