Quantitative Researcher, MRM Research

Nico Rosti

Quantitative Researcher

MRM Research

Quantitative Research

Event-Driven

<ul>
<li>The <a href="https://www.smartkarma.com/entities/nikkei-225" target="_blank" data-smartkarma-citation="entities:22909:1" rel="noopener">Nikkei 225</a>'s trend is uncertain at the moment: the new <a href="https://qantrading.com/quantcharts/AsiaPacific/N225_WEEKLY/N225_WEEKLY.html" target="_blank" rel="noopener">N225 WEEKLY QUANTCHART</a> presented here (freely accessible 24/7 clicking <a href="https://qantrading.com/quantcharts/AsiaPacific/N225_WEEKLY/N225_WEEKLY.html" target="_blank" rel="noopener">here</a>) shows us the current MRM models' support and resistance.</li>
<li>In the last few months the index stalled, currently it is stuck in a range roughly between 37650 and 40250, and it has closed down for 2 consecutive weeks (CC=-2).</li>
<li>At the moment we expect the index to fall maybe another week (closing this week down) and then a LONG reversal the following week.</li>
</ul>


The Nikkei 225's trend is uncertain at the moment: the new N225 WEEKLY QUANTCHART presented here (freely accessible 24/7 clicking here) shows us the current MRM models' support and resistance.
In the last few months the index stalled, currently it is stuck in a range roughly between 37650 and 40250, and it has closed down for 2 consecutive weeks (CC=-2).
At the moment we expect the index to fall maybe another week (closing this week down) and then a LONG reversal the following week.


EQD | Nikkei 225 : State Of The Odds (WEEKLY)

Equity Derivatives and Volatility Specialist, Clifton Derivatives

John Ley

Equity Derivatives and Volatility Specialist

Clifton Derivatives

Independent derivative and volatility research firm focusing on events/catalysts, earnings, relative value and cross asset volatility strategies.

<ul>
<li>The US election is the ultimate of known unknowns. The markets have endured both Trump and Biden/Harris so impactful policy surprises should be limited. </li>
<li>Hedging cost are running high for Asian equities post August unwind and September stimulus combined with election. </li>
<li>Markets have some momentum and in some cases mean reversion to the price move on the day after the election. </li>
</ul>


The US election is the ultimate of known unknowns. The markets have endured both Trump and Biden/Harris so impactful policy surprises should be limited. 
Hedging cost are running high for Asian equities post August unwind and September stimulus combined with election. 
Markets have some momentum and in some cases mean reversion to the price move on the day after the election. 


EQD | US Election -  Hedge Considerations

<ul>
<li>We have discussed before the fact that the <a href="https://www.smartkarma.com/entities/nikkei-225" target="_blank" data-smartkarma-citation="entities:22909:1" rel="noopener">Nikkei 225</a> is currently in a trendless state, and affected by wild swings. </li>
<li>It appears that the index is now starting to try to build an uptrend from the August 2024's bottom (see WEEKLY chart below).</li>
<li>This insight is focused on finding out how far the current 2-weeks rally could go from here.</li>
</ul>


We have discussed before the fact that the Nikkei 225 is currently in a trendless state, and affected by wild swings. 
It appears that the index is now starting to try to build an uptrend from the August 2024's bottom (see WEEKLY chart below).
This insight is focused on finding out how far the current 2-weeks rally could go from here.


EQD | Nikkei 225 Tentatively Trending Up, Some Room to Go Higher (But Not Much...)

Derivatives and Quantitative Strategist

Gaudenz Schneider

<ul>
<li>The <a href="https://www.smartkarma.com/entities/nikkei-225" target="_blank" data-smartkarma-citation="entities:22909:1" rel="noopener">Nikkei 225 (NKY INDEX)</a> has been trading sideways between 35,000 and 40,000 for the past eleven weeks.</li>
<li>A short straddle allows investors who believe that the Nikkei 225 continues to trade sideways to earn a profit of up to 7% in six weeks.</li>
<li>This Insight presents the strategy rationale, profit and loss profile, back-testing and risk management measures. </li>
</ul>


The Nikkei 225 (NKY INDEX) has been trading sideways between 35,000 and 40,000 for the past eleven weeks.
A short straddle allows investors who believe that the Nikkei 225 continues to trade sideways to earn a profit of up to 7% in six weeks.
This Insight presents the strategy rationale, profit and loss profile, back-testing and risk management measures. 


