View: Interesting Indicators

Thursday 27 January 2011

Interesting Indicators

Some interesting indicators to look at are -

OTC Bulletin Board Share Volume
OTC Bulletin Board Dollar Volume
Divergence between indices in price behaviour like DJIA, SPX and CCMP
MOVE Index - measure of vol in fixed income mkts
Spread and Ratio of Corp BAA Bond Yield / Yield on 30 Yr US TSY
Gold/Silver price ratio
Exponential upward moving mkts (NASDAQ in 1999, Copper and Oil in 2006)
EUR/YEN Carry Trade
TED Spread
NYSE Debt Margin
VIX
Skyscraper Indicator
NYSE Seat Prices
Ratio of Insider Sales to Buys
Mutual Fund Cash to Assets Ratio

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About Me

My name is Sameer Saifan and I am based in London, UK. After completing BEngg [Mechanical] from India I came to the UK to do a MSc Operations Research from the London School of Economics.

I have spent the last decade working for multi-billion dollar Fund of Hedge Funds based in London. My last role was Head of Risk Management and Quantitative Research at a $10 billion Wealth Management firm based in London.

My skills sets include an understanding of Statistics, Behavioral Finance, Technical Analysis, Global Financial Markets, Hedge Funds and Wave Theory. My work is related towards Risk Management and Global Tactical Asset Allocation.

The aim of this blog is to help people understand my view of Global Financial Markets. I aim to combine behavioral aspects of human nature , sentiment measures that reflect the herd-like behavior of the crowd and its impact on Global Financial Markets across all asset classes.

My next assignment takes me to the Middle East where I will be involved in [Multi Asset Class] Risk Management for a multi billion dollar SWF.

My contact email address is sameersaifan@gmail.com.

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