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Dumb money vs. smart money

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发表于 2015-12-5 05:17 AM | 显示全部楼层


csw2002 发表于 2015-12-5 12:38 AM
Wow, what a day. The rally, while expected, went much higher than I had expected. OEX PCR adjusted f ...

so the conclusion of 4th dec that this drop is not jet finished has been rewised to bullish? thanks

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I still expect further weakness.  发表于 2015-12-5 07:17 AM
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 楼主| 发表于 2015-12-8 05:46 AM | 显示全部楼层
OEX PCR final adjusted closed at 1.99, weak sell. No change to SH and SDS but SPXU saw 4.9 millions outflow.

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 楼主| 发表于 2015-12-8 10:29 PM | 显示全部楼层
OEX PCR final adjusted closed at 3.84 on sell. No change to SH. 62 millions outflow on SDS and 4.6 millions inflow on SPXU.

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发表于 2015-12-8 10:50 PM | 显示全部楼层
csw2002 发表于 2015-12-8 10:29 PM
OEX PCR final adjusted closed at 3.84 on sell. No change to SH. 62 millions outflow on SDS and 4.6 m ...

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发表于 2015-12-8 11:29 PM | 显示全部楼层
csw2002 发表于 2015-12-8 10:29 PM
OEX PCR final adjusted closed at 3.84 on sell. No change to SH. 62 millions outflow on SDS and 4.6 m ...


最近大户们也很迷茫。你看OEX PCR intra-day movement is very volatile.
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发表于 2015-12-9 12:00 AM | 显示全部楼层
thanks for the update!
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发表于 2015-12-9 10:26 PM | 显示全部楼层
lite1067 发表于 2015-12-8 11:29 PM
最近大户们也很迷茫。你看OEX PCR intra-day movement is very volatile.

哪里可以看 OEX PCR?谢谢
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发表于 2015-12-9 11:05 PM | 显示全部楼层
wnd4 发表于 2015-12-9 10:26 PM
哪里可以看 OEX PCR?谢谢

cboe has delayed data.
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 楼主| 发表于 2015-12-11 01:04 AM | 显示全部楼层
30 millions outflow today on SH with no change to SDS and SPXU. OEX PCR final adjusted is 4.08. Looks like more selling ahead with dumb short covering and smart money adding more puts.

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发表于 2015-12-11 09:06 AM | 显示全部楼层
Thanks for update
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 楼主| 发表于 2015-12-13 05:31 AM | 显示全部楼层
OEX PCR adjusted final closed at 1.48, neutral. SH is flat, SDS saw 60 millions outflow and SPXU saw 62 millions outflow. Smart shorts are covering en mass and hence possible short term bottom.

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发表于 2015-12-14 08:54 AM | 显示全部楼层
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 楼主| 发表于 2015-12-14 11:10 PM | 显示全部楼层
OEX PCR final adjusted is at 0.375 - very bullish. There is no change to SH and SDS but 6 millions inflow into SPXU.

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发表于 2015-12-14 11:13 PM | 显示全部楼层
6 millions inflow into SPXU is not a good signal for bulls.

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6 millions for SPXU is nothing to worry about. OEX traders, OTH, are very bullish today.  发表于 2015-12-14 11:15 PM
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 楼主| 发表于 2015-12-16 07:45 AM | 显示全部楼层
OEX PCR final is 3.55 very bearish but we saw 87 millions inflow into SH and 17 millions outflow from SDS and 7.5 millions outflow from SPXU. Dumb shorts are adding while smart shorts are covering. Despite the bearish OEX PCR, I think Santa Rally will kick in full gear until Christmas Eve.

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 楼主| 发表于 2015-12-17 01:43 AM | 显示全部楼层
OEX PCR final is 1.7 neutral to slightly bearish. 10.3 millions outflow from SH today after the 86 millions inflow yesterday. SDS saw no change but SPXU saw 6.4 millions outflow.

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发表于 2015-12-17 02:32 AM | 显示全部楼层
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 楼主| 发表于 2015-12-18 12:35 AM | 显示全部楼层
OEX PCR final closed at 1.2 - neutral. No change to SH, SDS and SPXU. The dumb short again covered right before the big dump and added right before the big rally

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发表于 2015-12-18 08:11 AM | 显示全部楼层
Thanks
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 楼主| 发表于 2015-12-21 06:29 AM | 显示全部楼层
On Friday after the close, final adjusted OEX PCR is at 0.88 - on weak buy. We also saw 12.5 millions outflow on SH as well as 14 millions outflow on SPXU. SDS was flat.

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