EQD | Nikkei 225 Option Opportunity – Earn Premium in Sideways Markets with Straddles

<ul>
<li>The <a href="https://www.smartkarma.com/entities/nikkei-225" target="_blank" data-smartkarma-citation="entities:22909:1" rel="noopener">Nikkei 225 INDEX</a> continues to move chaotically in highly unpredictable and fragmented fashion. At the moment it's been falling for 2 weeks (CC=-2 to be confirmed on Friday).</li>
<li>Since the index is in a phase where it keeps going up and down with no trend, we see an opportunity to accumulate short-term LONG positions on the current pullback.</li>
<li>A small bounce from current levels, rising towards the 41k target, could generate some good returns in a short span of time. This would be a reversal trade.</li>
</ul>


The Nikkei 225 INDEX continues to move chaotically in highly unpredictable and fragmented fashion. At the moment it's been falling for 2 weeks (CC=-2 to be confirmed on Friday).
Since the index is in a phase where it keeps going up and down with no trend, we see an opportunity to accumulate short-term LONG positions on the current pullback.
A small bounce from current levels, rising towards the 41k target, could generate some good returns in a short span of time. This would be a reversal trade.


EQD | Short-Term BUY Opportunity For The Nikkei 225

Japan

The Nikkei-225 Stock Average is a price-weighted average of 225 top-rated Japanese companies listed in the First Section of the Tokyo Stock Exchange. The Nikkei Stock Average was first published on May 16, 1949, where the average price was ¥176.21 with a divisor of 225. 

Nikkei 225 (NKY INDEX)

EQD | Nikkei 225 : State Of The Odds (WEEKLY)

The Nikkei's trend is still uncertain (stuck in a range, at the moment). This insight shows the new QUANTCHARTS' support and resistance levels: a...

Nico Rosti

EQD | US Election - Hedge Considerations

The US election brings uncertainty, but market impact should be limited due to enduring Trump and Biden/Harris policies. Asian equities face high...

John Ley

EQD | Nikkei 225 Option Opportunity – Earn Premium in Sideways Markets with Straddles

Investors can earn a premium by using a short straddle strategy on the Nikkei 225, which has been trading sideways for the past eleven weeks.

Gaudenz Schneider

EQD | Short-Term BUY Opportunity For The Nikkei 225

The Nikkei 225 INDEX is currently moving chaotically, the trend remains unclear. We see an opportunity to accumulate LONG positions for a short...

Nico Rosti

EQD | Nikkei 225 : State Of The Odds (WEEKLY)

​The Nikkei's trend is still uncertain (stuck in a range, at the moment). This insight shows the new QUANTCHARTS' support and resistance levels: a...

Nico Rosti

EQD | US Election - Hedge Considerations

​The US election brings uncertainty, but market impact should be limited due to enduring Trump and Biden/Harris policies. Asian equities face high...

John Ley

EQD | Nikkei 225 Tentatively Trending Up, Some Room to Go Higher (But Not Much...)

​The Nikkei 225 index is attempting to build an uptrend from its August 2024 low, but it has already reached potentially overbought WEEKLY levels,...

Nico Rosti

EQD | Nikkei 225 Option Opportunity – Earn Premium in Sideways Markets with Straddles

​Investors can earn a premium by using a short straddle strategy on the Nikkei 225, which has been trading sideways for the past eleven weeks.

Gaudenz Schneider

EQD | Short-Term BUY Opportunity For The Nikkei 225

​The Nikkei 225 INDEX is currently moving chaotically, the trend remains unclear. We see an opportunity to accumulate LONG positions for a short...

Nico Rosti

The Nikkei's trend is still uncertain (stuck in a range, at the moment). This insight shows the new QUANTCHARTS' support and resistance levels: a...

The US election brings uncertainty, but market impact should be limited due to enduring Trump and Biden/Harris policies. Asian equities face high...

The Nikkei 225 index is attempting to build an uptrend from its August 2024 low, but it has already reached potentially overbought WEEKLY levels,...

Investors can earn a premium by using a short straddle strategy on the Nikkei 225, which has been trading sideways for the past eleven weeks.

The Nikkei 225 INDEX is currently moving chaotically, the trend remains unclear. We see an opportunity to accumulate LONG positions for a short...