Quantitative Researcher, MRM Research

Nico Rosti

Quantitative Researcher

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>
<a href="https://www.smartkarma.com/profiles/brian-freitas" target="_blank" data-smartkarma-citation="accounts:4091" rel="noopener">Brian Freitas</a> has highlighted in his August 18th's insight the details of what to expect in the upcoming, September 5, index rebalance for the <a href="https://www.smartkarma.com/entities/hong-kong-hang-seng-index" target="_blank" data-smartkarma-citation="entities:22899:1" rel="noopener">Hang Seng Index (HSI INDEX)</a> .</li>
<li>The HSI started a modest pullback this week, outlook for the index remains bullish, this insight will try to determine both buy-the-dip and profit targets areas for the coming weeks.</li>
<li>
<strong>We have attached at the end of the insight an Excel file with all our price and time model's data for the <a href="https://www.smartkarma.com/entities/hong-kong-hang-seng-index" target="_blank" data-smartkarma-citation="entities:22899:1" rel="noopener">HSI INDEX</a></strong>. Check it out.</li>
</ul>



Brian Freitas has highlighted in his August 18th's insight the details of what to expect in the upcoming, September 5, index rebalance for the Hang Seng Index (HSI INDEX) .
The HSI started a modest pullback this week, outlook for the index remains bullish, this insight will try to determine both buy-the-dip and profit targets areas for the coming weeks.

We have attached at the end of the insight an Excel file with all our price and time model's data for the HSI INDEX. Check it out.


Hang Seng Index (HSI) Outlook Ahead of Sep25 Rebalance

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>Broad-Based strength across sectors pushed HSI higher despite late-week weakness.</li>
<li>Option trading accelerated into week’s end, with Calls showing a modest uptick.</li>
<li>The HKD pulled back from the top end of its trading range after prior interventions.</li>
</ul>


Broad-Based strength across sectors pushed HSI higher despite late-week weakness.
Option trading accelerated into week’s end, with Calls showing a modest uptick.
The HKD pulled back from the top end of its trading range after prior interventions.


Hong Kong Single Stock Options Weekly (Aug 11 – 15): Market Breadth Expands, Options Activity Grows

<ul>
<li>Hang Seng Index back in the green with broad based gains across optionable names.</li>
<li>Single stock option volumes were very lackluster and Call enthusiasm continues to be muted.</li>
<li>Full slate of earnings announcements on tap for the upcoming week.</li>
</ul>


Hang Seng Index back in the green with broad based gains across optionable names.
Single stock option volumes were very lackluster and Call enthusiasm continues to be muted.
Full slate of earnings announcements on tap for the upcoming week.


Hong Kong Single Stock Options Weekly (Aug 04–08): HSI Rebounds, Single Stock Option Activity Fades

<ul>
<li>HSI reversed course with four straight down days to close the week sharply lower.</li>
<li>Breadth collapsed, with only a small fraction of names finishing higher; option volumes rose into the decline with Puts taking more than their usual share of activity.</li>
<li>Implied vols fell on the week, erasing last week’s gains and not showing signs of stress at this point.</li>
</ul>


HSI reversed course with four straight down days to close the week sharply lower.
Breadth collapsed, with only a small fraction of names finishing higher; option volumes rose into the decline with Puts taking more than their usual share of activity.
Implied vols fell on the week, erasing last week’s gains and not showing signs of stress at this point.


Hong Kong Single Stock Options Weekly (July 28–Aug 01): Reversal Hits, Breadth Collapses, Vol Steady

<ul>
<li>Materials and Energy led the week, with single stocks in both sectors posting standout gains.</li>
<li>Breadth was broad-based, and average returns among winners were unusually strong.</li>
<li>Single stock option volumes surged, with pronounced Call activity mid-week.</li>
</ul>


Materials and Energy led the week, with single stocks in both sectors posting standout gains.
Breadth was broad-based, and average returns among winners were unusually strong.
Single stock option volumes surged, with pronounced Call activity mid-week.


Hong Kong Single Stock Options Weekly (July 21–25): Materials and Energy Lead, Option Volumes Surge

Hong Kong

The Hang Seng Index is a free-float capitalization-weighted index of a selection of companies from the Stock Exchange of Hong Kong. The components of the index are divided into four subindices: Commerce and Industry, Finance, Utilities, and Properties. The index was developed with a base level of 100 as of July 31, 1964.

Hang Seng Index (HSI INDEX)

Hang Seng Index (HSI) Outlook Ahead of Sep25 Rebalance

The upcoming, Sep25, HSI rebalance will be announced this Friday, the outlook for the index remains bullish, we highlight buy-the-dip areas for...

Nico Rosti

Hong Kong Single Stock Options Weekly (Aug 11 – 15): Market Breadth Expands, Options Activity Grows

A storong market across sectors with option trading increasing and heavier particpation in Calls,. HKD retreated from peak range after interventions.

John Ley

Hong Kong Single Stock Options Weekly (Aug 04–08): HSI Rebounds, Single Stock Option Activity Fades

Broad gains in Hong Kong stocks contrasted with weaker option activity and subdued Call demand, with a full week of earnings ahead.

John Ley

Hong Kong Single Stock Options Weekly (July 28–Aug 01): Reversal Hits, Breadth Collapses, Vol Steady

HSI closed sharply lower after four consecutive down days, with option volumes rising and Puts dominating activity. Implied vols fell, showing no...

John Ley

Hong Kong Single Stock Options Weekly (July 21–25): Materials and Energy Lead, Option Volumes Surge

Materials and Energy outperformed in a strong week for Hong Kong equities, while options activity accelerated across the board.

John Ley

Hang Seng Index (HSI) Outlook Ahead of Sep25 Rebalance

​The upcoming, Sep25, HSI rebalance will be announced this Friday, the outlook for the index remains bullish, we highlight buy-the-dip areas for...

Nico Rosti

Hong Kong Single Stock Options Weekly (Aug 11 – 15): Market Breadth Expands, Options Activity Grows

A storong market across sectors with option trading increasing and heavier particpation in Calls,. HKD retreated from peak range after interventions.

John Ley

Hong Kong Single Stock Options Weekly (Aug 04–08): HSI Rebounds, Single Stock Option Activity Fades

Broad gains in Hong Kong stocks contrasted with weaker option activity and subdued Call demand, with a full week of earnings ahead.

John Ley

Hong Kong Single Stock Options Weekly (July 28–Aug 01): Reversal Hits, Breadth Collapses, Vol Steady

​HSI closed sharply lower after four consecutive down days, with option volumes rising and Puts dominating activity. Implied vols fell, showing no...

John Ley

Hong Kong Single Stock Options Weekly (July 21–25): Materials and Energy Lead, Option Volumes Surge

Materials and Energy outperformed in a strong week for Hong Kong equities, while options activity accelerated across the board.

John Ley

The upcoming, Sep25, HSI rebalance will be announced this Friday, the outlook for the index remains bullish, we highlight buy-the-dip areas for...

HSI closed sharply lower after four consecutive down days, with option volumes rising and Puts dominating activity. Implied vols fell, showing no...