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

The SPX Zone will move soon. Nb. Our comment from the 07/07/20   Just like London across the pond, here

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by R1chard

The SPX seems also sensitive to just Y2 Ratio currently.   Nb. Our comment from the 06/30/20   Actually, you

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by R1chard

The FTSE , timid but persistent. Nb. Our comment from the 06/29/20   Exactly as we said, please check above,

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by R1chard

At last the SPX sorts its zone out.   Nb. Our comment from the 06/24/20   And July is picking

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by R1chard

Will the FTSE zone hold this time? Nb. Our comment from the 06/22/20   Certainly, an exciting end to the

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by R1chard

This must be the biggest zone and Y Ratio Bandwidth in the SPX ever. Nb. Our comment from the 06/18/20

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by R1chard

A very interesting Ratio alignment in the FTSE for the July expiry. Nb. Our comment from the 06/15/20 (Not published

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by R1chard

R1 did its job in the SPX, but now all about the zone.   Nb. Our comment from the 06/16/20

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by R1chard

Why panic, it’s just the rollover and expiry.   Nb. Our comment from the 06/12/20   As we said, “it

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by R1chard

FTSE zone still undecided for the rollover and expiry. Nb. Our comment from the 06/08/20   It is worth reminding

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