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var CN = 'menthorq_utm_params';
var LK = 'menthorq_utm_params';
var UK = ['utm_source','utm_medium','utm_campaign','utm_term','utm_content','utm_id'];
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function gC(n){var m=document.cookie.match(new RegExp('(?:^|; )'+n+'=([^;]*)'));return m?decodeURIComponent(m[1]):'';}
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function ld(){var r=gC(CN);if(r){try{var n=nm(JSON.parse(r));if(n)return n;}catch(e){}}try{var s=localStorage.getItem(LK);if(s){var n=nm(JSON.parse(s));if(n)return n;}}catch(e){}return null;}var ps = new URLSearchParams(window.location.search);
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var v = ps.get(AK[i]);
if (v) { fd[AK[i]] = v; has = true; }
}if (has) {
fd.captured_at = new Date().toISOString();
var ex = ld();
sv(ex ? {first: ex.first, last: fd} : {first: fd, last: fd});
return;
}var raw = gC(CN);
if (raw) {
try {
var p = JSON.parse(raw);
if (!p.first && hk(p)) sv({first: p, last: p});
} catch(e) {}
return;
}try {
var s = localStorage.getItem(LK);
if (s) { var n = nm(JSON.parse(s)); if (n) sv(n); }
} catch(e) {}
})();
var breeze_prefetch = {"local_url":"https://menthorq.com","ignore_remote_prefetch":"1","ignore_list":["/account/","/login/","/thank-you/","/wp-json/openid-connect/userinfo","wp-admin","wp-login.php"]};
//# sourceURL=breeze-prefetch-js-extra
The model is a Volatility and Sentiment Index to better track market sentiment through volatility, focusing specifically on ETF market positioning. This index is based on data from ETFs that go long and short on volatility, analyzing volumes, open interest, and options greeks to determine if the market sentiment leans towards a long or short volatility positioning.
How can you benefit from this quantitative model?
ETF Tracking
Analyses ETFs that go long or short on volatility.
Market Sentiment
Indicates when the ETF market is more inclined to short volatility or long volatility.
Reality Check
Helps identify divergence between market sentiment and actual market moves.
Trading Strategies
Enhances trading strategies by incorporating volatility sentiment data.
Market Sentiment
We analyse various ETFs, with half shorting volatility and the others going long. By examining the dollar volume traded in these ETFs, we create a proxy for market sentiment on volatility
When the LSVB rises, it indicates increased shorting of volatility, suggesting bearish sentiment on volatility and bullish sentiment on the S&P 500. Divergence in this trend can be particularly insightful
When the LSVB decreases, it indicates more people are buying volatility, suggesting bullish sentiment on volatility and bearish sentiment on the S&P 500
Transform your trading Strategy
Let us simplify the market and provide you the tools to make actionable decisions.
