Friday, July 22, 2016

"Checking In To The Hotel Californication Was Easy"

U.S. large cap stocks continue to party alone at all time highs...

"Getting in was easy"

This week was the lowest volume in two years (ignoring Thanksgiving week)...

World ex-U.S.

As long as no one sells, this will all be fine...
Bollinger band width (realized volatility):

Everyone buying the exact same stocks is "bullish"...

Nasdaq / Staples ratio:

VVIX / VIX ratio (second derivative vol / first derivative):

Oil versus stocks:

Oil and gasoline barrels in storage:

Small cap value: