This morning The CME Group posted an in depth sentiment analysis across asset classes from their education partner Asbury Research.
I just gave it a good read and find that much can be gleaned from their process especially. Specifically, what data are experts in parsing sentiment looking at and how are they integrating that data in order to formulate a view.
For example, with regard to equities Asbury focuses on four cohorts including RIA’s, individuals, options traders and market letter writers. Specific measures include the NAAIM Survey, the AAII Sentiment Survey, the OCC Small Trader Buy-to-Open Put/Call Ratio and the Investors Intelligence data.
This is very rich stuff for investors and traders doing comparative due dilligence within and across markets.
The report came out earlier in the month and they caught the correction well. You can find the report online here or read below.
Asbury Research Sentiment Survey 2010-11-11
Disclousre: The CME Group is a StockTwits Sponsor
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