1) A big one for the history books.
$Nasdaq -2.61% but Nasdaq $TRIN closed at 0.14!
This has never happened since 2000 before today. $GME volume was large, but this is much more than GME.
Before today, the lowest Nasdaq TRIN was 0.3 when Nasdaq ...
$SPX $SPY $NDX $QQQ $Gold
$Nasdaq -2.61% but Nasdaq $TRIN closed at 0.14!
This has never happened since 2000 before today. $GME volume was large, but this is much more than GME.
Before today, the lowest Nasdaq TRIN was 0.3 when Nasdaq ...
$SPX $SPY $NDX $QQQ $Gold
2) was down this much.
According to GS, yesterday was the worst alpha day in the history of L/S HFs. I've heard anecdotes of funds down 20%, 30% or more YTD. Today also had to bad.
Most shorted index GSCBMSAL was up another 9% today and 52% YTD. But ...
According to GS, yesterday was the worst alpha day in the history of L/S HFs. I've heard anecdotes of funds down 20%, 30% or more YTD. Today also had to bad.
Most shorted index GSCBMSAL was up another 9% today and 52% YTD. But ...
https://twitter.com/ResearchQf/status/1354206957033431044
3) $GVIP, the ETF of HF top longs, was down 4.3% today and down 3.2% YTD>
So shorts traded/covered high volume but most stocks down. Up/down volume ratio >> advance/decline ratio = very low TRIN.
So GVIP/GSCBMSAL ratio is down 35% last 20D and lowest since 2014, giving up 6 ...
So shorts traded/covered high volume but most stocks down. Up/down volume ratio >> advance/decline ratio = very low TRIN.
So GVIP/GSCBMSAL ratio is down 35% last 20D and lowest since 2014, giving up 6 ...
4) years of outpeformance.
Are there systemic risks? And I can't pinpoint it but we're probably within days of some sort of a climax.
BTW not sure this applies since this is so extreme, but in 6 prior cases when Nasdaq down > 2.5% and its TRIN < 0.5 ...
Are there systemic risks? And I can't pinpoint it but we're probably within days of some sort of a climax.
BTW not sure this applies since this is so extreme, but in 6 prior cases when Nasdaq down > 2.5% and its TRIN < 0.5 ...
https://twitter.com/ResearchQf/status/1321524938558287872
5) there was a bounce all 6 times the next day.
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