Posts Tagged ‘ eurobonds

The rise and fall of sentiment volatility

The rise and fall of sentiment volatility

On May 22nd we wrote a post on sentiment volatility, reporting on frequent and erratic mood swings in financial news publications. SentiTrade was detecting volatility levels that had not been seen since the Lehman crisis of 2008 and 2009(!). Immediately after our sentiment volatility index (V-SQ) broke the 100 level on May 24th, the Spanish bank, Bankia asked for it’s €19 billion bailout and the DAX lost over 5% the following days… Read more

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