Derivatives and Quantitative Strategist

Gaudenz Schneider

Equity Derivatives

Commonwealth Bank of Australia / Equity Derivatives

<ul>
<li>
Context: <a href="https://www.smartkarma.com/entities/commonwealth-bank-of-australia" target="_blank" data-smartkarma-citation="entities:14:1" rel="noopener">Commonwealth Bank of Australia (CBA AU)</a> is approaching oversold territory, with limited upside potential. Quantitative analysis outlines key support and resistance levels with high reversal probabilities.</li>
<li>
Trade Idea: The proposed options strategy profits if the stock remains range-bound between ~172 and ~190 by 17 July expiry. The setup offers a ~1.0% maximum return within 10 days.</li>
<li>
Why Read: This Insight presents a timely, actionable trade idea with a well-defined risk/reward profile—ideal for investors seeking to monetize muted price action around a high-probability range.</li>
</ul>



Context: Commonwealth Bank of Australia (CBA AU) is approaching oversold territory, with limited upside potential. Quantitative analysis outlines key support and resistance levels with high reversal probabilities.

Trade Idea: The proposed options strategy profits if the stock remains range-bound between ~172 and ~190 by 17 July expiry. The setup offers a ~1.0% maximum return within 10 days.

Why Read: This Insight presents a timely, actionable trade idea with a well-defined risk/reward profile—ideal for investors seeking to monetize muted price action around a high-probability range.


Commonwealth Bank of Australia (CBA AU) In Oversold Territory: Options Strategy on Reversal Range

Founder Evidente. Top rated quantitative analyst, Evidente

Sam Ferraro

Founder Evidente. Top rated quantitative analyst

Evidente

Evidente is an independent financial education firm that delivers innovative financial advice to wholesale investors, including active long only funds, hedge funds, pension funds, and sovereign wealth funds, in Australia and globally.  Drawing on academic research in asset pricing, behavioural finance and portfolio construction, Evidente provides wholesale investors with commercial solutions to stock selection and asset allocation decisions across equities and other asset classes.

Thematic (Sector/Industry)

The Australian Bureau of Statistics has revealed that Australia's residential property prices finished the 2016 calendar year off strongly, rising by 4.1% in the December quarter to be 7.7% higher than a year earlier (see chart).  After a pause in late 2015, associated with various macro-prudential policies introduced by the Australian Prudential Regulatory Authority (APRA) designed to curb lending to housing investors, house prices resumed their strong upward trend over the course of 2016.<figure class="editor-figure mceNonEditable"><img src="https://static-prod.smartkarma.com/images/media/000/023/011/original/HousePrices-AustraliaWide.jpg?1490188814" class="editor-image img-responsive" data-smartkarma-image-id="23011"></figure>…

The Australian Bureau of Statistics has revealed that Australia's residential property prices finished the 2016 calendar year off strongly, rising by 4.1% in the December quarter to be 7.7% higher than a year earlier (see chart).  After a pause in late 2015, associated with various macro-prudential policies introduced by the Australian Prudential Regulatory Authority (APRA) designed to curb lending to housing investors, house prices resumed their strong upward trend over the course of 2016.…

Australian House Prices Continue to Defy Expectations (And Outpace Rents)

Korea/Asia, Events, IPOs, Douglas Research Advisory

Douglas Kim

Korea/Asia, Events, IPOs

The South Korean President Park Geun-Hye was officially impeached today, with the South Korean Supreme Court upholding the impeachment decision. Most likely, the next South Korean Presidential election is likely to take place on May 9th. At this point, Moon Jae-In is the odds on favorite to become the next South Korean President, barring any major last minute catastrophes.Since late last year, the market has been pricing in both the official impeachment of President Park as well as who may…

The South Korean President Park Geun-Hye was officially impeached today, with the South Korean Supreme Court upholding the impeachment decision. Most likely, the next South Korean Presidential election is likely to take place on May 9th. At this point, Moon Jae-In is the odds on favorite to become the next South Korean President, barring any major last minute catastrophes.Since late last year, the market has been pricing in both the official impeachment of President Park as well as who may…

Asia Economist and CEO, Centennial Asia Advisors

Manu Bhaskaran

Asia Economist and CEO

Centennial Asia Advisors

At Centennial Asia Advisors, we tell it like it is. We have no vested interests, no need for a China wall, and no reason to skew our outlook any other way. With over 30 years experience covering Asia’s political economy, you can be sure our conclusions and analyses are based on the unadulterated facts. Through years of fine-tuning our research methodologies, we deliver a quality of macroeconomic analysis few other houses can match.

Centennial Asia Advisors is an independent research and advisory firm that works with governments, multilateral institutions, financial firms and leading MNCs.

