Archive | November, 2019

New intraday charts

Most of our breadth and liquidity indices are updated end-of-day with the exception of Great Trough Detector(GTR), Selling Pressure Diffusion (SPD) Zweig Breadth Thrust (ZBT) These 3 models above are updated every 15-min during the course of a trading day. PRO subscription clients will from now on also be able to see the following new […]

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New Economic Analytics tool

For many years now we have published a quarterly data file as described in this note. The old quarterly data file was extremely popular among institutions, particularly those that were using it for standard recession forecasting ensemble implementations or even custom ensembles to fit their investment approach. Also many clients were using the file as […]

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The Average Liquidity Index (ALIX)

The Average Liquidity Index (ALIX) has been published daily for our clients for over 5 years. This document serves as a brief overview. ALIX is the average of the medium-term liquidity index from the VMCOS chart (EMA(21) of VMCOS), the short-term liquidity index from the VMCOS chart (EMA(10) less EMA(21) of VMCOS) and the short-term […]

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