Co-Founder & CEO, Newmark Risk

Nicholas Pezolano

Co-Founder & CEO

Option analytics for institutional investors

Newmark Risk

Fin-tech company focused on providing option derived analytics for institutional investors.

We handle the complexity of options data so you don't have to.

- Data and Analytics available all in one place so you can focus on Strategy Development
- Custom Solutions for your data and/or portfolio needs
- Advisory services to lend our expertise

Knowledge is something that was meant to be shared and we provide insights to our clients and to the community via posting about our research findings.

Equity Derivatives

TSE Tokyo Price Index TOPIX / Equity Derivatives

<ul><li>A cross-country study on the post earning announcement drift effect.</li><li>We explore the use of various options-implied analytics to systematically view returns around earnings announcements.  </li><li>Options-Implied Analytics can provide empowering information to better inform investment decisions.</li></ul>

A cross-country study on the post earning announcement drift effect.We explore the use of various options-implied analytics to systematically view returns around earnings announcements.  Options-Implied Analytics can provide empowering information to better inform investment decisions.

EQD | A Systematic Look at the Post Earnings Announcement Drift Across Asia

Pan-Asia Tactical Market Calls (Quant-Driven), MRM Research

Nico Rosti

Pan-Asia Tactical Market Calls (Quant-Driven)

MRM Research

Quantitative Research

<ul>
<li>As outlined by <a href="https://www.smartkarma.com/profiles/brian-freitas" target="_blank" data-smartkarma-citation="accounts:4091" rel="noopener">Brian Freitas</a> , the <a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617:1" rel="noopener">NIFTY Index</a> 's September rebalance ends July 31st, the announcement of the changes will take place end August and implemented on September 29th.</li>
<li>The index has been pulling back for 3 weeks, it's oversold according to our model, 75% probability of reversing up this week.</li>
<li>Lower support limit would be 24319, while a rally could take the index to 25642 across a couple of weeks. The rally won't last more than 2 weeks probably.
</li>
</ul>


As outlined by Brian Freitas , the NIFTY Index 's September rebalance ends July 31st, the announcement of the changes will take place end August and implemented on September 29th.
The index has been pulling back for 3 weeks, it's oversold according to our model, 75% probability of reversing up this week.
Lower support limit would be 24319, while a rally could take the index to 25642 across a couple of weeks. The rally won't last more than 2 weeks probably.



NIFTY50 Index Outlook Amid Ongoing Rebalance Review

<ul>
<li>The <a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617:1" rel="noopener">NIFTY Index</a> rally may stop briefly, for 1 or 2 weeks. At the moment the index hast started a very mild pullback, after closing higher for 2 consecutive weeks.</li>
<li>Usually the rally does not last more than 3 weeks when this pattern is encountered although there has been occasions where it lasted 7 weeks.</li>
<li>Two scenarios lie ahead: (1) if this week closes higher, expect a near-term pullback; or (2) if it closes lower—possibly continuing into next week—the rally may resume afterward.</li>
</ul>


The NIFTY Index rally may stop briefly, for 1 or 2 weeks. At the moment the index hast started a very mild pullback, after closing higher for 2 consecutive weeks.
Usually the rally does not last more than 3 weeks when this pattern is encountered although there has been occasions where it lasted 7 weeks.
Two scenarios lie ahead: (1) if this week closes higher, expect a near-term pullback; or (2) if it closes lower—possibly continuing into next week—the rally may resume afterward.


NIFTY Index at a Crossroads: Two-Week Tactical Outlook

<ul>
<li>The <a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617:1" rel="noopener">NIFTY Index</a> rallied after RBI cuts key policy rate by 50 bps to 5.50%(but RBI governor said there is limited policy space from here).</li>
<li>Inflation forecast was cut to 3.7%; GDP growth forecast retained at 6.5, but Trump's trade tariffs and the prospect of a global economic slowdown are generating uncertainty.</li>
<li>The <a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617:1" rel="noopener">NIFTY</a> was already moving up in the last 2 days and accelerated sharply on Friday. But our model signals that the index is not overbought, it can go higher.
</li>
</ul>


The NIFTY Index rallied after RBI cuts key policy rate by 50 bps to 5.50%(but RBI governor said there is limited policy space from here).
Inflation forecast was cut to 3.7%; GDP growth forecast retained at 6.5, but Trump's trade tariffs and the prospect of a global economic slowdown are generating uncertainty.
The NIFTY was already moving up in the last 2 days and accelerated sharply on Friday. But our model signals that the index is not overbought, it can go higher.