Economic Policy and Strategic Advisors

Macroeconomics

South China Sea: US and China remain the key despite ASEAN efforts<ul><li>
US blows hot and cold with China: Despite US Secretary of State Tillerson’s amicable conversation with China’s State Councillor Yang Jiechi when they re-affirmed the importance of a constructive US-China relationship, a US carrier group led by the aircraft carrier USS Carl Vinson began ‘routine operations’ in the South China Sea. This appears to be a sign that the Trump Administration might want to push back harder on China’s…</li></ul>

South China Sea: US and China remain the key despite ASEAN efforts
US blows hot and cold with China: Despite US Secretary of State Tillerson’s amicable conversation with China’s State Councillor Yang Jiechi when they re-affirmed the importance of a constructive US-China relationship, a US carrier group led by the aircraft carrier USS Carl Vinson began ‘routine operations’ in the South China Sea. This appears to be a sign that the Trump Administration might want to push back harder on China’s…

US and China Push Their Respective Envelopes

<ul>
<li>
Trump stepped back from direct confrontation with China: In his phone call with Chinese President Xi, Trump acceded to China’s request to honour the longstanding “One China” policy, which he had appeared to question in his tweets. But the potential downside risks in the bilateral relationship were made clear by reports of an “unsafe” interaction between a Chinese surveillance plane and a US Navy P-3C Orion surveillance aircraft on the same day.</li>
<li>
North Korean missile test not a huge deal: The test…</li>
</ul>



Trump stepped back from direct confrontation with China: In his phone call with Chinese President Xi, Trump acceded to China’s request to honour the longstanding “One China” policy, which he had appeared to question in his tweets. But the potential downside risks in the bilateral relationship were made clear by reports of an “unsafe” interaction between a Chinese surveillance plane and a US Navy P-3C Orion surveillance aircraft on the same day.

North Korean missile test not a huge deal: The test…


Geopolitics: Trump Refines Approach to China

Australia

VanEck Vectors Australian Banks ETF is an exchange-traded fund incorporated in Australia. The Fund aims to provide investment returns (before fees and expenses) that closely track the returns of the MVIS Australia Banks Index.

VanEck Vectors Australian Banks ETF (MVB AU)

Price Gauge
52-week Range	0.00 - 0.00
Market Cap (USDm)	0.00
P/E	0.00
Dividend (Yield)	0.00

VanEck Vectors Australian Banks ETF (MVB AU)

Commonwealth Bank of Australia (CBA AU) In Oversold Territory: Options Strategy on Reversal Range

CBA AU near oversold levels, limited upside potential. Options strategy for range-bound trading. Actionable trade idea with defined risk/reward...

Gaudenz Schneider

Australian House Prices Continue to Defy Expectations (And Outpace Rents)

The Australian Bureau of Statistics has revealed that Australia's residential property prices finished the 2016 calendar year off strongly, rising...

Sam Ferraro

President Park Is Officially Impeached

The South Korean President Park Geun-Hye was officially impeached today, with the South Korean Supreme Court upholding the impeachment decision....

Douglas Kim

US and China Push Their Respective Envelopes

South China Sea: US and China remain the key despite ASEAN efforts US blows hot and cold with China: Despite US Secretary of State Tillerson’s...

Manu Bhaskaran

Geopolitics: Trump Refines Approach to China

Trump stepped back from direct confrontation with China: In his phone call with Chinese President Xi, Trump acceded to China’s request to honour...

Manu Bhaskaran

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)

Commonwealth Bank of Australia (CBA AU) In Oversold Territory: Options Strategy on Reversal Range

​CBA AU near oversold levels, limited upside potential. Options strategy for range-bound trading. Actionable trade idea with defined risk/reward...

Gaudenz Schneider

Australian House Prices Continue to Defy Expectations (And Outpace Rents)

The Australian Bureau of Statistics has revealed that Australia's residential property prices finished the 2016 calendar year off strongly, rising...

Sam Ferraro

President Park Is Officially Impeached

The South Korean President Park Geun-Hye was officially impeached today, with the South Korean Supreme Court upholding the impeachment decision....

Douglas Kim

US and China Push Their Respective Envelopes

South China Sea: US and China remain the key despite ASEAN efforts US blows hot and cold with China: Despite US Secretary of State Tillerson’s...

Manu Bhaskaran

Geopolitics: Trump Refines Approach to China

Trump stepped back from direct confrontation with China: In his phone call with Chinese President Xi, Trump acceded to China’s request to honour...

Manu Bhaskaran

CBA AU near oversold levels, limited upside potential. Options strategy for range-bound trading. Actionable trade idea with defined risk/reward...