Today's S&P (ETF) volume was the lowest non-holiday volume since 2006. Because stoned zombies going ALL IN has pinned the market at all time highs since mid-July, a trading range which is a 1 in 10,000 year event, assuming normal distribution.
Cash balances:
A 1 in 10,000 year collapse in realized volatility visualized:
Short-term Realized volatility
Active Manager asset allocation
10 day Volume:
Oil shorts covered ahead of tomorrow's jobless report...
Oil implied volatility (black) with stock market implied volatility (red):
Skew / VIX ratio
Black Swan bets / Hedging
% Bearish
The third rollover
Banks, IPOs, Transports, Retail, Rest of World:
Consumer staples:
Realized Volatility
