Yale Crash Confidence Index
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The Yale School of Management Stock Market Crash Index measures “Confidence that there will be no stock market crash in the succeeding six months generally declined (though with a lot of ups and downs) over the years since 1989 until the stock market bottomed out in late 2002. Just after the terrorist attacks of September 11, 2001, Crash Confidence actually rose a little. But Crash Confidence reached its lowest point at 20.79% for institutional investors and 28.95% for individual investors as of November 2002. By April 2006, Crash Confidence was up to 57.95% for institutional investors and 48.61% for individual investors.”
Data is updated once per month. Check out the other stock market confidence indexes, especially the comparison of U.S. vs. Japan Crash Indexes.
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Key Reference Articles
For your convenience, this is a list of key reference articles. Most of these articles are archived in the Knowledge Base for registered users and members.
Trading Ideas, Market Barometers, Correlation & Volatility
- Using The Daily Workbook
- Q&A: Stock Picking and Self-Attribution Bias
- A Conversation with Charles Kirk
- Barometers: What The Market Says
- The Beauty Contest Stock Scan
- Relative Momentum and Strength Are Key
- How to Read the RMI Histogram
- Putting It Together
- The Correlation Heat Map
- Identifying Volatility Clusters
- VIX and The Rules of Investing
Investor Sentiment
- 50 Ways to Lose Your Money
- The Philosophy of Tops
- The Investor Sentiment Cycle, Part I
- The Investor Sentiment Cycle, Part II
- Where We Are In The Cycle
- Where We Are In The Cycle, Part II
- Sentiment Lesson from Corn & Soybeans
- Financial Economics Lecture 18: Behavioural Finance
Economic Fundamentals
- The World According to Brock (Introduction)
- The World According to Brock I
- The World According to Brock II
- The World According to Brock III
- The World According to Brock IV
- Bernanke Takes Aim At Counterknowledge
Fundamentals of Trading
- Teresa’s Rules of Market Survival
- Evaluating Buy and Sell Signals
- Principles of Profitable Trading
- Glossary of Trade Setups
- Options: Bull Call and Bear Put Spreads
- Q&A: Trading with Call and Put Spreads
- How To Think Diabolically
- Trade Like a Commando, Part I
- Thoughts on Position Sizing
- Own The Zone: Chapter One
- Own The Zone: Chapter Two
- Own The Zone: Chapter Three
- Own The Zone: Chapter Four
- Own The Zone: Chapter Five
- Own The Zone: Chapter Six
- Own The Zone: Chapter Seven
- Stops Cannot Be Eyeballed
- Thoughts on the Kase Dev-stop
- Engineering Better Bollinger Bands
- Expectancy, Performance and The “R” Word
- Q&A: Are Moving Averages Useful?
- Q&A: Interpretation of Moving Averages
Investment Portfolios
- Q&A: Where Do I Start?
- Q&A: Vanguard and Fidelity Equivalents
- Building Your Portfolio: Part I
- Building Your Portfolio: Part II
- Building Your Portfolio: Part III
- Building Your Portfolio: Part IV
- Building Your Portfolio: Part V
- Building Your Portfolio: Part VI
- Building Your Portfolio: Part VII
- Building Your Portfolio: Part VIII
- Building Your Portfolio: Part IX
- Should You Trade Your Investment Portfolio? I
- Should You Trade Your Investment Portfolio? II
- Should You Trade Your Investment Portfolio? III
- Should You Trade Your Investment Portfolio? IV
- Risk Management for Civilians (HEDGING)
- The Last Word on Hedging with ETFs (HEDGING)
- Hedge Ratios for Inverse ETFs are Here (HEDGING)
- Q&A: Hedging, a Step by Step Guide (HEDGING)
- Moving Averages for Portfolio Timing
- Alpha vs. Beta for Your Portfolio
- Time To Get Back Into the Market? Part 1
- Time To Get Back Into the Market? Part 2
- Time To Get Back Into the Market? Part 3
- Time To Get Back Into the Market? Part 4
- A Conversation with David Fry
Recommended Reading
Before you trade or invest, take time to contemplate and understand some fundamental truths.
- The Meditations of Marcus Aurelius
- The Nature of Risk
- Winning The Mental Game on Wall Street
- Reminiscences of a Stock Operator
- A Mathematician Plays The Stock Market
- How to Lie with Statistics
- Chance
- Game Theory: A Very Short Introduction
- The Winner's Curse
- Behavioral Finance & Decision Theory
- New Market Wizards (Eckhardt Chapter)
- Pioneering Portfolio Management
- Unconventional Success
- A Brief History of Economic Genius
- General Economic History
- The Age of Turbulence
- In an Uncertain World
