web analytics

Market Stress Index: Introducing the MSI

There are many tools out there that attempt to quantify the emotional extremes of the market. When we created one, we had one goal: we wanted it to have an actual edge. This meant carefully researching the inputs that would go into the measure, and limiting it to...

Visualizing sector performance

As I continue to share some of the tools I use, I want to look at sectors and sector performance today. I don’t think there’s much value in looking at a price chart of say, XLE or XLF. The reality is all indexes are pretty strongly correlated and...