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Miguel's avatar

The direcitional skew is just the second derivative of the macro and positioning driver’s strengths?

I think I’m not getting how the two are related and if one can be green and the other red and why.

If you can clarify this relation it would be great thanks🙏🏻

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MG's avatar

Hello Capital Flows.

I'm looking at the images of the Total Macro and Positioning Drivers indictor on the ES chart (the indicator directly on the ES chart, not the one below) and comparing it to the same chart from yesterday and from few days ago. What I see is that the amplitude of the green-red line is changing on the same days in the past. For example Aug-Sep-Nov 2024 the amplitude of green-red line is different pretty much each day you post a new image. It's strange to see such changes on the past data. Seems like your indicator is repainting or you are curve fitting your data. How do you explain this?

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