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VIX Index
VIX Index measures implied volatility in S&P 500 options and is widely used as a shorthand for equity market fear and risk aversion.
Animal Spirits
Animal spirits is Keynes’s name for the non-model confidence that makes people invest or refuse to — the residual when rates and cash flows are not enough to explain the tape.
Consumer Confidence Index
Consumer Confidence Index — Household expectations that influence spending, labor supply, and political pressure on policy.
Market Sentiment and the Overnight Anomaly
Harvest the close-to-open (overnight) equity premium, optionally gated by a sentiment filter — a timing of when the overnight edge is on.
Soccer Clubs' Stocks Arbitrage
Fade or fade-and-hold listed football-club stocks around match outcomes — a sports-sentiment, low-capacity curiosity.
Synthetic Lending Rates Predict Market Return
Time the equity index with a borrow/lending-fee composite — when synthetic shorting is expensive, the tape is crowded the other way.
Market Sentiment and the Overnight Anomaly
Harvest the close-to-open (overnight) equity premium, optionally gated by a sentiment filter — a timing of when the overnight edge is on.
Soccer Clubs' Stocks Arbitrage
Fade or fade-and-hold listed football-club stocks around match outcomes — a sports-sentiment, low-capacity curiosity.