Saturday, February 23, 2013

A new chapter to our 'Rolling Top theme'

The market character seems to have changed las week. Our Market model went short on Thursday, but doesn't seem completely convinced yet.

The correlation and the Risk-Reversal (we call Risk Return Multiple) structures paint a solid case for our theme.

Anomalies where you look. Take for example our next chart, that has not accounted for a single OptionFlowExtreme in nearly a year which in itsself is an extreme.

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