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US Equity Market Sentiment
- CBOE Total Put/Call Ratio
- Skew Index (Put Skew - Call Skew)
https://cdn.cboe.com/resources/indices/documents/SKEWwhitepaperjan2011.pdf
SKEW increases as tail risk increases.
To get a sense of what high or very high t
The Financial Stress Index (FSI) by the Office of Financial Research (OFR) is composed of variables from five categories: credit, equity valuation, funding, safe assets, and volatility. It measures the stress level in the financial market.
When the
A TED spread, short for Treasury-Eurodollar spread, is the difference in yield between US Treasury bonds and Eurodollar futures contracts. It tells you how much more investors demand to park their money in safe US Treasuries compared to slightly risk
