Comdolls Risk Mode (CRM)

21 ביוני 2020

Comdoll Risk Mode (CRM) helps us to judge the market risk mode either "On" or "Off". This is a sentiment-based indicator that should help one with a glance view over market risk sentiments. It's a cocktail of AUD, NZD & CAD major comdolls with all other major currencies and then averaged their whole values. The bullish trending for the CRM should be taken as the market sentiment is optimistic and individual investors investing in high yielding assets so-called "Risky bets" and bear trending for CRM should be considered as the market in risk aversion mode where mostly higher-yielding assets aren't focused and market sentiment being gloomy. Works in a 1hour resolution only for now. Shout out to my pal: glaz for support on some calculation.