Technical Analyst, Vermilion Research

Joe Jasper

Technical Analyst

Technical and Quantitative Research

Vermilion Research

Vermilion’s objective is to deliver timely, actionable, and unique technical research to professional investors through the application of our various technical indicators.

Our research strategists seek to highlight securities which we believe are at major inflection points, based on our various technical and quantitative indicators, and offer asymmetric risk/return profiles. Our unique research methodology, centered on relative strength, enables our strategists to deliver superior investment recommendations.

Our process begins by organizing the universe of actively traded stocks into discrete sectors, then into industry groups. We then apply our technical and quantitative tools to identify developing price trends. Once attractive trends are identified within a selected sector or group, we screen for individual stocks which we believe offer the best risk/reward profile. We provide a historical perspective that often reveals, through our long-term charts, how price patterns often repeat themselves over time.

Technical Analysis

US Treasury (10 Yr Generic) / Technical Analysis

Ongoing market dynamics continue to support our overall bullish outlook. Continue to buy dips. In today’s report we highlight attractive Groups and stocks within Communications and Transportation: Broadcasting, Movies, Entertainment, Programming, Small-Cap, Publishing, Small-Cap, and Shipping, Dry-Bulk.

Ongoing market dynamics continue to support our overall bullish outlook. Continue to buy dips. In today’s report we highlight attractive Groups and stocks within Communications and Transportation: Broadcasting, Movies, Entertainment, Programming, Small-Cap, Publishing, Small-Cap, and Shipping, Dry-Bulk.

U.S. Equity Strategy: Upgrading Communications To Overweight; Financials Breaking Above 2007 Highs

Fixed Income and Currency Strategist

Gautam Jain, PhD, CFA

FX & Rates

In this note, we discuss the outperformance of Peru 10y rates relative to other EM and DM rates over the past 3 months.The attached file is a snapshot of EM 10y rates market, which we produce daily, and where we seek to identify the leaders and laggards among countries by comparing the performance of each to its history as well as to other countries based on their respective betas to the broad market. The analysis, therefore, is not a forecasting tool but to be used for identifying dislocations, which we loosely define as price moves that cannot be justified by fundamentals.

In this note, we discuss the outperformance of Peru 10y rates relative to other EM and DM rates over the past 3 months.The attached file is a snapshot of EM 10y rates market, which we produce daily, and where we seek to identify the leaders and laggards among countries by comparing the performance of each to its history as well as to other countries based on their respective betas to the broad market. The analysis, therefore, is not a forecasting tool but to be used for identifying dislocations, which we loosely define as price moves that cannot be justified by fundamentals.

In this note, we revisit asset swap spreads in South Africa, which have started tightening amidst a global rates sell-off.The attached file is a snapshot of EM 10y rates market, which we produce daily, and where we seek to identify the leaders and laggards among countries by comparing the performance of each to its history as well as to other countries based on their respective betas to the broad market. The analysis, therefore, is not a forecasting tool but to be used for identifying dislocations, which we loosely define as price moves that cannot be justified by fundamentals.

In this note, we revisit asset swap spreads in South Africa, which have started tightening amidst a global rates sell-off.The attached file is a snapshot of EM 10y rates market, which we produce daily, and where we seek to identify the leaders and laggards among countries by comparing the performance of each to its history as well as to other countries based on their respective betas to the broad market. The analysis, therefore, is not a forecasting tool but to be used for identifying dislocations, which we loosely define as price moves that cannot be justified by fundamentals.

Rates 10y Dashboard: South Africa Asset Swap Spreads Start Tightening

In this note, we show that the spread of Asian 10y rates to US is negatively correlated with US 10y rate.The attached file is a snapshot of EM 10y rates market, which we produce daily, and where we seek to identify the leaders and laggards among countries by comparing the performance of each to its history as well as to other countries based on their respective betas to the broad market. The analysis, therefore, is not a forecasting tool but to be used for identifying dislocations, which we loosely define as price moves that cannot be justified by fundamentals.

In this note, we show that the spread of Asian 10y rates to US is negatively correlated with US 10y rate.The attached file is a snapshot of EM 10y rates market, which we produce daily, and where we seek to identify the leaders and laggards among countries by comparing the performance of each to its history as well as to other countries based on their respective betas to the broad market. The analysis, therefore, is not a forecasting tool but to be used for identifying dislocations, which we loosely define as price moves that cannot be justified by fundamentals.

Rates 10y Dashboard: Spread of Asian Rates to US

In this note, we discuss the reaction of Mexican rates to yesterday's central bank decision and our view on long-end rates.The attached file is a snapshot of the EM 10y rates market, which we produce daily, and where we seek to identify the leaders and laggards among countries by comparing the performance of each to its history as well as to other countries based on their respective betas to the broad market. The analysis, therefore, is not a forecasting tool but to be used for identifying dislocations, which we loosely define as price moves that cannot be justified by fundamentals.

In this note, we discuss the reaction of Mexican rates to yesterday's central bank decision and our view on long-end rates.The attached file is a snapshot of the EM 10y rates market, which we produce daily, and where we seek to identify the leaders and laggards among countries by comparing the performance of each to its history as well as to other countries based on their respective betas to the broad market. The analysis, therefore, is not a forecasting tool but to be used for identifying dislocations, which we loosely define as price moves that cannot be justified by fundamentals.

Rates 10y Dashboard: Mexican Rates Post MPC Decision

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US Treasury (10 Yr Generic) (GT10 GOVT)

U.S. Equity Strategy: Upgrading Communications To Overweight; Financials Breaking Above 2007 Highs

Ongoing market dynamics continue to support our overall bullish outlook. Continue to buy dips. In today’s report we highlight attractive Groups and...

Vermilion Research

Rates 10y Dashboard: Peru Outperforming

Attached is our daily Rates 10y Dashboard that identifies dislocations in EM 10y rates markets. In this note, we discuss the outperformance of Peru...

Gautam Jain, PhD, CFA

Rates 10y Dashboard: South Africa Asset Swap Spreads Start Tightening

Attached is our daily Rates 10y Dashboard that identifies dislocations in EM 10y rates markets. In this note, we revisit asset swap spreads in...

Gautam Jain, PhD, CFA

Rates 10y Dashboard: Spread of Asian Rates to US

Attached is our daily Rates 10y Dashboard that identifies dislocations in EM 10y rates markets. In this note, we show that the spread of Asian...

Gautam Jain, PhD, CFA

Rates 10y Dashboard: Mexican Rates Post MPC Decision

Attached is our daily Rates 10y Dashboard that identifies dislocations in EM 10y rates markets. In this note, we discuss the reaction of Mexican...

Gautam Jain, PhD, CFA

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)