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">HSI INDEX</a> closed last week down (CC=-1) at 16340.41, it is now down 5 months in a row (CC=-5), very OVERSOLD. </li>
<li>If this week the index keeps going down, it may find support soon and bounce next week. The alternative scenario is a longer correction, 2 weeks.</li>
<li>Support for a LONG trade, possibly pushed by a MONTHLY reversal,  should be found between 16200 and 15950: this is a highly speculative setup given the stubborn downtrend.</li>
</ul>


The HSI INDEX closed last week down (CC=-1) at 16340.41, it is now down 5 months in a row (CC=-5), very OVERSOLD. 
If this week the index keeps going down, it may find support soon and bounce next week. The alternative scenario is a longer correction, 2 weeks.
Support for a LONG trade, possibly pushed by a MONTHLY reversal,  should be found between 16200 and 15950: this is a highly speculative setup given the stubborn downtrend.


EQD | The LONG Case for the Hang Seng Index

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-And Pivot!

EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades-Soft Landing

EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades-Rate Cuts?

<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> is down 1 week and going towards Q2 support at 17098. Not yet OVERSOLD, but it could be soon, WEEKLY and MONTHLY.</li>
<li>Once the OVERSOLD states begins, it's time to go LONG: the index has been mildy downtrending for 3 months, it looks like it could be bottoming.</li>
<li>If the index reaches below 17112.48 (October's MONTHLY Close), it would be a good area to go LONG, the probability of a rally in December, from there, would be good.</li>
</ul>


The Hang Seng Index is down 1 week and going towards Q2 support at 17098. Not yet OVERSOLD, but it could be soon, WEEKLY and MONTHLY.
Once the OVERSOLD states begins, it's time to go LONG: the index has been mildy downtrending for 3 months, it looks like it could be bottoming.
If the index reaches below 17112.48 (October's MONTHLY Close), it would be a good area to go LONG, the probability of a rally in December, from there, would be good.


EQD | The Hang Seng Index May Go Higher 2

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 LONG Case for the Hang Seng Index

The HSI INDEX closed down for the 5th consecutive month, very oversold condition. Our pattern models say it may find support and bounce in 1-2...

Nico Rosti

EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades-And Pivot!

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-Soft Landing

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-Rate Cuts?

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 2

The Hang Seng Index is going towards the Q2 support at 17098, not yet OVERSOLD, but it could be soon: if it reaches below 17112.48, it may be a...

Nico Rosti

EQD | The LONG Case for the Hang Seng Index

​The HSI INDEX closed down for the 5th consecutive month, very oversold condition. Our pattern models say it may find support and bounce in 1-2...

Nico Rosti

EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades-And Pivot!

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-Soft Landing

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-Rate Cuts?

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 2

​The Hang Seng Index is going towards the Q2 support at 17098, not yet OVERSOLD, but it could be soon: if it reaches below 17112.48, it may be a...

Nico Rosti

The HSI INDEX closed down for the 5th consecutive month, very oversold condition. Our pattern models say it may find support and bounce in 1-2...

The Hang Seng Index is going towards the Q2 support at 17098, not yet OVERSOLD, but it could be soon: if it reaches below 17112.48, it may be a...