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-Giving Thanks

Pan-Asia Index Rebalances/ Events/ Delta One, Periscope Analytics

Brian Freitas

Pan-Asia Index Rebalances/ Events/ Delta One

Periscope Analytics

Periscope Analytics focuses on event-driven trades across Asia Pacific and provides comprehensive, timely and systematic coverage of index changes to major Asia Pacific indices in a structured manner.

The analysis includes forecasted inclusions and exclusions to all major Asian indices that have significant amount of tracking assets, including estimates of passive buy/sell flow on the stocks. The service also provides commentary and impact of market consultations, ground rule changes, and other events (IPOs, spin-offs, M&A) that could lead to index changes and passive flow.

Periscope Analytics works with multi-strategy hedge funds, proprietary trading firms, stat arb trading groups and long-only investors that invest and trade in the Asia Pacific region with the data being used to trade index rebalances, avoid pre-positioning and passive flow, and to time entry into and exit from stocks.

Event-Driven Trades Across Asia Pacific

<ul>
<li>Existing <a href="https://www.smartkarma.com/entities/tata-technologies" target="_blank" data-smartkarma-citation="entities:23700:1" rel="noopener">Tata Technologies (TATATECH IN)</a> shareholders are looking to sell 60.85m shares and raise between INR 28.9-30.4bn (US$347-365m) giving the company a market cap of between US$2.31-2.44bn.</li>
<li>
<a href="https://www.smartkarma.com/entities/tata-technologies" target="_blank" data-smartkarma-citation="entities:23700:1" rel="noopener">Tata Technologies (TATATECH IN)</a> will have a float of around 10% at the time of listing and that will increase close to 30% after the pre-IPO lock-up ends.</li>
<li>
<a href="https://www.smartkarma.com/entities/tata-technologies" target="_blank" data-smartkarma-citation="entities:23700:1" rel="noopener">Tata Technologies (TATATECH IN)</a> could be added to global indices in May and June, but inclusion in local indices with meaningful tracking assets will take longer.</li>
</ul>


Existing Tata Technologies (TATATECH IN) shareholders are looking to sell 60.85m shares and raise between INR 28.9-30.4bn (US$347-365m) giving the company a market cap of between US$2.31-2.44bn.

Tata Technologies (TATATECH IN) will have a float of around 10% at the time of listing and that will increase close to 30% after the pre-IPO lock-up ends.

Tata Technologies (TATATECH IN) could be added to global indices in May and June, but inclusion in local indices with meaningful tracking assets will take longer.


Tata Technologies IPO: Offering Details & Index Inclusion

EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades-Ride the Wave

Energy Transition | AI | Shifting World Order, Mint Finance

Srinidhi Raghavendra

Energy Transition | AI | Shifting World Order

Deep Fundamental Analysis

Mint Finance

Mint Finance's investment research blends deep fundamental analysis with technical & quant insights. Investment strategies straddle across multiple asset classes with risk management embedded into every trade to deliver an outsized reward-to-risk ratio.

Mint Finance's research is centered around three key themes. First, energy transition and climate change. Second, artificial intelligence. Third, shifting world order with its impact across politics and monetary economics.

Macroeconomics

<ul>
<li>US equities were on a tear last week. Asian equities were buoyant but less muted. </li>
<li>Commodity majors were on a retreat. Gold, Silver, Oil, and Copper retreated on geopolitical conflicts that appears to be contained.</li>
<li>SLOOS reported tighter standards and weaker demand for commercial and industrial  loans to firms of all sizes over the third quarter.</li>
</ul>


US equities were on a tear last week. Asian equities were buoyant but less muted. 
Commodity majors were on a retreat. Gold, Silver, Oil, and Copper retreated on geopolitical conflicts that appears to be contained.
SLOOS reported tighter standards and weaker demand for commercial and industrial  loans to firms of all sizes over the third quarter.


[TW2] The Week That Was in Markets in 11 Charts (W/E 11th Nov 2023)

EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades- Santa Rally?

India

The NIFTY 50 index is National Stock Exchange of India's benchmark stock market index for Indian equity market. Nifty is owned and managed by India Index Services and Products (IISL), which is a wholly owned subsidiary of the NSE Strategic Investment Corporation Limited.

NIFTY Index (NIFTY INDEX)

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

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

Tata Technologies IPO: Offering Details & Index Inclusion

Tata Technologies is expected to list on 5 Dec. The stock will not get Fast Entry due to low float, but will be included in global indices in May...

Brian Freitas

EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades-Ride the Wave

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

[TW2] The Week That Was in Markets in 11 Charts (W/E 11th Nov 2023)

Each Monday, we take stock of key news in markets across major economies & firms. US equity markets rallied strongly while commodity majors...

Mint Finance

EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades- Santa Rally?

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