27th August 2019 - Positioning update: Getting closer to capitulation
27 Aug 2019
Call to put ratio of US single stock volumes fell below -1.5 SD on Friday, a level associated with a strong contrarian signal. In previously, when the 1.5 SD mark was hit, the S&P averaged gains of 6% and a 80% hit rate in the following two months.
For further information about this research publication contact us at sales@vanda-securities.com.
Insights and News
Want to learn more about how Vanda helps institutional investors? Explore the the latest news and insights or get in touch to find out more about our data, research and advisory services.