Tag Archives: S&P500

Global Equities: Rockin’ In The Free World

Posted on September 19, 2017 by macromon

Stunning table of the year-to-date returns of country ETFs coming to us via Charlie Bilello at Pension Partners. All the country ETFs are, should we say,  Rockin’ In The Free World, except for Russia, which has turned up and rockin’ the … Continue reading →

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The Age Of Low Volatility

Posted on August 23, 2017 by macromon

Interesting charts from the CME group’s  August 1st earnings release. It’s not just the VIX that has been tanking over the past few years,  but the volatility in almost all financial instruments and commodities has declined this decade and are … Continue reading →

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Buckled Up For Structured Criticality

Posted on August 17, 2017 by macromon

We’re baaaccck!. We warned in our last post before leaving on holiday, “Look for some large sigma event, which is always the case when we are off the desk.”    How about a vol spike caused by worries over a … Continue reading →

Posted in Algos, Equities, Uncategorized | Tagged , | 26 Comments

Global Stock Markets Monthly Comovements

Posted on July 7, 2017 by macromon

Interesting data table we put together on how the global stock indices move together on a monthly basis.  They’re ranked according to their monthly movement with S&P500.   That is the monthly return on each index has the same sign – … Continue reading →

Posted in Equities, Uncategorized | Tagged , | 2 Comments

Flat markets – FT

Posted on May 15, 2016 by macromon

The S&P 500 is flat for the year, and the yield curve is flattening. John Authers tries to explain why. For more video content from the Financial Times, visit http://www.FT.com/video (click here if video is not observable)

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Ten-year view of the markets – FT

Posted on December 23, 2014 by macromon

The S&P 500 has set a new all-time closing high, completing a turnaround from its 5 per cent fall earlier this month. John Authers talks to Tony Werley of JPMorgan Asset Management about predictions for the next ten years – … Continue reading →

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SPY Key Support

Posted on December 16, 2014 by macromon

Note the key level of technical support on the S&P ETF, SPY, at the 195-ish area.  This is where the 50% retracement of the Oct 15 – Dec 5 rally and the 200-day moving average meet.  A move to this … Continue reading →

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S&P500 Tests 200-day For First Time In Almost Two Years

Posted on October 10, 2014 by macromon

The S&P500 closed just above its 200-day moving and little over a point above the August lows.  Going to interesting how this plays out.  With all the fear and loathing, the index is only 5.60% of its September 19th high.   … Continue reading →

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Showtime for the S&P500

Posted on August 6, 2014 by macromon

It’s showtime for the S&P500, which managed to hold and bounce from its 100-day moving average today.   The bulls must continue their defense of the November 2012 trendline and the 50% retracement at the 1895-1900-ish level.   Would love to see … Continue reading →

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S&P500 Heat Map – May 19

Posted on May 19, 2014 by macromon

Click here to enlarge map

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