Category Archives: Market Statistics
Some claim there was VIX manipulation on April 18 due to a spike near the open caused by an order imbalance. I have identified the manipulation on the chart below.
When a significant change to Dow composition is made, this could be a leading indicator of a bear market as the available limited sample shows and this goes against popular beliefs that changes to the index are made to maintain … Continue reading
Social media facilitates widespread dissemination of information and assists in the market discounting all publicly available information. The result is that the upward drift due to dividends dominates in the longer-term and bear markets can only occur due to a … Continue reading
The 10-month win streak in the Dow that ended last month was the longest since 1959 but at the lowest return in the last 104 years. Some key statistics are included.