[1]Equities have drifted sideways at their highs for the last few hours. Meanwhile, credit markets have sold off, Volatility and implied correlation have pushed higher, and broad risk assets (CONTEXT [5]) has leaked lower. Complacency, or do stock momo algos know something everyone else doesn't?
Equities vs Credit...
[6]
Equities vs Vol...
[7]
Equities vs CONTEXT (broad risk)...
[8]
Charts: Bloomberg
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Links:
[1] http://www.zerohedge.com/users/tyler-durden
[2] http://www.zerohedge.com/taxonomy_vtn/term/10010
[3] http://www.zerohedge.com/taxonomy_vtn/term/10166
[4] http://www.zerohedge.com/taxonomy_vtn/term/9281
[5] http://capitalcontext.com/intraday/
[6] http://www.zerohedge.com/sites/default/files/images/user3303/imageroot/2012/02/20120309_EQComplacency1.png
[7] http://www.zerohedge.com/sites/default/files/images/user3303/imageroot/2012/02/20120309_EQComplacency2.png
[8] http://www.zerohedge.com/sites/default/files/images/user3303/imageroot/2012/02/20120309_EQComplacency3.png