$SPX is moving higher quickly

June 29, 2016 11:24 am / Published in Brexit, Hedge, SPX, TVIX, VXX
After Brexit there has been a strong up move in bonds and a sharp down move in stocks. Some pension funds tend to rebalance by selling bonds and buying stocks. Our algorithms were detecting footprints of such moves at various points during the rally yesterday. The shorts: Many shorts in the market are of the

$SPX and $GOLD

June 27, 2016 4:55 pm / Published in Brexit, EUR/USD, Europe, Hedge
Today we had double distribution on the market profile, however there are no significant signals that we have reach a temporary bottom.  $Gold still trading above 1300 and the $SPX closed lower than Friday’s low.  As of this note the ES futures are trading at 1982.5  — The emerging markets or small caps wont run

Correlation with $OIL and $SPX

February 2, 2016 2:54 pm / Published in Hedge, Oil, SP500, USD
Correlation with OIL and SP500

$SPX in Balance – Closing Shorts

September 29, 2015 1:12 pm / Published in Hedge, SP500, SPX
After resuming trading in China the SP500 trader lower. Europe was mostly flat at USA is not pushing lower. $SPX traded lower than yesterday but so far fail to make new lows. We are taking the time to close the shorts and remover 70% of the hedges. If we trade lower in the afternoon, we

$Nikkei Jumps 7.7% On China Stimulus hopes

September 9, 2015 9:45 am / Published in China, Emotional Cycles, Hedge, NIKKEI, VXX
The biggest gain in 11 years for Nikkei. Similar to what happen during last month fall, events abroad are moving EU and American markets. As stocks rise, money is likely to leave Treasuries resulting in an uptick in interest rates.

-2% Today $SPX and $Europe update

June 29, 2015 8:12 pm / Published in ECB, Europe, FED, Germany, Hedge, Market Update, Nasdaq, Nasdaq and NYSE, SP500, SPX, SPY, Unemployment
Here are the update from today: Greece will not pay IMF on Tuesday: Govt official All 10 S&P sectors in the red; deepen losses in afternoon CBOE Volatility index .VIX spikes. Went short volatility Jan 2016. Euro STOXX 50 index – biggest one-day fall since 2011. Tens of thousands rally against bailout ahead of referendum