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How Long till the Music Stops?

The Euro can drop, but the S&P marches on.  I can talk about divergences between markets that have been strongly correlated over the last year, but how about a few interesting facts.

Fact 1:  9% of S&P 500 sales go to Europe

 

Fact 2: The Institutional Investor survey is putting the bull versus bear ratio at highs

 

Fact 3: The Baltic Dry Index (Shipping prices of bulk cargoes) has been falling quite rapidly

 

My take: Front month VIX futures are getting cheaper by the day.

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Posted in Economics, Markets.

6 comments

By SurlyTrader – January 9, 2012

6 Responses

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  1. Sam says

    I enjoy your blog. What’s .BULLBEAR? Perhaps a custom indicator? It’s not native to Bloomberg.

    January 12, 2012, 12:09 pm
  2. SurlyTrader says

    You are correct, it was a custom index created in bloomberg which is simply the ratio of the institutional investor Bull index divided by the institutional investor bear index. Glad you enjoy the blog

    January 12, 2012, 8:57 pm
  3. The Green Prince says

    First time here. Interesting info, I like it. +1

    January 15, 2012, 8:37 pm

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