Quantitative Researcher, MRM Research

Nico Rosti

Quantitative Researcher

MRM Research

Quantitative Research

Event-Driven

<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> closed up last week (CC=+1), it is not overbought yet but it could become so at the end of this week (Friday).</li>
<li>Resistance begins at 22280/22800, these are the price areas from where SHORT trades can be initiated (target: 1 weeks reversal, close trade at Close).</li>
<li>Covering LONG holdings with Covered CALLs is also possible, Strikes should be =&gt;22800.</li>
</ul>


The NIFTY Index closed up last week (CC=+1), it is not overbought yet but it could become so at the end of this week (Friday).
Resistance begins at 22280/22800, these are the price areas from where SHORT trades can be initiated (target: 1 weeks reversal, close trade at Close).
Covering LONG holdings with Covered CALLs is also possible, Strikes should be =&gt;22800.


EQD | NIFTY Rising But SHORT Trade Possible From Friday...

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.

TSE Tokyo Price Index TOPIX / Event-Driven

<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

<ul>
<li>7 weeks up in a row and very overbought, the <a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617:1" rel="noopener">NIFTY Index</a> could pullback from its highs this week and/or the next.</li>
<li>A pullback to the 21008-20542 support area could be an occasion to enter LONG, profitable if the index rebounds from there and continues to rally into January.</li>
<li>The potential pullback appears to be a short-lived retracement down, based on MRM pattern readings. </li>
</ul>


7 weeks up in a row and very overbought, the NIFTY Index could pullback from its highs this week and/or the next.
A pullback to the 21008-20542 support area could be an occasion to enter LONG, profitable if the index rebounds from there and continues to rally into January.
The potential pullback appears to be a short-lived retracement down, based on MRM pattern readings. 


EQD | NIFTY WEEKLY Pullback: Where to Re-Enter LONG?

<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> closed the last 2 weeks up (CC=+2), reversing from an oversold condition. This week the index started going up again, but it's not going anywhere...</li>
<li>The index barely crossed the Q1 resistance at 19334, but if closes this week up, the WEEKLY CC=+3 condition will be an "OVERBOUGHT" signal, a pullback could start.</li>
<li>Going SHORT is probably not worth it, we don't see a large pullback coming, it's probably better to simply hedge your positions.</li>
</ul>


The NIFTY Index closed the last 2 weeks up (CC=+2), reversing from an oversold condition. This week the index started going up again, but it's not going anywhere...
The index barely crossed the Q1 resistance at 19334, but if closes this week up, the WEEKLY CC=+3 condition will be an "OVERBOUGHT" signal, a pullback could start.
Going SHORT is probably not worth it, we don't see a large pullback coming, it's probably better to simply hedge your positions.


EQD | Is It Time for a NIFTY Index Pullback?

Senior Equity Derivatives Trader

Simon Harris

<ul>
<li>We screen the NIFTY Index components for yield enhancing opportunites</li>
<li>We screen for expensive options and combine with stock performances to find the best candidates</li>
<li>We identity 6 stocks where selling short-term premium makes sense</li>
</ul>


We screen the NIFTY Index components for yield enhancing opportunites
We screen for expensive options and combine with stock performances to find the best candidates
We identity 6 stocks where selling short-term premium makes sense


EQD | NIFTY Index: Option Selling Strategies for Short-Term Yield  (RIL,SBIN,SBILIFE,COAL,INFY,BRIT)

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 | NIFTY Rising But SHORT Trade Possible From Friday...

The NIFTY closed higher last week and could become overbought by Friday, at that point going SHORT would make sense. Covered CALLs on LONG...

Nico Rosti

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

EQD | NIFTY WEEKLY Pullback: Where to Re-Enter LONG?

The NIFTY Index is overbought and may pullback soon from its highs, providing a new buying opportunity before a potential rally in January.

Nico Rosti

EQD | Is It Time for a NIFTY Index Pullback?

The NIFTY Index has rebounded from oversold levels but it's not going anywhere. It may pullback this week or the next. Shorting may not be...

Nico Rosti

EQD | NIFTY Index: Option Selling Strategies for Short-Term Yield (RIL,SBIN,SBILIFE,COAL,INFY,BRIT)

A look at the single stocks in the NIFTY Index to identify candidates for over/underwrites and strangle selling. We highlight 6 trades.

Simon Harris

EQD | NIFTY Rising But SHORT Trade Possible From Friday...

​The NIFTY closed higher last week and could become overbought by Friday, at that point going SHORT would make sense. Covered CALLs on LONG...

Nico Rosti

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

EQD | NIFTY WEEKLY Pullback: Where to Re-Enter LONG?

​The NIFTY Index is overbought and may pullback soon from its highs, providing a new buying opportunity before a potential rally in January.

Nico Rosti

EQD | Is It Time for a NIFTY Index Pullback?

​The NIFTY Index has rebounded from oversold levels but it's not going anywhere. It may pullback this week or the next. Shorting may not be...

Nico Rosti

EQD | NIFTY Index: Option Selling Strategies for Short-Term Yield (RIL,SBIN,SBILIFE,COAL,INFY,BRIT)

A look at the single stocks in the NIFTY Index to identify candidates for over/underwrites and strangle selling. We highlight 6 trades.

Simon Harris

The NIFTY closed higher last week and could become overbought by Friday, at that point going SHORT would make sense. Covered CALLs on LONG...

The NIFTY Index is overbought and may pullback soon from its highs, providing a new buying opportunity before a potential rally in January.

The NIFTY Index has rebounded from oversold levels but it's not going anywhere. It may pullback this week or the next. Shorting may not be...