ZH: Nov. 25, 2015
Most-Shorted Stocks Outperforming Market By 10x
Partially driven by hedge funds forced to unwind their shorts...
CNBC Nov. 20, 2015
Also driven by Skynet volatility compression around Black Thursday (due to time decay)...
VIX Call volume (red line) with volatility futures (black)
Also driven by reach for risk into year end...
In another sign of waning Etrader activity the equity put/call ratio inverted (call/put) is trending lower, but has spiked in past few weeks...
Leveraged loans
Junk
