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本帖最后由 mlif 于 2011-9-4 01:44 编辑
How to Spot Signs of a Rebound
看全文可以用google news（就是google search再选news，然后点wsj的链接，大家都知道的吧）
作者看5个指标：
"junk"-bond spreads——小心: spread to T-bond is still more than 6.3% during late-August bounce
options prices——谨慎乐观: VIX drops but "Other measures of volatility... remain at extremes. "
correlation(the S&P 500 and the underlying stocks)——谨慎乐观: 50-day correlation 0.85 on Monday, highest since 1980, the last high 0.81 on July 7, 2010.
euro "basis swaps."——危险: 欧元区仍然是定时炸弹
fund flows——谨慎乐观: "During the week of Aug. 10, investors withdrew $23.5 billion from domestic stock funds, the most since October 2008"
不知哪位老大可以找到历史数据，画出图更直观一点。
对于用破记录的extremes来检验反转，个人看法是有用，但是要小心没有最高/低，只有更高/低。当然如果多看几个信号，也许大概可能会可靠一点吧。
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狗仔卡
发表于 2011-9-4 12:22 AM
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发表于 2011-9-4 08:19 PM
