Quantitative Researcher, MRM Research

Nico Rosti

Quantitative Researcher

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>As reported by <a href="https://www.smartkarma.com/profiles/gaudenz-schneider" target="_blank" data-smartkarma-citation="accounts:66501" rel="noopener">Gaudenz Schneider</a> , the 90-Day pause on country-specific reciprocal tariffs was set to expire on July 9, 2025 and Australia and its Minerals sector might suffer indirectly. </li>
<li>Australia has business with a number of Asian countries, especially China and Japan. Any shock to the growth of other economies in the region could affect the <a href="https://www.smartkarma.com/entities/s-p-asx-200" target="_blank" data-smartkarma-citation="entities:22901:1" rel="noopener">S&amp;P/ASX 200 INDEX</a>. </li>
<li>This insight will focus on the short-term tactical outlook and possible trend direction for the Australian index for the coming weeks. </li>
</ul>


As reported by Gaudenz Schneider , the 90-Day pause on country-specific reciprocal tariffs was set to expire on July 9, 2025 and Australia and its Minerals sector might suffer indirectly. 
Australia has business with a number of Asian countries, especially China and Japan. Any shock to the growth of other economies in the region could affect the S&amp;P/ASX 200 INDEX. 
This insight will focus on the short-term tactical outlook and possible trend direction for the Australian index for the coming weeks. 


S&P/ASX 200 Outlook Following Proposed Index Rule Review

<ul>
<li>As reported by <a href="https://www.smartkarma.com/profiles/brian-freitas" target="_blank" data-smartkarma-citation="accounts:4091" rel="noopener">Brian Freitas</a> and <a href="https://www.smartkarma.com/profiles/janaghan-jeyakumar-cfa" target="_blank" data-smartkarma-citation="accounts:3173" rel="noopener">Janaghan Jeyakumar</a>, there are potential methodology changes for the S&amp;P/ASX family of indices in sight, read their insights for more details.</li>
<li>If approved, the changes could take effect with the September index review and could bring in signficant reshaping for the <a href="https://www.smartkarma.com/entities/s-p-asx-200" target="_blank" data-smartkarma-citation="entities:22901:1" rel="noopener">S&amp;P/ASX 200 (AS51 INDEX)</a>.</li>
<li>In our previous <a href="https://www.smartkarma.com/insights/s-p-asx-200-tactical-outlook-post-index-rebalance-announcement" target="_blank" rel="noopener">insight</a> on June 9th we signaled how the ASX 200 was overbought. The index close last week down. This insight discusses our new forecast and outlook.</li>
</ul>


As reported by Brian Freitas and Janaghan Jeyakumar, there are potential methodology changes for the S&amp;P/ASX family of indices in sight, read their insights for more details.
If approved, the changes could take effect with the September index review and could bring in signficant reshaping for the S&amp;P/ASX 200 (AS51 INDEX).
In our previous insight on June 9th we signaled how the ASX 200 was overbought. The index close last week down. This insight discusses our new forecast and outlook.


<ul>
<li>This insight offers a quick look at the probability of reversal for a number of stocks and indices in the Asia/Pacific Region, plus <a href="https://www.smartkarma.com/entities/gold" target="_blank" data-smartkarma-citation="entities:22870:1" rel="noopener">Gold (GOLD COMDTY)</a> and <a href="https://www.smartkarma.com/entities/crude-oil" target="_blank" data-smartkarma-citation="entities:22869:1" rel="noopener">Crude Oil (CL1)</a> </li>
<li>Both <a href="https://www.smartkarma.com/entities/gold" target="_blank" data-smartkarma-citation="entities:22870:1" rel="noopener">Gold (GOLD COMDTY)</a> and <a href="https://www.smartkarma.com/entities/crude-oil" target="_blank" data-smartkarma-citation="entities:22869:1" rel="noopener">Crude Oil (CL1 COM COMDTY)</a> appear overbought, but <a href="https://www.smartkarma.com/insights/key-markets-tactical-outlooks-after-israel-strike-on-iran" target="_blank" rel="noopener">as discussed in a recent insight</a>, Crude Oil can certainly go higher.</li>
<li>
<a href="https://www.smartkarma.com/entities/s-p-asx-200" target="_blank" data-smartkarma-citation="entities:22901:1" rel="noopener">S&amp;P/ASX 200 (AS51 INDEX)</a> and <a href="https://www.smartkarma.com/entities/korea-stock-exchange-kospi-200" target="_blank" data-smartkarma-citation="entities:26021:1" rel="noopener">Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)</a> are also very overbought, detailed outlooks have been recently discussed <a href="https://www.smartkarma.com/insights/s-p-asx-200-tactical-outlook-post-index-rebalance-announcement" target="_blank" rel="noopener">here (ASX200)</a> and <a href="https://www.smartkarma.com/insights/kospi-200-update-market-moves-after-lee-jae-myung-s-victory" target="_blank" rel="noopener">here (KOSPI200).</a>
</li>
</ul>


This insight offers a quick look at the probability of reversal for a number of stocks and indices in the Asia/Pacific Region, plus Gold (GOLD COMDTY) and Crude Oil (CL1) 
Both Gold (GOLD COMDTY) and Crude Oil (CL1 COM COMDTY) appear overbought, but as discussed in a recent insight, Crude Oil can certainly go higher.

S&amp;P/ASX 200 (AS51 INDEX) and Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY) are also very overbought, detailed outlooks have been recently discussed here (ASX200) and here (KOSPI200).



