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O. Young Kwon
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O. Young Kwon, NYU Ph.D. in Economics had worked in securities industry for ten years as a Registered Investment Adviser. He taught Macroeconomics and Statistics. Prior to his academic career, he was an Economist/Bank Supervisor at the Bank of Korea (the Fed's counterpart). In 2009 he set up the... More
  • The Daily Market Stress (DMS) 0 comments
    Aug 6, 2013 5:10 AM

    The Daily Market Stress (DMS) (March 24, 2013, Monday)

    On March 7 (Friday) it was 50.0. March 10 (Monday) and March 11 (Tuesday) it was 42.9. March 12 (Wednesday) and March 13 (Thursday) it was 50.0 again. March 14 (Friday) it was 57.1. March 17 (Monday) it was 50.0. again. March 18 (Tuesday) it was 35.7. March 19 (Wednesday) it was 42.9 again. March 20 (Thursday) it was 35.7 again. March 21 (Friday) it was 28.6. March 24 (Monday) it is expected to be 28.6. The market stress has been a bit higher. but the market has become relatively calm and bullish.

    Link: www.seekingalpha.com/article/1725872 As the Fiscal Showdown Looms… www.seekingalpha.com/article/1187701 The Relationship Between A New Market Stress Index (MSI) And The Market.

    The Market Stress Index [MSI]

     

    REDS

    10Y TN

      

    DATE

    DI

    Yield

    MSS

    MSI

    10/16/2012

    3.5%

    1.720%

    *

    *

    10/17/2012

    3.4%

    1.810%

    0

    *

    10/18/2012

    3.5%

    1.830%

    100

    *

    10/19/2012

    3.2%

    1.770%

    50

    *

    10/22/2012

    2.6%

    1.800%

    0

    *

    10/23/2012

    2.3%

    1.760%

    50

    *

    10/24/2012

    1.8%

    1.770%

    0

    *

    10/25/2012

    1.6%

    1.830%

    0

    *

    10/26/2012

    1.5%

    1.750%

    50

    28.6

    <DELETED>

    7/31/2013

    3.1%

    2.593%

    50

    50.0

    8/30/2013

    1.2%

    2.749%

    50

    42.9

    9/30/2013

    1.5%

    2.615%

    50

    35.7

    10/31/2013

    2.4%

    2.542%

    0

    28.6

    11/29/2013

    2.2%

    2.741%

    100

    50.0

    12/31/2014

    -0.9%

    3.026%

    0

    42.9

    1/31/2014

    3.7%

    2.668%

    50

    57.1

    2/28/2014

    6.7%

    2.658%

    0

    64.3

    3/3/2014

    6.4%

    2.607%

    50

    50.0

    3/4/2014

    5.8%

    2.691%

    0

    57.1

    3/5/2014

    6.2%

    2.698%

    100

    42.9

    3/5/2014

    6.3%

    2.737%

    100

    42.9

    3/7/2014

    5.7%

    2.790%

    0

    50.0

    3/10/2014

    5.3%

    2.780%

    50

    42.9

    3/11/2014

    3.4%

    2.766%

    50

    42.9

    3/12/2014

    4.5%

    2.726%

    50

    50.0

    3/13/2014

    4.9%

    2.653%

    50

    50.0

    3/14/2014

    5.1%

    2.645%

    50

    57.1

    3/17/2014

    4.0%

    2.699%

    0

    50.0

    3/18/2014

    4.4%

    2.681%

    50

    35.7

    3/19/2014

    4.0%

    2.772%

    0

    42.9

    3/20/2014

    2.8%

    2.775%

    0

    35.7

    3/21/2014

    2.4%

    2.750%

    50

    28.6

    3/24/2014

    *

    *

    *

    28.6

         

    NOTE

    REDS = The RED Spread

    MSS = Market Stress Score

    MSI = Market Stress Index

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