Senior Equity Derivatives Trader

Simon Harris

Equity Derivatives

<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-Summer Lull

Global Multi-Asset Investment Strategist, True Insights

Jeroen Blokland

Global Multi-Asset Investment Strategist

Build Well-Diversified Multi-Asset Portfolios

True Insights

Our research helps investors build well-diversified multi-asset portfolios and profit from market developments. In addition, our unique and proven Macro – Sentiment – Valuation (MSV) investment framework ensures a consistent flow of new investment opportunities. Together with our market views, these opportunities will be reflected in our live ETF-based Global Multi-Asset Portfolios.

Cross Asset Strategy

<ul>
<li>Unlike headline inflation, US Core CPI will likely continue to drop in the remainder of the year, but equity markets are way ahead of themselves again.</li>
<li>Our Fear &amp; Frenzy Sentiment Index has moved further into Frenzy territory, indicating the current rally is at imminent risk.</li>
<li>China's economic momentum is vanishing with headline inflation at zero, while exports are down 5% from their peak, signaling the global economy will not come to the rescue.</li>
</ul>


Unlike headline inflation, US Core CPI will likely continue to drop in the remainder of the year, but equity markets are way ahead of themselves again.
Our Fear &amp; Frenzy Sentiment Index has moved further into Frenzy territory, indicating the current rally is at imminent risk.
China's economic momentum is vanishing with headline inflation at zero, while exports are down 5% from their peak, signaling the global economy will not come to the rescue.


Equity Markets – Is Icarus Flying Too Close to the Sun?

Independent Investment Research & Investor, Maverick Equity Research

Maverick Equity Research

Independent Investment Research & Investor

Independent Investment Research & Investor: value, dividend and growth stocks. Risk management & hedging for an all weather portfolio.

Thematic (Sector/Industry)

<ul><li>To start, the 2023 and 10 years Total Returns &amp; CAGR of the big 3 indices: sentiment is very positive, risk appetite is on and we have a new bull market.</li><li>Let’s start with the Dow Jones Industrial Average (DJIA).</li><li>Created in 1896, is one of the oldest &amp; most widely recognized stock market indices in the world &amp; and is made up of 30 blue-chip stocks that are considered leaders in their respective industries.</li></ul>

To start, the 2023 and 10 years Total Returns &amp; CAGR of the big 3 indices: sentiment is very positive, risk appetite is on and we have a new bull market.Let’s start with the Dow Jones Industrial Average (DJIA).Created in 1896, is one of the oldest &amp; most widely recognized stock market indices in the world &amp; and is made up of 30 blue-chip stocks that are considered leaders in their respective industries.

Maverick Valuations #2 - USA: Dow Jones, Nasdaq 100 & The Mighty S&P 500

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

Nico Rosti

Pan-Asia Tactical Market Calls (Quant-Driven)

MRM Research

Quantitative Research

<ul>
<li>The S&amp;P500 E-Mini (ES) is approaching a DAILY resistance level at a point in time where it could perform a quick reversal - a SHORT trade opportunity.</li>
<li>Watch the 4483-4525 price area, today is the 3rd consecutive day up, the reversal could begin in that area, today or tomorrow.</li>
<li>The probability for a quick reversal, after 3 days up, in the 4483-4525 price area, is between 67% to 79%, depending on the resistance levels reached.</li>
</ul>


The S&amp;P500 E-Mini (ES) is approaching a DAILY resistance level at a point in time where it could perform a quick reversal - a SHORT trade opportunity.
Watch the 4483-4525 price area, today is the 3rd consecutive day up, the reversal could begin in that area, today or tomorrow.
The probability for a quick reversal, after 3 days up, in the 4483-4525 price area, is between 67% to 79%, depending on the resistance levels reached.


EQD | S&P500 E-Mini (ES) DAILY SHORT, Speculative High-Probability Trade

<ul>
<li>The risk premium of equity asset classes has further declined. The risk premium on US Equities is now just 3.1%, which is very unattractive.</li>
<li>The risk premium of equity asset classes has further declined. The risk premium on US Equities is now just 3.1%, which is very unattractive.</li>
<li>Our ‘Bellwether EPS indicator’ points to a year-on-year earnings-per-share decline of nearly 22%, leaving little room for earnings growth to remain positive.</li>
</ul>


The risk premium of equity asset classes has further declined. The risk premium on US Equities is now just 3.1%, which is very unattractive.
The risk premium of equity asset classes has further declined. The risk premium on US Equities is now just 3.1%, which is very unattractive.
Our ‘Bellwether EPS indicator’ points to a year-on-year earnings-per-share decline of nearly 22%, leaving little room for earnings growth to remain positive.


United States

The S&P 500® is widely regarded as the best single gauge of large-cap U.S. equities and serves as the foundation for a wide range of investment products. The index includes 500 leading companies and captures approximately 80% coverage of available market capitalization.

S&P 500 INDEX (SPX INDEX)

EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades-Summer Lull

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

Equity Markets – Is Icarus Flying Too Close to the Sun?

Markets are incredibly eager to discount lower inflation, pushing the Fear & Frenzy Sentiment further into Frenzy territory.

Jeroen Blokland

Maverick Valuations #2 - USA: Dow Jones, Nasdaq 100 & The Mighty S&P 500

To start, the 2023 and 10 years Total Returns & CAGR of the big 3 indices: sentiment is very positive, risk appetite is on and we have a new bull...

Maverick Equity Research

EQD | S&P500 E-Mini (ES) DAILY SHORT, Speculative High-Probability Trade

Market Reversal Matrix (MRM)'s analysis of the S&P500 Futures (ES) DAILY resistance levels + probability of trend reversal for the next few days,...

Nico Rosti

Markets Better Not Focus on Valuation

Valuation measures reveal pricy equities and cheaper Treasuries. A comprehensive overview of valuation across asset classes.

Jeroen Blokland