Weekly Skewness

The skewness measure indicates the level of non-symmetry. If the distribution of the data is symmetric, then skewness will be close to zero. The further from zero, the more skewed the data. A negative value indicates returns are skewed to the left, while a positive value indicates returns are skewed to the right. In trader talk … a high skew suggest that a return surprise is more likely to occur on the upside rather than from the downside. Traders will need to properly protect themselves from these potential moves.

Weekly Skewness Breakdown


Skewness Definition:

A nonsymmetrical or skewed distribution occurs when one side of the distribution does not mirror the other. Applied to investment returns, nonsymmetrical distributions are generally described as being either positively skewed (meaning frequent small losses and a few extreme gains) or negatively skewed (meaning frequent small gains and a few extreme losses) – Investopedia



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