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

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

Nasdaq-100 Stock Index / Technical Analysis

<ul>
<li>Short basket call on Oct 4/5 and Oct 14. Mid October squeeze rally to recycle shorts unfolded/in line. October 23 and 30 cycle dates linked to a cycle low.</li>
<li>The key moving parts to form a cycle low center around a DXY peak, the US 10yr yield new high/top and long equity basket lows holding on an SPX low.</li>
<li>New yield and USD high to align with an SPX low with lead signals stemming from our long basket holding support zones (lead relative signal). Manage swings into late Oct.</li>
</ul>


Short basket call on Oct 4/5 and Oct 14. Mid October squeeze rally to recycle shorts unfolded/in line. October 23 and 30 cycle dates linked to a cycle low.
The key moving parts to form a cycle low center around a DXY peak, the US 10yr yield new high/top and long equity basket lows holding on an SPX low.
New yield and USD high to align with an SPX low with lead signals stemming from our long basket holding support zones (lead relative signal). Manage swings into late Oct.


EQD | Volatility Update: A Look at Global Indices - What's Changed?

<ul>
<li>SPX bearish to 3,500/30 below 3,650 with sell resistance at 3,650 (bounce bet failed at 3,740). Early October low followed by a short squeeze.</li>
<li>Meeting/Exceeding key downside targets in oversold (RSI's due to bottom soon) Asia and Europe into an exhaustive down leg. </li>
<li>October transition: We favor overlapping our long basket into early to mid-October new lows. NKY, ASX, RTY layered longs and USD sell is on deck (USD front run).</li>
</ul>


SPX bearish to 3,500/30 below 3,650 with sell resistance at 3,650 (bounce bet failed at 3,740). Early October low followed by a short squeeze.
Meeting/Exceeding key downside targets in oversold (RSI's due to bottom soon) Asia and Europe into an exhaustive down leg. 
October transition: We favor overlapping our long basket into early to mid-October new lows. NKY, ASX, RTY layered longs and USD sell is on deck (USD front run).


United States

The NASDAQ-100 Index is a modified capitalization-weighted index of the 100 largest and most active non-financial domestic and international issues listed on the NASDAQ. No security can have more than a 24% weighting. The index was developed with a base value of 125 as of February 1, 1985. Prior to December 21,1998 the Nasdaq 100 was a cap-weighted index.

Nasdaq-100 Stock Index (NDX INDEX)

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

Weekly update of spot, vol and skew changes across 8 global markets. We analyse the best trades based on the vols surfaces, and update on any...

Simon Harris

Mechanics of a Late October Cycle Low

Short call on Oct 4/5 and Oct 14. Mid October squeeze rally to recycle shorts unfolded/in line. October 23 and 30 cycle dates linked to a cycle...

Thomas Schroeder

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

Weekly anaylsis of volatility changes across 8 major indices. We discuss the changes in implied vols, skew and spot and look for any trading...

Simon Harris

EQD | Volatility Update: A Look at Global Indices - What's Changed?

A weekly look at Global Index Volatility changes. We analyse moves over the last week in terms of spot, vol and skew and screen for possible trade...

Simon Harris

SPX 3,500 Is Where We Transition

SPX bearish to 3,500/30 below 3,650 with sell resistance at 3,650 (bounce bet failed at 3,740). Early October low followed by a short squeeze. We...

Thomas Schroeder