Senior Equity Derivatives Trader

Simon Harris

Event-Driven

<ul>
<li>Weekly summary of vol changes and moves across Global Markets</li>
<li>Analysing ATM volatility and skew changes over the last 5 days</li>
<li>We suggest a few trades to take advantage of the implied vol surfaces</li>
</ul>


Weekly summary of vol changes and moves across Global Markets
Analysing ATM volatility and skew changes over the last 5 days
We suggest a few trades to take advantage of the implied vol surfaces


EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades-Summer Lull

Global Multi-Asset Investment Strategist, True Insights

Jeroen Blokland

Global Multi-Asset Investment Strategist

Build Well-Diversified Multi-Asset Portfolios

True Insights

Our research helps investors build well-diversified multi-asset portfolios and profit from market developments. In addition, our unique and proven Macro – Sentiment – Valuation (MSV) investment framework ensures a consistent flow of new investment opportunities. Together with our market views, these opportunities will be reflected in our live ETF-based Global Multi-Asset Portfolios.

Cross Asset Strategy

<ul>
<li>Our Fear &amp; Frenzy Sentiment Index has moved into Frenzy territory aggressively, suggesting a pullback in equity markets is upon us.</li>
<li>Based on the historical relationship between the ISM Manufacturing and the S&amp;P 500 Index, the latest drop to 46 suggests an index level of 3,400.</li>
<li>This week, we highlight the chart showing the change in the number of bankruptcies and the spread on US high-yield bonds. Where did spreads go?</li>
</ul>


Our Fear &amp; Frenzy Sentiment Index has moved into Frenzy territory aggressively, suggesting a pullback in equity markets is upon us.
Based on the historical relationship between the ISM Manufacturing and the S&amp;P 500 Index, the latest drop to 46 suggests an index level of 3,400.
This week, we highlight the chart showing the change in the number of bankruptcies and the spread on US high-yield bonds. Where did spreads go?


The Weekly Market Monitor (27) – Will the Bull Survive?

Chart based progressive global trading strategies, Chart Partners

Thomas Schroeder

Chart based progressive global trading strategies

Chart Partners

Chart Partners objective is to discover medium-term cycle turns and profit opportunities before they unfold, within structural trends while preserving capital with clear degrees of risk. We have real return ideas. 

Markets are dynamic and trading systems must reflect this. It is crucial to determine underlying correlations and lead-lag relationships within global markets and the impact on linked instruments. Our weekly Chartonics product gives you short-term trading strategies that can be applied within the medium and longer term macro trends that are mapped out in our strategy updates. 

Our methodology fuses global market variables and isolates drivers in trends. We specialize in FX, index trade in NY and Asia with a focus on Asian stocks. 

Technical Analysis

<ul>
<li>Update on our top shorts as we get closer to our cover targets with some overlap.</li>
<li>SPX and NDX secondary short cover levels and where to add back to longs.</li>
<li>Minor new chart highs in store into mid-July with target adjustments.</li>
</ul>


Update on our top shorts as we get closer to our cover targets with some overlap.
SPX and NDX secondary short cover levels and where to add back to longs.
Minor new chart highs in store into mid-July with target adjustments.


Lead Shorts, Where to Cover and Re Set Longs.

Quantitative Researcher, MRM Research

Nico Rosti

Quantitative Researcher

MRM Research

Quantitative Research

<ul>
<li>
Good probability of reversal (&gt;60%) for the <a href="https://www.smartkarma.com/entities/nikkei-225" target="_blank" data-smartkarma-citation="entities:22909:1" rel="noopener">Nikkei 225 (NKY INDEX)</a>if closing this week up and/or if market price reaches =&gt; 34033 intra-week (better: =&gt; 34255).</li>
<li>
Index can go a bit higher but first will probably consolidate/digest the latest rally from April. Expect non-directionality. If WEEKLY rally lasts =&gt;3 weeks, place high-probability SHORT trade.
</li>
<li>A pullback below 33189.04 (last WEEKLY Close) seems unlikely this week. In case, buy-the-dips until the price reaches 32586 (Q2 barrier). Past that point the market could sink &lt;= 31750.</li>
</ul>



Good probability of reversal (&gt;60%) for the Nikkei 225 (NKY INDEX)if closing this week up and/or if market price reaches =&gt; 34033 intra-week (better: =&gt; 34255).

Index can go a bit higher but first will probably consolidate/digest the latest rally from April. Expect non-directionality. If WEEKLY rally lasts =&gt;3 weeks, place high-probability SHORT trade.

A pullback below 33189.04 (last WEEKLY Close) seems unlikely this week. In case, buy-the-dips until the price reaches 32586 (Q2 barrier). Past that point the market could sink &lt;= 31750.


EQD | Nikkei 225 (NKY) WEEKLY Rising but May Encounter Short-Term Resistance

EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades-Chasing Stocks Higher

Japan

The Nikkei-225 Stock Average is a price-weighted average of 225 top-rated Japanese companies listed in the First Section of the Tokyo Stock Exchange. The Nikkei Stock Average was first published on May 16, 1949, where the average price was ¥176.21 with a divisor of 225. 

Nikkei 225 (NKY INDEX)

EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades-Summer Lull

A weekly look at spot, vol and skew changes across 8 global Indices. We analyse the changes and try to identify the best trades based on the vol...

Simon Harris

The Weekly Market Monitor (27) – Will the Bull Survive?

If markets stop being driven by sentiment and focus on the broader macro environment, downside in equities and other risky assets becomes abundant.

Jeroen Blokland

Lead Shorts, Where to Cover and Re Set Longs.

Update on our top shorts as we get closer to our cover targets with some overlap. Minor new chart highs in store into mid-July with target...

Thomas Schroeder

EQD | Nikkei 225 (NKY) WEEKLY Rising but May Encounter Short-Term Resistance

The Nikkei 225 stopped very briefly after its multi-week rally from April 2023, then started rising again. The Market Reversal Matrix tool predicts...

Nico Rosti

EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades-Chasing Stocks Higher

A weekly look at spot, vol and skew changes across 8 global Indices. We analyse the changes and try to identify the best trades based on the vol...

Simon Harris