Our research strongly suggest that volatility in market psychology correlate to market crashes. In our last post we noted a dramatic jump in SentiTrade’s volatility index (V-SQ). The calculation shows how frequent the market news swing from positive to negative, and back again. Since our last post the DAX lost more than 400 points… Read more

Tags excessive investor pessimism - futures - implicit volatility - market mood - market prediction - meltdown - risk on risk off - V-SQ - volatility calculation