Category: Blog

Economic Surprises Index – China vs. G10 Economies Will G10 economies follow China? Image: BCA Research

Rates Volatility Rates volatility has increased again. Image: Goldman Sachs Global Investment Research

ISM PMI vs. S&P 500 Markets tend to lead the macro for most time periods. Image: BofA Global Investment Strategy

U.S. GDP – Biden Spending Proposals and Congress Congress should approve at least 1% in GDP of Biden spending proposals. Image: Goldman Sachs Global Investment Research

% of Stocks Above 50-Day Moving Average When S&P 500 At Record Narrow breadth in S&P 500 could suggest below average market returns. Image: Bloomberg

S&P 500 – Quantity-On-Loan on the SPY U.S. ETF This short interest proxy on SPY US ETF has increased significantly since the FOMC meeting. Image: J.P. Morgan

S&P 500 Payout Ratio The S&P 500 payout ratio has gradually declined over time, as S&P 500 companies turn to buybacks. Image: Goldman Sachs Global Investment Research

Google Searches Activity for “Inflation” in the U.S. Google search activity for “inflation” in the United States is peaking. Have inflation fears faded? Image: Financial Times

Interest Rates – Policy Rate Cut vs. Policy Rate Hiked Global rate hikes are increasing. Should investors expect more rate hikes to come? Image: Bloomberg

Ratio of 3-Month to 6-Month Realized Volatilities for Bitcoin vs. the Corresponding Volatilities for Gold According to J.P. Morgan, the current fair value for Bitcoin based on a volatility ratio of Bitcoin to gold is US$23,000. Image: J.P. Morgan

Bitcoin, Cryptocurrencies and Commodities – Rolling Five-Week U.S. Search Activity Adjusted for Noise and Seasonality Interest in cryptocurrencies is waning. Is this a good thing? Image: Arbor Research & Trading LLC