The Dow Gold Ratio and the Credit Suisse Fear Index

Credit Suisse calculates a “fear index” that can be charted under the symbol CSFB.  The index measures the relative cost of sell/buy options in the market.  The chart below compares it to the Dow Gold Ratio, our barometer for mood, mindset, and behavior. The CSFB is rapidly trending up as expected in this contraction phase of the cycle.

EINHAWK Fear Index CSFB aug 2016

 

http://blogs.wsj.com/moneybeat/2016/04/11/a-measure-of-stock-market-fear-just-hit-an-all-time-high/

 

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EinHawk

EinHawk LLC is a business intelligence firm utilizing analytics software technology to identify trends, correlations, anomalies, and cyclic patterns in disparate datasets resulting in advanced knowledge applicable to problem solving and predictive forecasting. Analytics on top of big data can discover hidden patterns and relationships.

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