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Implied Correlation Hits New Six Month High

Tyler Durden's picture


The implied correlation reading between all asset classes has hit a 6 month high at 65.50, a jump which mimics the surge in the VIX. High implied correlation readings are indicative of crash risk/expectations.


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Fri, 10/30/2009 - 13:31 | Link to Comment TraderMark
TraderMark's picture

Boo Yah!

No real support (other than governmental) until S&P 1020

if that breaks, 990


If S&P falls 5% my prediction is ZH website crashes by joyous reader influx

Fri, 10/30/2009 - 13:33 | Link to Comment Cindy_Dies_In_T...
Cindy_Dies_In_The_End's picture

I'm sorry Trader, I see your Avatar and it always reminds me of Zombie Kool Aid on Robot Chicken:


"Ohh--YEAH" as he rips off heads.


sorry hehee

Fri, 10/30/2009 - 14:14 | Link to Comment MinnesotaNice
MinnesotaNice's picture

Geez... what the hell happened to the market during the 2 hours I was away from the screen... I hate it when I miss the 'good stuff' that I have been waiting the last 6 months for :-)

Fri, 10/30/2009 - 14:24 | Link to Comment Takingbets
Takingbets's picture

No shit, I had a doctors appt. this morning and missed all the fun! I hope to see lots more red in the weeks to come. Boo yahhh!! 

Fri, 10/30/2009 - 13:53 | Link to Comment chumbawamba
chumbawamba's picture


I am Chumbawamba.

Fri, 10/30/2009 - 13:54 | Link to Comment waterdog
waterdog's picture

Oh come on guys, today is no different than the supermarket changing the sell by date on green ground beef.

Fri, 10/30/2009 - 20:31 | Link to Comment Anonymous
Fri, 10/30/2009 - 14:02 | Link to Comment lsbumblebee
lsbumblebee's picture

So THAT's what all the insider selling was about.

Damn it! Caught me off guard. I'd better consult "Getting Back to Even" by James J. Cramer.

Fri, 10/30/2009 - 14:47 | Link to Comment spekulatn
spekulatn's picture

Well done, Isbumblebee!



Fri, 10/30/2009 - 14:04 | Link to Comment Anal_yst
Anal_yst's picture

what's the baseline here, i.e. is this a 0-100 reading or what?

Fri, 10/30/2009 - 14:28 | Link to Comment Daedal
Daedal's picture

Where's Spekulatin'? Civic duty calls, so I'll fill in.

Mark it ZERO!


Fri, 10/30/2009 - 14:49 | Link to Comment spekulatn
spekulatn's picture

Sorry Daedal, I was on the can, then I bought some more of the shinee stuff ;>}



Fri, 10/30/2009 - 14:41 | Link to Comment Anonymous
Fri, 10/30/2009 - 15:54 | Link to Comment Anal_yst
Anal_yst's picture

thanks for clarifying

Fri, 10/30/2009 - 14:47 | Link to Comment surfer
surfer's picture

Is that bloomy chart a CIX or a function, transparency pls, CIX declare function whats behind??


BTW huge appreciation for the site as a interest rate trader youve been worth a (small) fortune

Fri, 10/30/2009 - 14:59 | Link to Comment Anonymous
Fri, 10/30/2009 - 15:41 | Link to Comment reading
reading's picture

It's a 2 year chart...follow the red line back 6 months

Fri, 10/30/2009 - 17:38 | Link to Comment Anonymous
Sat, 10/31/2009 - 02:46 | Link to Comment Anonymous
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