Take a look at CONTEXT.
This is an earlier capture from today
The underlying risk assets that go in to putting together CONTEXT's proprietary ES model have been seeing what appears to be improvement. This would include Credit, Treasuries, etc. CONTEXT is a quick and dirty look at underlying risk assets and what they are doing, they form a model of ES fair value and judge it against Es with a histogram, that has been improving.
A more recent capture shows risk assets seem to be improving even more. I'm going to take a closer look at our model.
Is interest rates about to start going up?
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Yes, I know - it does not make any sense - FED is about to cut
rates...but....real world interest rates are not always what FED wants it
to be.
5 years ago
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