Brent Kochuba, Founder of SpotGamma, joined brokerage Public to discuss semi stock skews, and why he thinks stocks are in a bubble. However, that bubble may continue to expand – watch to find out why. Below is an automated transcript, please forgive any grammatical errors: Hey everyone welcome to Leading Indicator, a show bringing you […]
dispersion
Dispersion, Correlation, Volatility and the Stock Bubble
Dispersion readings are hitting highs per @SPGlobal, particularly in Mid Caps, while correlation is moving toward lows and volatility is flat. What does that mean? Why does it matter? High dispersion means individual components of an index are moving more than the whole, similar to the idea of market breadth. Traders have complained that the […]