Heat Maps: Asia/Pacific Stocks and Commodities

Equity Derivatives and Volatility Specialist, Clifton Derivatives

John Ley

Equity Derivatives and Volatility Specialist

Clifton Derivatives

Independent derivative and volatility research firm focusing on events/catalysts, earnings, relative value and cross asset volatility strategies.

<ul>
<li>S&amp;P/ASX 200 posts a rare rally, joining an elite list of historical moves.</li>
<li>Implied volatility has collapsed to multi-year lows despite the surge in price.</li>
<li>We discuss a defined, cost-efficient structure that allows positioning with asymmetry and edge.</li>
</ul>


S&amp;P/ASX 200 posts a rare rally, joining an elite list of historical moves.
Implied volatility has collapsed to multi-year lows despite the surge in price.
We discuss a defined, cost-efficient structure that allows positioning with asymmetry and edge.


S&P/ASX 200:  All-Time Highs, Complacent Vols and a Tactical Hedge with a Relative Value Edge

<ul>
<li>As reported by <a href="https://www.smartkarma.com/profiles/brian-freitas" target="_blank" data-smartkarma-citation="accounts:4091" rel="noopener">Brian Freitas</a> on 6 June the list of changes to the S&amp;P/ASX family of indices was announced, including some change for the <a href="https://www.smartkarma.com/entities/s-p-asx-200" target="_blank" data-smartkarma-citation="entities:22901:1" rel="noopener">S&amp;P/ASX 200 (AS51 INDEX)</a>.</li>
<li>The <a href="https://www.smartkarma.com/entities/s-p-asx-200" target="_blank" data-smartkarma-citation="entities:22901:1" rel="noopener">S&amp;P/ASX 200</a> index has become quite overbought as of last Friday's Close, a pullback is probably imminent.</li>
<li>This insight evaluates possible scenarios for the possible 2-4 weeks, beyond the June 20 date when the index review will become effective.</li>
</ul>


As reported by Brian Freitas on 6 June the list of changes to the S&amp;P/ASX family of indices was announced, including some change for the S&amp;P/ASX 200 (AS51 INDEX).
The S&amp;P/ASX 200 index has become quite overbought as of last Friday's Close, a pullback is probably imminent.
This insight evaluates possible scenarios for the possible 2-4 weeks, beyond the June 20 date when the index review will become effective.


S&P/​​​​ASX 200 Tactical Outlook Post-Index Rebalance Announcement

Australia

The S&P/ASX 200 measures the performance of the 200 largest index-eligible stocks listed on the ASX by float-adjusted market capitalization. Representative liquid and tradable, it is widely considered Australia's preeminent benchmark index. The index is float-adjusted. The index was launched in April 2000.

S&P/ASX 200 (AS51 INDEX)

S&P/ASX 200 Outlook Following Proposed Index Rule Review

The expiring pause on tariffs can impact Australia's minerals sector and the S&P/ASX 200 Index as it has business ties with Asian countries...

Nico Rosti

S&P/ASX 200 Outlook Following Proposed Index Rule Review

The short-term outlook for the ASX200 index remains bullish, we see a profit target at 8767, in 2 weeks from now, but potential methodology changes...

Nico Rosti

Heat Maps: Asia/Pacific Stocks and Commodities

A synoptic view of the reversal probabilities for equities and indices across the Asia-Pacific region, as well as Gold and Crude Oil.

Nico Rosti

S&P/ASX 200: All-Time Highs, Complacent Vols and a Tactical Hedge with a Relative Value Edge

S&P/ASX 200 sees rare rally, with implied volatility at multi-year lows despite price surge. Insight discusses cost-efficient strategy for...

John Ley

S&P/ASX 200 Tactical Outlook Post-Index Rebalance Announcement

The ASX 200 index rebalance changes have been announced, effective from June 20. The index is overbought and a pullback is imminent, it could last...

Nico Rosti

S&P/ASX 200 Outlook Following Proposed Index Rule Review

​The expiring pause on tariffs can impact Australia's minerals sector and the S&P/ASX 200 Index as it has business ties with Asian countries...

Nico Rosti

S&P/ASX 200 Outlook Following Proposed Index Rule Review

The short-term outlook for the ASX200 index remains bullish, we see a profit target at 8767, in 2 weeks from now, but potential methodology changes...

Nico Rosti

Heat Maps: Asia/Pacific Stocks and Commodities

A synoptic view of the reversal probabilities for equities and indices across the Asia-Pacific region, as well as Gold and Crude Oil.

Nico Rosti

S&P/ASX 200: All-Time Highs, Complacent Vols and a Tactical Hedge with a Relative Value Edge

​S&P/ASX 200 sees rare rally, with implied volatility at multi-year lows despite price surge. Insight discusses cost-efficient strategy for...

John Ley

S&P/​​​​ASX 200 Tactical Outlook Post-Index Rebalance Announcement

​The ASX 200 index rebalance changes have been announced, effective from June 20. The index is overbought and a pullback is imminent, it could last...

Nico Rosti

The expiring pause on tariffs can impact Australia's minerals sector and the S&P/ASX 200 Index as it has business ties with Asian countries...

S&P/ASX 200 sees rare rally, with implied volatility at multi-year lows despite price surge. Insight discusses cost-efficient strategy for...

S&P/ASX 200 Tactical Outlook Post-Index Rebalance Announcement

The ASX 200 index rebalance changes have been announced, effective from June 20. The index is overbought and a pullback is imminent, it could last...