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-Rate Cuts?

Quantitative Researcher, MRM Research

Nico Rosti

Quantitative Researcher

MRM Research

Quantitative Research

<ul>
<li>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</a> is down 1 week and going towards Q2 support at 17098. Not yet OVERSOLD, but it could be soon, WEEKLY and MONTHLY.</li>
<li>Once the OVERSOLD states begins, it's time to go LONG: the index has been mildy downtrending for 3 months, it looks like it could be bottoming.</li>
<li>If the index reaches below 17112.48 (October's MONTHLY Close), it would be a good area to go LONG, the probability of a rally in December, from there, would be good.</li>
</ul>


The Hang Seng Index is down 1 week and going towards Q2 support at 17098. Not yet OVERSOLD, but it could be soon, WEEKLY and MONTHLY.
Once the OVERSOLD states begins, it's time to go LONG: the index has been mildy downtrending for 3 months, it looks like it could be bottoming.
If the index reaches below 17112.48 (October's MONTHLY Close), it would be a good area to go LONG, the probability of a rally in December, from there, would be good.


EQD | The Hang Seng Index May Go Higher 2

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

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

<ul>
<li>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> last week closed down (CC=-1), down for 3 months (almost 4), quite OVERSOLD and not in sync with the general "rally" (read: rebound) in other markets.</li>
<li>LONG support for this week is between Q3 and Inner Fence levels: 16800-16300 area, but the current pattern behavior is not really encouraging LONG trades. </li>
<li>Wait-And-See approach recommended before investment in HSI stocks, but if the index dives for the next 2 weeks it may be <strong>the right time to buy for a Christmas rally</strong>...</li>
</ul>


The HSI INDEX last week closed down (CC=-1), down for 3 months (almost 4), quite OVERSOLD and not in sync with the general "rally" (read: rebound) in other markets.
LONG support for this week is between Q3 and Inner Fence levels: 16800-16300 area, but the current pattern behavior is not really encouraging LONG trades. 
Wait-And-See approach recommended before investment in HSI stocks, but if the index dives for the next 2 weeks it may be the right time to buy for a Christmas rally...


EQD | Decoding Last Week's HSI Retreat: What Lies Ahead?

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)

EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades-Rate Cuts?

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

EQD | The Hang Seng Index May Go Higher 2

The Hang Seng Index is going towards the Q2 support at 17098, not yet OVERSOLD, but it could be soon: if it reaches below 17112.48, it may be a...

Nico Rosti

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

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

EQD | Decoding Last Week's HSI Retreat: What Lies Ahead?

The HSI INDEX is OVERSOLD and not following the current global rebound. LONG support between 16800-16300, but caution is advised. If the index...

Nico Rosti

EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades-Rate Cuts?

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

EQD | The Hang Seng Index May Go Higher 2

​The Hang Seng Index is going towards the Q2 support at 17098, not yet OVERSOLD, but it could be soon: if it reaches below 17112.48, it may be a...

Nico Rosti

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

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

EQD | Decoding Last Week's HSI Retreat: What Lies Ahead?

​The HSI INDEX is OVERSOLD and not following the current global rebound. LONG support between 16800-16300, but caution is advised. If the index...

Nico Rosti

The Hang Seng Index is going towards the Q2 support at 17098, not yet OVERSOLD, but it could be soon: if it reaches below 17112.48, it may be a...

The HSI INDEX is OVERSOLD and not following the current global rebound. LONG support between 16800-16300, but caution is advised. If the index...