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Correlation and Volatility for Friday
By Teresa Lo · 2011.10.06 · 8:47 PM · Comments { 1 } · Recent Articles
This correlation heat map tracks short-term movements in asset classes found in our model investment portfolios while the daily and weekly volatility analysis helps to identify extremes.
Featured Macroeconomic Analysis
By Teresa Lo · 2011.10.06 · 8:30 PM · Comments { 0 } · Recent Articles
Everyone is waiting for one big announcement or a defining moment. But what if the Euro-sovereign crisis keeps going in dribs and drabs?
Market Turbulence Index for Friday
By Teresa Lo · 2011.10.06 · 8:25 PM · Comments { 0 } · Recent Articles
The MTI detects and measures the magnitude and frequency of volatility clusters in the S&P 500 Index.
Market Barometers for Friday
By Teresa Lo · 2011.10.06 · 8:24 PM · Comments { 0 } · Recent Articles
Market statistics collected from the NYSE, S&P 500, NASDAQ 100 and S&P 100 indexes are transformed into objective indicators that tell us what the market says.
Indexes and Sectors In Play for Friday
By Teresa Lo · 2011.10.06 · 5:41 PM · Comments { 0 } · Recent Articles
Anticipate future rotation with a rebased chart. Objective ranking of optionable indexes provides a more granular view of what’s happening inside the broad market.
ETFs in Play for Friday
By Teresa Lo · 2011.10.06 · 5:38 PM · Comments { 0 } · Recent Articles
This worksheet helps members do their homework by narrowing down the number of ticker symbols that require individual review. ETFs new to the rising and falling lists are highlighted in red.
Stocks in Play for Friday
By Teresa Lo · 2011.10.06 · 5:36 PM · Comments { 0 } · Recent Articles
Our proprietary stock scan picked up 3 winners and 4 losers today. The constituent stocks from the S&P 100 and NASDAQ 100 indexes have also been ranked and sorted. Stocks new to the rising and falling lists are highlighted in red.
Special Comment on the S&P 500 Index
By Teresa Lo · 2011.10.05 · 6:35 PM · Comments { 0 } · Recent Articles
Let's make this easy, shall we?