In today’s briefing:
- Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (6 Oct)
- From Banks to Miners: Cheap Vs. Rich Volatility Across Australia
Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (6 Oct)
- Context: This Insight follows up on previously highlighted relative value opportunities, using a statistical methodology based on mean-reversion to identify opportunities in paired securities.
- Highlights: Currently nine pair trade opportunities across four markets and five sectors persist.
- Why read: Statistical analysis offers a unique perspective on relative value. Gain insights into actionable statistical pair trade opportunities and monitor performance of previously highlighted pairs.
From Banks to Miners: Cheap Vs. Rich Volatility Across Australia
- Context: Volatility cones provide a straightforward framework to evaluate whether options are trading cheap or rich. This Insight provides volatility analysis for ten prominent Australian stocks and the benchmark.
- Highlights: December implied volatility tends to be rich for the banks and cheap for the miners. S&P/ASX 200 (AS51 INDEX) implied volatility is cheap across the curve.
- Why Read: Spot opportunities, assess regime shifts, and manage risk effectively — volatility cones turn complex data into actionable insights for traders and investors.
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