SPY Liquidity Premium Strategy


  • Eric D. Brown

    Eric D. Brown

    Published: 2016-09-15 at 17:34:46 CDT

In yesterday's report titled No New Highs In S&P 500 As Fear-Based Fund Volume Surges (published Sept 14 2016), Jason mentioned a stat regarding the SPY Liquidity Premium indicator. Jason's comment was:There are few signs of extreme pessimism, but ETF volume is one. Even just looking at the main ...


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