Category Archives: Market Statistics

SPY Spike a Possible Signal of a Rise in Volatility

The SPY spike last Thursday amounted to a daily high-low range of 4.38% and to a change of 5.25% from high to high. In the past, similar large fluctuations in prices after long periods of low volatility have occurred near major … Continue reading

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The Year of the V-Bottom

If there is a move to all-time highs in S&P 500 following the rally of the last two days, this will amount to a fifth V-bottom this year. All of these recoveries were created by dovish Fed statements near key … Continue reading

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Russell 2000 Had Its Best Performance in Three Years Yesterday

Last time Russell 2000 rose more than 3.1% was three years ago, on December 20, 2011, with a gain of 4.2%, signaling the end of a multi-month correction in the stock market.  While the situation may be different now, the … Continue reading

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Emerging Markets Drop: Reacting to Lower Oil or a Leading Indicator of Lower Equity Prices?

Correlations do not provide support to the theory that the drop in emerging markets is due to plummeting oil prices. Correlations do not prove causation but can be used to falsify any such claims. In the case of emerging markets … Continue reading

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Volatility Reversion to the Mean

Yesterday there was a sudden reversion of stock market volatility to its mean. This can be a random, one-time event, or a leading indicator of a short-term correction. Share

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