James Chen, CMT is an expert trader, investment adviser, and global market strategist. Gordon Scott has been an active investor and technical analyst for 20+ years. He is a Chartered Market Technician ...

This data series is part of the Center for Monetary Research. Treasury Yield Skewness is a daily indicator measuring the risks to the future outlook for interest rates, based on prices of Treasury ...

There is strong evidence of a negative cross-sectional relationship between realized skewness and future stock returns - stocks with negative skewness are compensated with high future returns for ...

When looking at a day with significant movement, we tend to categorize it simply as an "up day" or a "down day." However, ...

Intech Investment Management recently published a primer on monitoring market stress by way of several risk metrics, including skewness of returns (SoR). In the grand scheme of quantifying risk, SoR ...