Market Sentiment
Institutional-grade analysis of market structure, fund flows, sentiment, and breadth.
Our market intelligence models combine multiple dimensions of market analysis: institutional fund flows, market breadth measures, sentiment extremes, and structural dynamics. These tools help you understand what drives market movements beyond price action alone, identifying shifts in market participation, positioning, and psychology that signal important changes in market conditions.
Institutional-grade sentiment analysis with advanced features and comprehensive documentation.
CHF 198.50/year
Multi-factor contrarian sentiment framework measuring market psychology through six proprietary components. Buy fear, hedge greed. 58 years of backtested data.
Open-source market intelligence tools available to all investors.
Tracks global capital allocation patterns across major ETF categories,ing institutional investment flows and market positioning.
View on TradingViewCommitment of Traders positioning analysis for identifying institutional sentiment and market extremes.
View on TradingViewMomentum oscillator tracking the relative performance and market influence of the seven largest tech stocks.
View on TradingViewMarket intelligence in a quantitative context refers to the systematic collection and analysis of measurable market data reflecting participant behavior, capital flow structure, and internal market health. The goal is to extract information that price alone does not. Price tells you what happened. Market intelligence tells you who did it, how broadly it happened, and whether the conditions that produced it are sustainable.
ETF and mutual fund flow data captures aggregate capital movement into and out of asset classes, sectors, and geographies. Institutional allocation shifts often precede sustained price moves because they reflect deliberate portfolio decisions rather than short-term speculation. The distinction between ETF flows (tactical and retail) and mutual fund flows (institutional and strategic) adds granularity. Persistent divergences between flow direction and price direction frequently resolve in favor of the flows.
The CFTC's COT report discloses aggregate futures positioning across commercial hedgers, large speculators, and small traders. Commercials hedge business risk and tend toward contrarian positioning relative to price, while large speculators are predominantly momentum-driven. When speculative positioning reaches historical extremes opposite to commercials, the probability of a reversal increases. This framework applies across commodities, currencies, and equity index futures.
Breadth measures track how broadly a market move is shared across constituents. The advance-decline line, new highs versus new lows, and percent of stocks above key moving averages each capture different dimensions of participation. When an index makes new highs on narrowing breadth, the rally depends on a shrinking number of names, which historically precedes corrections. Broad participation tends to produce more durable moves.
Sentiment surveys, options-derived measures like the put/call ratio, and composite fear/greed indices rarely have predictive value in their normal range. Their usefulness emerges at extremes. Extreme fear tends to coincide with selling exhaustion, while extreme euphoria often marks the point where marginal buyers are already fully invested. These signals work best as confirming inputs within a broader model rather than standalone triggers.
Market concentration, where a small number of large-cap stocks account for a disproportionate share of index returns, affects both risk and diversification. For passive investors, this creates significant single-factor exposure regardless of intent. Concentration is not a timing signal, but it amplifies the consequences of sector rotation or regulatory shifts. The spread between cap-weighted and equal-weighted index returns serves as a useful measure of structural fragility.
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