CNN business has a wonderful fear and greed indicator. I love it. So I made my own version to track real time sentiment. Im using junk bonds prices - vix volatility to mimic cnn's version. DIAAAPLGOOGLMSFTTSLA
Interesting - But you would need the difference over the 2 year Treasury to get the HYG spread over Treasuries, otherwise your not capturing the fear or greed properly in the credit market imo. Good idea though.
optionfarmers
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@muscleriot, thats a good point, thank you for the feedback.