Equity Long-Short Analyst

Pyari Menon

Thematic (Sector/Industry)

<ul>
<li>We compare how a portfolio composed of our top five picks in each of our thematic reports based on datamining technical publications would have performed versus Indices</li>
<li>The size of outperformance for various periods suggests that incorporating innovation quality index that we use to rank companies can be a solid tool to generate alpha.   </li>
<li>We understand that much of the outperformance is generated by positive skew but even backing out the largest two contributors we see solid outperformance.</li>
</ul>


We compare how a portfolio composed of our top five picks in each of our thematic reports based on datamining technical publications would have performed versus Indices
The size of outperformance for various periods suggests that incorporating innovation quality index that we use to rank companies can be a solid tool to generate alpha.   
We understand that much of the outperformance is generated by positive skew but even backing out the largest two contributors we see solid outperformance.


A Look at How a Portfolio Composed of Our Top Five Innovators in Each Report Would Have Performed

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: A Look at Global Indices - What's Changed?

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

<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).


Technical Analyst, Vermilion Research

Joe Jasper

Technical Analyst

Technical and Quantitative Research

Vermilion Research

Vermilion’s objective is to deliver timely, actionable, and unique technical research to professional investors through the application of our various technical indicators.

Our research strategists seek to highlight securities which we believe are at major inflection points, based on our various technical and quantitative indicators, and offer asymmetric risk/return profiles. Our unique research methodology, centered on relative strength, enables our strategists to deliver superior investment recommendations.

Our process begins by organizing the universe of actively traded stocks into discrete sectors, then into industry groups. We then apply our technical and quantitative tools to identify developing price trends. Once attractive trends are identified within a selected sector or group, we screen for individual stocks which we believe offer the best risk/reward profile. We provide a historical perspective that often reveals, through our long-term charts, how price patterns often repeat themselves over time.

<ul>
<li>In last week's Macro Vision report, we noted breaks below 3900 on the SPX and $293 on the QQQ opened the door for a test of YTD lows, or worse.</li>
<li>We are now getting a test of the YTD lows of 3636 on the S&amp;P 500 and $269 on QQQ</li>
<li>With so many indexes and key Sectors currently oversold and testing support, we could certainly see a bounce/pause at current levels.</li>
</ul>


In last week's Macro Vision report, we noted breaks below 3900 on the SPX and $293 on the QQQ opened the door for a test of YTD lows, or worse.
We are now getting a test of the YTD lows of 3636 on the S&amp;P 500 and $269 on QQQ
With so many indexes and key Sectors currently oversold and testing support, we could certainly see a bounce/pause at current levels.


Bloomberg Commodity Index Breaks 2.5-Year Uptrend; Key Indexes/Sectors Testing Support at YTD Lows

<ul>
<li>HSI INDEX is trading back down to recent lows and support levels. It looks oversold and there are potential catalysts for a bounce</li>
<li>Implied vols are low and options offer a great way to play a tactical long</li>
<li>We highlight a relative value vol trade vs the SPX</li>
</ul>


HSI INDEX is trading back down to recent lows and support levels. It looks oversold and there are potential catalysts for a bounce
Implied vols are low and options offer a great way to play a tactical long
We highlight a relative value vol trade vs the SPX


EQD | HSI (HSI Index): Use Derivatives to Play Tactical Long and Relative Value Vol Trade Vs SPX

United States

The S&P 500® is widely regarded as the best single gauge of large-cap U.S. equities and serves as the foundation for a wide range of investment products. The index includes 500 leading companies and captures approximately 80% coverage of available market capitalization.

S&P 500 INDEX (SPX INDEX)

A Look at How a Portfolio Composed of Our Top Five Innovators in Each Report Would Have Performed

Our datamining reports ranks companies within thematic based on innovation quality. We see strong outperformance in a portfolio built using the top...

Pyari Menon

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

Bloomberg Commodity Index Breaks 2.5-Year Uptrend; Key Indexes/Sectors Testing Support at YTD Lows

Bloomberg Commodity index $DJP violating 2.5-yr uptrend; a break below $32.50 would send commodity prices much lower, & would be deflationary. $SPX...

Vermilion Research

EQD | HSI (HSI Index): Use Derivatives to Play Tactical Long and Relative Value Vol Trade Vs SPX

A tactical long on the HSI using short term options to play a short term bounce and potential upside catalysts. Also a relative value volatility...

Simon Harris