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Is this a buying opportunity?
The earthquake and nuclear situation in Japan has triggered a sell-off in the equity markets. […]
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LIMTI – update 12/15
The LIMTI (Lighthouse Investment Management Timing Index) is an experimental project. It is calculated daily […]
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LIMTI – update
Update on the Lighthouse Investment Management Timing Index (“LIMTI”): LIMTI (Lighthouse Investment Management Timing Index) […]
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Portfolio managers asleep at the wheel – again?
What would you do if you expected a stock market decline, but had to be […]
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Presenting the LIMTI
Presenting the LIMTI (Lighthouse Investment Management Timing Index) Apart from fundamental considerations markets move in […]
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Pre-Labor Day stock market bounce not convincing
Last week’s 6% bounce in the S&P 500 index was not convincing. There was no […]
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Who is right – the bond or the stock market?
Since six months the correlation between 10yr Treasury bond yields (purple, left hand scale) and […]
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Number of stocks above a moving average
Stocks go up and down. If you calculate a moving average (say, last 50 or […]
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Equity options put-call ratio
Looking at the volume of all equity options traded you can calculate the ratio of […]
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New Highs vs New Lows ratio: better indicator
A better indicator to sniff out trend changes is the ratio between new highs and […]