Quantitative Researcher, MRM Research

Nico Rosti

Quantitative Researcher

MRM Research

Quantitative Research

Event-Driven

<ul>
<li>The <a href="https://www.smartkarma.com/entities/hong-kong-hang-seng-index" target="_blank" data-smartkarma-citation="entities:22899:1" rel="noopener">Hang Seng Index</a> closed last week at 17664.12 (CC=+2), currently rallying this week, but there is a chance for a short-lived pullback (i.e. closing this week down).</li>
<li>The current global equities bounce should continue for the entire month of November: the HSI may continue rallying for +2 weeks (if it does not close down this week).</li>
<li>Price targets to watch for the end of the rally (i.e. shortable) are between 18300 and 18700.</li>
</ul>


The Hang Seng Index closed last week at 17664.12 (CC=+2), currently rallying this week, but there is a chance for a short-lived pullback (i.e. closing this week down).
The current global equities bounce should continue for the entire month of November: the HSI may continue rallying for +2 weeks (if it does not close down this week).
Price targets to watch for the end of the rally (i.e. shortable) are between 18300 and 18700.


<ul>
<li>The <a href="https://www.smartkarma.com/entities/hong-kong-hang-seng-index" target="_blank" data-smartkarma-citation="entities:22899:1" rel="noopener">Hang Seng Index</a> closed last week down at 17172.13 (CC=-1), on Wednesday was trading below the Q3 WEEKLY support, very OVERSOLD from a price perspective.</li>
<li>When this pattern is encountered, usually the index bounces no later than CC=-3, i.e. after this week or the week after the end of next week.</li>
<li>The next support area to go LONG is 16534 and the index got quite close to it intraday, at the start of this week: the low was 16879. </li>
</ul>


The Hang Seng Index closed last week down at 17172.13 (CC=-1), on Wednesday was trading below the Q3 WEEKLY support, very OVERSOLD from a price perspective.
When this pattern is encountered, usually the index bounces no later than CC=-3, i.e. after this week or the week after the end of next week.
The next support area to go LONG is 16534 and the index got quite close to it intraday, at the start of this week: the low was 16879. 


EQD | Hang Seng Index WEEKLY Heavily Oversold: It Can Bounce in 2 Weeks

Senior Equity Derivatives Trader

Simon Harris

<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

<ul>
<li>The <a href="https://www.smartkarma.com/entities/hong-kong-hang-seng-index" target="_blank" data-smartkarma-citation="entities:22899:1" rel="noopener">HSI INDEX</a> has fallen for 2 more weeks since our last insight - current CC is =-5, and Q3 support was breached last week, the index is clearly OVERSOLD.</li>
<li>If the HSI bounces this week, it could be an occasion to go SHORT - take note that the index could take 3 weeks to rally before rolling down again.</li>
<li>The target price area where to enter SHORT trades,to benefit from a continuation of the downtrend is: 17598-18784.</li>
</ul>


The HSI INDEX has fallen for 2 more weeks since our last insight - current CC is =-5, and Q3 support was breached last week, the index is clearly OVERSOLD.
If the HSI bounces this week, it could be an occasion to go SHORT - take note that the index could take 3 weeks to rally before rolling down again.
The target price area where to enter SHORT trades,to benefit from a continuation of the downtrend is: 17598-18784.


EQD | HSI WEEKLY Resistance Levels UPDATED

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

Hong Kong

The Hang Seng Index is a free-float capitalization-weighted index of a selection of companies from the Stock Exchange of Hong Kong. The components of the index are divided into four subindices: Commerce and Industry, Finance, Utilities, and Properties. The index was developed with a base level of 100 as of July 31, 1964.

Hang Seng Index (HSI INDEX)

EQD | The Hang Seng Index May Go Higher

The HSI rally continues this week, after +2 weeks up. A short-lived pullback this week is possible, but we expect the HSI to continue rallying...

Nico Rosti

EQD | Hang Seng Index WEEKLY Heavily Oversold: It Can Bounce in 2 Weeks

The Hang Seng Index closed down last week (CC=-1) and is heavily OVERSOLD from a price perspective, the next support area to go LONG is 16534, a...

Nico Rosti

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

EQD | HSI WEEKLY Resistance Levels UPDATED

The HSI INDEX has fallen for a total of 5 weeks, breaching Q3 support (OVERSOLD conditions). A bounce this week could be a good opportunity to go...

Nico Rosti

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 | The Hang Seng Index May Go Higher

The ​HSI rally continues this week, after +2 weeks up. A short-lived pullback this week is possible, but we expect the HSI to continue rallying...

Nico Rosti

EQD | Hang Seng Index WEEKLY Heavily Oversold: It Can Bounce in 2 Weeks

​The Hang Seng Index closed down last week (CC=-1) and is heavily OVERSOLD from a price perspective, the next support area to go LONG is 16534, a...

Nico Rosti

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

EQD | HSI WEEKLY Resistance Levels UPDATED

​The HSI INDEX has fallen for a total of 5 weeks, breaching Q3 support (OVERSOLD conditions). A bounce this week could be a good opportunity to go...

Nico Rosti

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

The HSI rally continues this week, after +2 weeks up. A short-lived pullback this week is possible, but we expect the HSI to continue rallying...

The Hang Seng Index closed down last week (CC=-1) and is heavily OVERSOLD from a price perspective, the next support area to go LONG is 16534, a...

The HSI INDEX has fallen for a total of 5 weeks, breaching Q3 support (OVERSOLD conditions). A bounce this week could be a good opportunity to go...