Quantitative Researcher, MRM Research

Nico Rosti

Quantitative Researcher

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<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 INDEX</a> is oversold, currently down for 2 weeks (actually the second week down has just started), it has good chances to bounce this week.</li>
<li>The best set up would be: index closing the week down at the end of this week: GO LONG at Close (or at any high probability support level reached intra-week).</li>
<li>A reprise of the rally should last into the end of January (or longer).</li>
</ul>


The S&amp;P/ASX 200 INDEX is oversold, currently down for 2 weeks (actually the second week down has just started), it has good chances to bounce this week.
The best set up would be: index closing the week down at the end of this week: GO LONG at Close (or at any high probability support level reached intra-week).
A reprise of the rally should last into the end of January (or longer).


EQD | S&P/ASX200 Going Down... (Approaching Support to Go LONG)

<ul>
<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 INDEX</a> is currently up 3 weeks and OVERBOUGHT, a correction is expected very soon, probably this week. </li>
<li>The pullback is an opportunity to add LONG positions, the area to enter LONG is 7400-7300. </li>
<li>If the rally continues after the pullback, it can continue into the end of January.</li>
</ul>


The S&amp;P/ASX 200 INDEX is currently up 3 weeks and OVERBOUGHT, a correction is expected very soon, probably this week. 
The pullback is an opportunity to add LONG positions, the area to enter LONG is 7400-7300. 
If the rally continues after the pullback, it can continue into the end of January.


EQD | S&P/ASX200 Pullback This Week: Where to Re-Enter LONG?

Pan-Asia Index Rebalances/ Events/ Delta One, Periscope Analytics

Brian Freitas

Pan-Asia Index Rebalances/ Events/ Delta One

Periscope Analytics

Periscope Analytics focuses on event-driven trades across Asia Pacific and provides comprehensive, timely and systematic coverage of index changes to major Asia Pacific indices in a structured manner.

The analysis includes forecasted inclusions and exclusions to all major Asian indices that have significant amount of tracking assets, including estimates of passive buy/sell flow on the stocks. The service also provides commentary and impact of market consultations, ground rule changes, and other events (IPOs, spin-offs, M&A) that could lead to index changes and passive flow.

Periscope Analytics works with multi-strategy hedge funds, proprietary trading firms, stat arb trading groups and long-only investors that invest and trade in the Asia Pacific region with the data being used to trade index rebalances, avoid pre-positioning and passive flow, and to time entry into and exit from stocks.

Event-Driven Trades Across Asia Pacific

Index Rebalance

Tongcheng Travel Holdings  / Index Rebalance

<ul>
<li>It was a busy week with rebalance implementations at the close of trading on Thursday in Korea and then across the region on Friday.</li>
<li>The <a href="https://www.smartkarma.com/entities/stock-exchange-of-thailand-set-50-index" target="_blank" data-smartkarma-citation="entities:31493:1" rel="noopener">SET 50 Index</a> changes should be announced this week and the Yuanta TW Div+ ETF will continue to implement the changes till Thursday.</li>
<li>There were inflows to China ETFs during the week while there were big outflows from <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)</a> ETFs.</li>
</ul>


It was a busy week with rebalance implementations at the close of trading on Thursday in Korea and then across the region on Friday.
The SET 50 Index changes should be announced this week and the Yuanta TW Div+ ETF will continue to implement the changes till Thursday.
There were inflows to China ETFs during the week while there were big outflows from Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX) ETFs.


Index Rebalance & ETF Flow Recap: HSTECH, SIG/CWG, KQ150, REPT BATTERO

Senior Equity Derivatives Trader

Simon Harris

<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-And Pivot!

<ul>
<li>3 main APAC markets (Nifty, Kospi 200 and ASX200) are very OVERBOUGHT.</li>
<li>A WEEKLY pullback (1 week down) is expected this coming week, or the next.</li>
<li>The pullback should be short-lived and last just 1 week, then the rally should resume.</li>
</ul>


3 main APAC markets (Nifty, Kospi 200 and ASX200) are very OVERBOUGHT.
A WEEKLY pullback (1 week down) is expected this coming week, or the next.
The pullback should be short-lived and last just 1 week, then the rally should resume.


EQD | ULTRAOVERBOUGHT APAC Markets, SHORT Targets

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)

EQD | S&P/ASX200 Going Down... (Approaching Support to Go LONG)

The SP/ASX 200 INDEX is pulling back but it is already OVERSOLD, it could bounce back after this week and the rally could continue into the end of...

Nico Rosti

EQD | S&P/ASX200 Pullback This Week: Where to Re-Enter LONG?

The ASX 200 INDEX is overbought and a correction is expected soon, presenting a chance to add LONG positions in the 7400-7300 range. After the...

Nico Rosti

Index Rebalance & ETF Flow Recap: HSTECH, SIG/CWG, KQ150, REPT BATTERO

This recap highlights Insights covering Asian index rebalances (announcements/ forecasts/ IPO Fast Entry/ M&A driven changes). We also highlight...

Brian Freitas

EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades-And Pivot!

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 | ULTRAOVERBOUGHT APAC Markets, SHORT Targets

APAC markets (Nifty, Kospi 200, ASX200) are overbought, we are expecting a short-lived WEEKLY pullback before the Christmas Rally can continue.

Nico Rosti

EQD | S&P/ASX200 Going Down... (Approaching Support to Go LONG)

​The SP/ASX 200 INDEX is pulling back but it is already OVERSOLD, it could bounce back after this week and the rally could continue into the end of...

Nico Rosti

EQD | S&P/ASX200 Pullback This Week: Where to Re-Enter LONG?

​The ASX 200 INDEX is overbought and a correction is expected soon, presenting a chance to add LONG positions in the 7400-7300 range. After the...

Nico Rosti

Index Rebalance & ETF Flow Recap: HSTECH, SIG/CWG, KQ150, REPT BATTERO

This recap highlights Insights covering Asian index rebalances (announcements/ forecasts/ IPO Fast Entry/ M&A driven changes). We also highlight...

Brian Freitas

EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades-And Pivot!

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 | ULTRAOVERBOUGHT APAC Markets, SHORT Targets

​APAC markets (Nifty, Kospi 200, ASX200) are overbought, we are expecting a short-lived WEEKLY pullback before the Christmas Rally can continue.

Nico Rosti

The SP/ASX 200 INDEX is pulling back but it is already OVERSOLD, it could bounce back after this week and the rally could continue into the end of...

The ASX 200 INDEX is overbought and a correction is expected soon, presenting a chance to add LONG positions in the 7400-7300 range. After the...

APAC markets (Nifty, Kospi 200, ASX200) are overbought, we are expecting a short-lived WEEKLY pullback before the Christmas Rally can continue.