If you look at the Daily Spec site you first see a calendar. Most people probably just breeze on by. But of interest this month is the correlation between stocks and bonds. In February those markets, which usually oppose one another, have been moving together. That is evidenced on the calendar by either Green days (both moving up) or Red days (both down). This month only 2 days have not been either red or green. Of the many market statistics we watch, the moving correlation of stocks and bonds is our oldest (i.e. time-tested) and a very important input to our basic market algorithm. It is valuable information.





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3 Comments so far

  1. Charalampos Sachpazidis on March 5, 2018 4:16 pm

    The main question how you use this information ,, for someone like me that use charts , it shows nothing as I call what I do visually probabilities , and pays me from time to time ,but I am always willing to learn and I know that this place is not for chartist and hope you can share some of the knoledge you have about this data ? Thanks , from Cyprus with love

  2. JH on March 7, 2018 4:28 am

    Which ticker is USB exactly pls?
    Like Charalampos, I would really appreciate hearing from you old hands how it feeds into your decision making process.
    Not too sure what to make of green days, but would think that red days, especially in succession, would go in hand with volatility expansion.

     Ed.: USB is the ticker better known as ZB, the 30 Year Tbond future.

  3. JH on March 9, 2018 12:08 am

    Thank you. Still hoping for some enlightened assistance on how to apply it!


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