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

<ul>
<li>SPX dual top at 3,928 rolled just under the 3,950 top target. Break of wedge support was the touted trigger to add to our short group. 10yr 4.20% PT met.</li>
<li>SPX 3,700/650 is our pullback target add to risk but we must get past the NFP report first. RTY is our top long pick in the US at trendline.</li>
<li>Asia shorts (HSI and Taiwan) and Asia longs to layer into (NKY and ASX). Levels to coordinate with SPX 3,660 support.</li>
</ul>


SPX dual top at 3,928 rolled just under the 3,950 top target. Break of wedge support was the touted trigger to add to our short group. 10yr 4.20% PT met.
SPX 3,700/650 is our pullback target add to risk but we must get past the NFP report first. RTY is our top long pick in the US at trendline.
Asia shorts (HSI and Taiwan) and Asia longs to layer into (NKY and ASX). Levels to coordinate with SPX 3,660 support.


<ul>
<li>Two Week summary of vol changes and moves across Global Markets</li>
<li>Analysing ATM volatility and skew changes over the last 10 days</li>
<li>We suggest a few trades to take advantage of the implied vol surfaces</li>
</ul>


Two Week summary of vol changes and moves across Global Markets
Analysing ATM volatility and skew changes over the last 10 days
We suggest a few trades to take advantage of the implied vol surfaces


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

<ul>
<li>Our bullish risk call at SPX 3,500 has panned out nicely while using our short group to sell squeeze rallies. Increasing evidence sides with a more bullish November for risk.</li>
<li>USD and the US 10yr yield face pivot support with a tactical bounce bias. Conviction is to sell the USD and Yield into strength.</li>
<li>RTY long from 1,650 has been the star performer while shorting the NDX on squeeze spiked has worked fairly well. Update SPX, RTY and NDX buy and sell level outlined.</li>
</ul>


Our bullish risk call at SPX 3,500 has panned out nicely while using our short group to sell squeeze rallies. Increasing evidence sides with a more bullish November for risk.
USD and the US 10yr yield face pivot support with a tactical bounce bias. Conviction is to sell the USD and Yield into strength.
RTY long from 1,650 has been the star performer while shorting the NDX on squeeze spiked has worked fairly well. Update SPX, RTY and NDX buy and sell level outlined.


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>The bear market rally we have been discussing since our Sept. 27 Compass report has begun.</li>
<li>Over half of the Sectors and all the major indexes (S&amp;P 500, Nasdaq 100, DJIA, and S&amp;P 600 Small Caps) display bullish 2+ month inflections.</li>
<li>As referenced last week, we expect the aforementioned indexes to rally to their 200-day MAs; longer-term, this is still a bear market until they can break above their 200-day MAs.</li>
</ul>


The bear market rally we have been discussing since our Sept. 27 Compass report has begun.
Over half of the Sectors and all the major indexes (S&amp;P 500, Nasdaq 100, DJIA, and S&amp;P 600 Small Caps) display bullish 2+ month inflections.
As referenced last week, we expect the aforementioned indexes to rally to their 200-day MAs; longer-term, this is still a bear market until they can break above their 200-day MAs.


Another Bear Market Rally Begins; Indexes and Sectors With Bullish 2+ Month Inflections

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)

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

Weekly look at volatility changes across 8 global indices. We look to identify the best trades based on spot and vol surface.

Simon Harris

SPX Pullback near Target with RTY Buy In

SPX dual top at 3,928 rolled just under the 3,950 top target. Break of wedge support was the touted trigger to add to our short group. 10yr 4.20%...

Thomas Schroeder

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

This week, we look at volatility and skew changes over the last 10 days for 8 major global indices. We look for the best trading opportunities...

Simon Harris

SPX 3,500 Transitioning Higher

Our bullish risk call at SPX 3,500 has panned out nicely while using our short group to sell squeeze rallies. Increasing evidence sides with a more...

Thomas Schroeder

Another Bear Market Rally Begins; Indexes and Sectors With Bullish 2+ Month Inflections

The bear market rally we have been discussing since Sept. 27 has begun, with over half of the Sectors and all the major indexes $SPX $QQQ $NDX...

Vermilion Research