Hedge Ratio Analysis

It is generally accepted that there are three things that define market movement on a daily basis; Fundamental Analysis, Technical Analysis and Derivatives. Our analysis concerns itself solely with Derivatives and in particular stock index options and futures, which is by a long way the largest sector in this USD $600tn industry, and their direct influence on the Benchmark indices.

We calculate daily the Hedge Ratio on the FTSE 100, DAX 30, S&P 500, Dow Jones Industrial Average and the Nasdaq 100 which gives us exact points where to expect Dynamic Delta Hedging. Or in simple terms where to expect futures selling or buying and a scale to see how much of it.

Latest Ratio tables here
by R1chard

Nb. Our comment from the 09/03/19   Well you just won’t get a better example of the ratios in action

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by R1chard

Nb. Our comment from 09/03/19   Hope you are all enjoying the roller-coaster, which actually has now only got steeper

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by R1chard

Nb. Our comment from 08/23/19   It has been a while since we covered the SPX, so first and foremost

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by R1chard

Nb. Our comment from the 08/27/19   As we said the FTSE, “was just the proverbial accident waiting to happen,

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by R1chard

Nb. Our comment from the 08/21/19 (Not Published)   Range:            7050  to  7150           Activity:          Average      Type:              Neutral            

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by R1chard

Nb. Our comment from 08/21/19 (Not Published)   Range:            2895  to  2905 Activity:          Average            Type:              Neutral      

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by R1chard

Nb. Our comment from the 07/29/19   It has been a long time since our last comment, 14 trading days

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by R1chard

Nb. Our comment on 07/29/19   It has been a long time since our last comment, 14 trading days to

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by R1chard

Nb. Our comment from 07/03/19   Well, the “great unknown” has been answered as the intraday high here was 2977.93.

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by R1chard

Nb. Our comment from 06/27/19   We have to mention the June expiry before we get on to July, and

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