A few Charts

Citi Economic Surprise index measures data surprises relative to market expectations,the higher the value indicates data stronger

Citi Economic surprise index

Credit suisse Fear barometer measures investment sentiment for 3 month investor horizon by pricing a zero cost SPX collar. Trade is funded by selling a 10% OTM SPX call and use proceeds to buy an OTM put Higher the level higher the fear


lastly Bloomberg Financial Conditions index,tracks the overall financial stress level in U.S. markets.A positive value indicates accommodative conditions

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