Put-call ratio · TradersWeek

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Output: Market-regime classification
Input: Cross-market prices, volatility, carry and portfolio weights
Horizon: Weeks to months
Best use: Put a single trade into a diversified or regime-aware context.

Input: Cross-market prices, volatility, carry and portfolio weights.
Output: market-regime.
Use boundary: Put a single trade into a diversified or regime-aware context.

The graph4

How the method is built, and where it has been read

Depends on

Often reviewed together

Option premium analysis4 readings

Often reviewed together

Open interest analysis7 readings

Often reviewed together

Moving average11 readings

Often reviewed together

Contrarian strategy12 readings

Read in the archive24 of 34 readings

1989Constructing an open-interest-scaled put-call ratioOptions and volatility 1990Open-interest put/call ratio as an intermediate sentiment overlayOptions and volatility 1990Activity-weighted call-put ratio for options regime contextOptions and volatility 1990Stacking moving averages, put-call regimes, and double bottomsIndicators and filters 1991Constructing an activity-weighted call-put sentiment readingOptions and volatility 1991Constructing put-call open-interest regime filtersOptions and volatility 1991Fund-index regime, put-call confirmation, then the tracking fundIntermarket and spreads 1992A seven-vote sentiment score for fund-sleeve regimesSeasonality and regimes 1992Pair action with opinion in a composite sentiment indexOptions and volatility 1992Construct an activity-weighted call-put ratio before reading crowd convictionOptions and volatility 1992Crowd extremes as a three-gate contrary procedureTrend and mean reversion 1993Constructing a put-volume average regime filterOptions and volatility 1993Neural-net inputs and rule trees for mechanical systemsSystem design 1993Constructing an exponent-weighted average of put-call ratiosIndicators and filters 1993Calibrating the weighted-moving-average exponentIndicators and filters 1994Failed Treasury put-call signal and a dollar regime shiftIntermarket and spreads 1994Separate survey, put-call, and premium ledgers before a regime callOptions and volatility 1994Repeated option-premium prints and a four-zone regime mapOptions and volatility 1995Consecutive-day regimes in the put-call premium ratioOptions and volatility 1995Contrary sentiment and put-call premiums around large Dow swingsOptions and volatility 1995Construct a put-call ratio for regime-aware contrarian signalsOptions and volatility 1996Treat one options idea as a regime-aware portfolio decisionOptions and volatility 1997Options open interest, put-call sentiment, and contrarian contextOptions and volatility 2000A two-layer put-call construction for intermediate market conditionsOptions and volatility

This registry entry describes a research method. It is not investment advice and does not make a performance claim.