Overview of Globex Sentiment Index

Globex Sentiment Index is a representation of pessimism and optimism by market participants that is designed to provide efficacious data in the full futures sessions. Most of the tools that deal with market emotion in the TickTools toolset are limited to data data is only available during the cash sessions from the hundreds of securities, flows and measures that go into them. Globex Sentiment Index has a much more limited depth of data from which to expound on emotional predilections of market participants and therefore relies on innovations that seek to mine enough from the flows and relationships available within the full futures session.

Globex Sentiment Index (and the other emotion indexes) has been a growth of the goals to take Ticktools extremely high resolution/granular data and represent into larger structures and broad implications about the emotional activity of market participants.