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 11/15/19 (Not published)   We did not publish anything about the December expiry, our last comment

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by R1chard

Nb. Our comment from the 11/11/19 (Dec not published)   However, we should point out that the November expiry was

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by R1chard

Nb. Our comment from 11/08/19   Exactly as we said back on the 5th “and they could just continue knocking

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by R1chard

Nb. Our comment from the 11/05/19   We have said it before that the ratios need to be calculated daily,

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by R1chard

Nb. Our comment from 11/05/19   When we last commented on the SPX (28th Oct) it was all about R1,

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by R1chard

Nb. Our comment from 10/28/19   It looks like we are going to get our wish of this index testing

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by R1chard

Nb. Our comment from the 10/25/19   If the last week of the November expiry was all about the zone,

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by R1chard

Nb. Our comment from 10/22/19   Please remember the comment above, from the 17th October, is for the October expiry,

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by R1chard

Nb. Our comment from the 10/18/19   It is a wonder to behold, that is, how desperately this index is

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by R1chard

Nb. Our comment from 10/17/19   Well we didn’t get the (probable) move down in the zone to 2945-2955. However,

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