Investor Sentiment

Investor Sentiment

Implied by the Market

  • VIX
  • SKEW
  • Implied ERP

Institutional Investor Sentiment

  • National Association of Independent Investment Managers (NAAIM) weekly poll – Approximately 40 NAAIM member firms who are active money managers are asked each week to provide a number which represents their overall equity exposure at the market close on Wednesday.
  • Net Long Interest in S&P 500 Futures – This is the most liquid equity entity in the world. You can see this at (Commitment of Traders(COT) in Equity Futures Report). The cool part of this is being able to see the interest by broker, asset manager, leveraged money and Others. As is obvious, high net long signifies bullishness.

Leave a Reply

Fill in your details below or click an icon to log in: Logo

You are commenting using your account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s

This site uses Akismet to reduce spam. Learn how your comment data is processed.