Category Archives: Behavioural Finance

PRO-EYEs Indictors Flashing High Degree of Caution

The Berman’s Call Pro-Eyes (Probability Return on Investment Index) indicators have moved into the highly cautionary range. The last time the index was at these levels was in November 21. Historically, forward based drawdowns within the next year are about 11%. This 20-factor model looks

Should the New Fear Gauge Impact Your Portfolio?

For the vast majority of investors, it should not matter much at all, but for the day traders, pay some attention. According to data compiled by Goldman Sachs Group Inc., by the third quarter of 2022, 0DTE (zero day to expiry) contracts accounted for more

What are volatility indicators telling us now?

Markets are discounting mechanisms and volatility trends are a leading indicator. One of the best indicators for determining market bottoms is the market based pricing of current volatility relative to future volatility. All should know what the VIX indicator measures; often referred to as the