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-Connecting the Dots

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> this week reversed up and close the week up, after 3 weeks down. This may not be the usual opportunity to go SHORT.</li>
<li>The index may rise for another 1 week and then pullback, but our seasonal matrix model says there is a good probability the HSI rallies in February.</li>
<li>Based on this market reading we advise HSI Short Sellers to be particularly careful when setting up SHORT trades between here and the end of February. </li>
</ul>


The Hang Seng Index this week reversed up and close the week up, after 3 weeks down. This may not be the usual opportunity to go SHORT.
The index may rise for another 1 week and then pullback, but our seasonal matrix model says there is a good probability the HSI rallies in February.
Based on this market reading we advise HSI Short Sellers to be particularly careful when setting up SHORT trades between here and the end of February. 


EQD | HSI Short-Sellers Prepare for a Rally in February

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

EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades-Taking a Breather

<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> index closed December (barely) up, no rally, nullifying completely the MONTHLY time bar count pattern suggesting a LONG MONTHLY trade (the 1-bar reversal has already happened).</li>
<li>The index is approaching the Q3 support at 16449. A WEEKLY bounce is possible from that level, but we don't know if the bounce can last more than 1 week. </li>
<li>If the index keeps going down this week, it could find support between 16500 and 16000. A longer correction could end in the 15800-15600 price area. Use tight stops.</li>
</ul>


The HSI INDEX index closed December (barely) up, no rally, nullifying completely the MONTHLY time bar count pattern suggesting a LONG MONTHLY trade (the 1-bar reversal has already happened).
The index is approaching the Q3 support at 16449. A WEEKLY bounce is possible from that level, but we don't know if the bounce can last more than 1 week. 
If the index keeps going down this week, it could find support between 16500 and 16000. A longer correction could end in the 15800-15600 price area. Use tight stops.


EQD | Tears and Despair for the Hang Seng Index May Not Be Over (Yet)

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-Connecting the Dots

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 | HSI Short-Sellers Prepare for a Rally in February

The Hang Seng Index reversed its downward trend last week, and closed the week up. Caution is advised for short sellers as there is a good chance...

Nico Rosti

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

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-Taking a Breather

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 | Tears and Despair for the Hang Seng Index May Not Be Over (Yet)

The HSI INDEX closed December up, without a rally, wiping away the potential MONTHLY LONG trade (reversal). Currently approaching Q3 support,...

Nico Rosti

EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades-Connecting the Dots

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 | HSI Short-Sellers Prepare for a Rally in February

​The Hang Seng Index reversed its downward trend last week, and closed the week up. Caution is advised for short sellers as there is a good chance...

Nico Rosti

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

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-Taking a Breather

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 | Tears and Despair for the Hang Seng Index May Not Be Over (Yet)

​The HSI INDEX closed December up, without a rally, wiping away the potential MONTHLY LONG trade (reversal). Currently approaching Q3 support,...

Nico Rosti

The Hang Seng Index reversed its downward trend last week, and closed the week up. Caution is advised for short sellers as there is a good chance...

The HSI INDEX closed December up, without a rally, wiping away the potential MONTHLY LONG trade (reversal). Currently approaching Q3 support,...