Market Characteristics II

Volatility, Momentum and Correlations

Volatility and S&P 500 since 1990

10 year Treasury Note Future vs S&P 500 Future: Risk (Volatility) adjusted

Equity Market and Yield Curve Flattening: 2002-2009

Stock correlations with S&P 500

Percentage of Stocks outperforming the Index

Momentum in Financial Markets