Nifty 50 Tactical Outlook After RBI's Steep Rate Cut

Derivatives and Quantitative Strategist

Gaudenz Schneider

Event-Driven

<ul>
<li>
Context: On June 6, 2025, the Reserve Bank of India (RBI) unexpectedly cut interest rates by 50 basis points to 5.5%, double the anticipated 25 basis points.</li>
<li>
The <a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617:1" rel="noopener">NIFTY 50 Index</a> fluctuated initially but later stabilized at a 1.0% gain, while the <a href="https://www.smartkarma.com/entities/nse-nifty-bank-index" target="_blank" data-smartkarma-citation="entities:26811:1" rel="noopener">NSE Nifty Bank Index</a> rose 1.5%. At-the-money implied volatility changed little, while the skew rotated.</li>
<li>
This Insight explains the RBI’s bold policy move, market reactions, and limitations of predictive models in navigating central bank decisions.</li>
</ul>



Context: On June 6, 2025, the Reserve Bank of India (RBI) unexpectedly cut interest rates by 50 basis points to 5.5%, double the anticipated 25 basis points.

The NIFTY 50 Index fluctuated initially but later stabilized at a 1.0% gain, while the NSE Nifty Bank Index rose 1.5%. At-the-money implied volatility changed little, while the skew rotated.

This Insight explains the RBI’s bold policy move, market reactions, and limitations of predictive models in navigating central bank decisions.


India's Unexpected 0.5% Rate Cut: Friday’s Market Reaction Breakdown

India

The NIFTY 50 index is National Stock Exchange of India's benchmark stock market index for Indian equity market. Nifty is owned and managed by India Index Services and Products (IISL), which is a wholly owned subsidiary of the NSE Strategic Investment Corporation Limited.

NIFTY Index (NIFTY INDEX)

EQD | A Systematic Look at the Post Earnings Announcement Drift Across Asia

We leverage a few analytics from NewMark Risk's proprietary Options Implied Analytics library to enhance common strategies to trade earnings...

Nicholas Pezolano

NIFTY50 Index Outlook Amid Ongoing Rebalance Review

The NIFTY Index shows potential for a reversal up this week and a rally to 25642 over a 2 weeks period, on the background of the looming September...

Nico Rosti

NIFTY Index at a Crossroads: Two-Week Tactical Outlook

NIFTY Index rally may pause briefly for 1-2 weeks as mild pullback could begin, after 2 consecutive weeks of gains. A potential rebound depends on...

Nico Rosti

Nifty 50 Tactical Outlook After RBI's Steep Rate Cut

RBI cut key rate by 50 bps, the NIFTY rallied; our model signals NIFTY 50 is not overbought, can rally higher in the next 2-4 weeks, even with...

Nico Rosti

India's Unexpected 0.5% Rate Cut: Friday’s Market Reaction Breakdown

RBI surprises with 50 bps rate cut, NIFTY 50 and NSE Nifty Bank rise. Insight on market reactions and implied volatility.

Gaudenz Schneider

EQD | A Systematic Look at the Post Earnings Announcement Drift Across Asia

We leverage a few analytics from NewMark Risk's proprietary Options Implied Analytics library to enhance common strategies to trade earnings...

Nicholas Pezolano

NIFTY50 Index Outlook Amid Ongoing Rebalance Review

The NIFTY Index shows potential for a reversal up this week and a rally to 25642 over a 2 weeks period, on the background of the looming September...

Nico Rosti

NIFTY Index at a Crossroads: Two-Week Tactical Outlook

​NIFTY Index rally may pause briefly for 1-2 weeks as mild pullback could begin, after 2 consecutive weeks of gains. A potential rebound depends on...

Nico Rosti

Nifty 50 Tactical Outlook After RBI's Steep Rate Cut

​RBI cut key rate by 50 bps, the NIFTY rallied; our model signals NIFTY 50 is not overbought, can rally higher in the next 2-4 weeks, even with...

Nico Rosti

India's Unexpected 0.5% Rate Cut: Friday’s Market Reaction Breakdown

​RBI surprises with 50 bps rate cut, NIFTY 50 and NSE Nifty Bank rise. Insight on market reactions and implied volatility.

Gaudenz Schneider

NIFTY Index rally may pause briefly for 1-2 weeks as mild pullback could begin, after 2 consecutive weeks of gains. A potential rebound depends on...

RBI cut key rate by 50 bps, the NIFTY rallied; our model signals NIFTY 50 is not overbought, can rally higher in the next 2-4 weeks, even with...

RBI surprises with 50 bps rate cut, NIFTY 50 and NSE Nifty Bank rise. Insight on market reactions and implied volatility.