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 for 03/26/20 Well we couldn’t have published, on Sat 21st March, our last comment (see above) at

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by R1chard

Nb. Our comment from the 03/26/20 (Not published)   Nb. Our comment on 03/30/20   1st week down, just three

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by R1chard

Nb. Our comment on 03/20/20 We are going to start the April commentary with a reminder of what we said

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by R1chard

Nb. March Expiry   We thought people might be interested in the final ratio reckoning of the triple witching March

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by R1chard

Nb. Our comment from 03/03/20   Well, really, you should not have been surprised by this move, or the timing

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by R1chard

Nb. Our comment from 02/25/20   Well, really, you should not have been surprised by this move, or the timing

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by R1chard

Nb. Our comment from the 02/26/20   We made a point out of saying the FTSE had been zone bound

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by R1chard

  Nb. Our comment from the 02/21/20 March expiry not published.   Nb. Our comment on 02/26/20   We made

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by R1chard

Nb. Our comment from 02/20/20 Not published for the March expiry.     Nb. Our comment on 02/25/20 Well, really,

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by R1chard

Nb. Our comment from the 02/13/20   It has been probably a bit too long since our last comment, especially

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