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Volatility | April 27, 2017

Posted on April 27, 2017

Our Observations: We think this is an important chart to observe during a sell-off, taking note of extreme levels of volatility as an indication that any sell-off might be reaching an extreme point. As of right now, we see that nearly every segment of the capital market is below the long-term volatility reading. Note that […]

Volatility | April 20, 2017

Posted on April 20, 2017

Our Observations: Nearly every market is experiencing short-term volatility (as measured by 22 days) below long term levels, but some volatilities are creeping slightly higher. We think these volatility levels may indicate an end to the sell-off. If short-term volatility levels were to exceed long term, this would likely indicate that sellers have become overly […]

Correlation | April 19, 2017

Posted on April 19, 2017

Our Observations: The price of the S&P 500 peaked on March 1st and has fallen nearly 3% while the U.S. Dollar has fallen 2% relative other major currencies. We believe this has created some unique inter-market changes, including a sharp rise in the short-term correlations (22-days) of gold and silver. Precious metals tend to be […]