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- Tensions Rise

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.

Macroeconomics

<ul>
<li>Contrary to many other Sentiment Indicators - which we don’t really understand - our Fear &amp; Frenzy Sentiment Index has moved into ‘Frenzy.’</li>
<li>China is considering launching a state-backed stabilization fund to boost the Chinese stock market. We show what happened the last time China came up with a similar move. </li>
<li>Even though headline and core inflation were close to expectations, the underlying data signals trouble. Powell’s favorite CPI measure, SuperCore inflation, rose 7.6% on an annualized basis in September. </li>
</ul>


Contrary to many other Sentiment Indicators - which we don’t really understand - our Fear &amp; Frenzy Sentiment Index has moved into ‘Frenzy.’
China is considering launching a state-backed stabilization fund to boost the Chinese stock market. We show what happened the last time China came up with a similar move. 
Even though headline and core inflation were close to expectations, the underlying data signals trouble. Powell’s favorite CPI measure, SuperCore inflation, rose 7.6% on an annualized basis in September. 


The Weekly Market Monitor – Bad Inflation + Bad Sentiment = Bad Bounce?

<ul>
<li>Eurozone loan growth to businesses and households has evaporated, putting direct pressure on already meager GDP growth.</li>
<li>The Eurozone Credit Impulse has dropped ‘off the charts.’  Only during the Great Financial Crisis did the Eurozone Credit Impulse look worse.</li>
<li>Unfortunately, Eurozone stocks have already priced in a massive improvement in the Credit Impulse. </li>
</ul>


Eurozone loan growth to businesses and households has evaporated, putting direct pressure on already meager GDP growth.
The Eurozone Credit Impulse has dropped ‘off the charts.’  Only during the Great Financial Crisis did the Eurozone Credit Impulse look worse.
Unfortunately, Eurozone stocks have already priced in a massive improvement in the Credit Impulse. 


Credit Growth Is Screaming Recession, but Equities Think Otherwise

EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades-Good News Is Good News

EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades-Shutdown or Meltdown?

The EURO STOXX 50 Index, Europe's leading blue-chip index for the Eurozone, provides a blue-chip representation of supersector leaders in the region. The index covers 50 stocks from 11 Eurozone countries. The index is licensed to financial institutions to serve as an underlying for a wide range of investment products such as exchange-traded funds (ETFs), futures, options and structured products.

EURO STOXX 50 Price EUR (SX5E INDEX)

EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades- Tensions Rise

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 – Bad Inflation + Bad Sentiment = Bad Bounce?

Eurozone Equities are pricing in a massive improvement of the Credit Impulse (change in credit growth relative to GDP) that is unlikely to...

Jeroen Blokland

Credit Growth Is Screaming Recession, but Equities Think Otherwise

Eurozone Equities are pricing in a massive improvement of the Credit Impulse (change in credit growth relative to GDP) that is unlikely to...

Jeroen Blokland

EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades-Good News Is Good News

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

EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades-Shutdown or Meltdown?

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