S&P500 / VIX Ratio & USD LIBOR

On the cycles of the S&P500 / VIX ratio and the stabilizing cost of USD 3-month LIBOR relative to its yen counterpart.

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said

mulhouse, France

Posts: 2822

14 years ago

Apr 8, 2010 21:43

asia and europe open wil give us a taste of begining of season
right now the dow has retraced more than sixty pecent of its peak to its low.
is the 6th april 21h45 gap gonna be filled, i think so but even te crossing of the signal line is telling us the market is poised for a downturn.
see how JPY wil behave. more upside in yen will not be enough to give room for indices us as he trend is down for yen till support is reached.

Ginger

Posted Anonymously

14 years ago

Apr 8, 2010 21:41

I agree with you. Your copper short is a smart move - I've also joined you today and will add as and when copper goes up any further.

catnip

Frankfurt, Germany

Posted Anonymously

14 years ago

Apr 8, 2010 21:04

I use covariance function matrices I am rather sure S&P and commodities except gold have seen their highs. "Rather" means 66%

Ginger

Posted Anonymously

14 years ago

Apr 8, 2010 20:46

I'm still not going to throw the towel in on Ashraf's analysis as the ratio is not the only thing that's showing the market is overbought. Others include very low put/call ratio, high rsi, low VIX and low volume. For me the kick-off of earnings season will be key to the health of the bull market.

said

mulhouse, France

Posts: 2822

14 years ago

Apr 8, 2010 20:21

eure x

catnip

Frankfurt, Germany

Posted Anonymously

14 years ago

Apr 8, 2010 20:16

The S&P to VIX rule may not be indicative I think there is some logical rule that holds:
If VIX up x AND S&P down x then S&P short
If VIX up x AND S&P up x then S&P long ( or neutral)
If VIX down x AND S&P down x then S&P short
If VIX down x AND S&P up x then S&P long

Since I hardly ever look at charts some chartist could attempt to
determine the respective x.

Ginger

Posted Anonymously

14 years ago

Apr 8, 2010 20:07

US equities seem to be wanting to push higher again before earnings season starts next week. It will be very interesting to see if we do get a pullback next week as earnings disappoint. This together with more bad news out of Greece could start the drip drip of market negative news.
Ratio now at 73.

Ginger

Posted Anonymously

14 years ago

Apr 5, 2010 21:46

The ratio is at 70 again

Ashraf Laidi

London, UK

Posts: 0

14 years ago

Apr 1, 2010 18:31

decent US data helping US stocks push towards 11K dow and 1190 S&P ahead of earnings season.

Ashraf

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