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 04/12/19 Since our last comment on the 4th it has indeed been all about R2, which

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by R1chard

Nb. Our comment from 04/09/19 And we were not wrong as 7250 dominated this index for that week, until Friday

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by R1chard

Nb. Comment from 04/04/19 (Not published on-line) To be honest the upper boundary of the zone when we last published

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by R1chard

Nb. Comment from 03/29/19 Again, we wish the table above for the NDX had been published back on the 20th,

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by R1chard

Nb. Our comment from 04/04/19 The SPX is still all about R2. At the start of this week the intraday

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by R1chard

Nb. Our comment from 03/25/19 It is a real shame we didn’t publish last week, as it was blatantly obvious

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by R1chard

Nb. Our comment from 03/27/19 The SPX mirrors our sentiment from London, as we wished we had published last week,

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by R1chard

Nb. Comment from 20/03/19 Not published Range:             Activity:           Type:               Nb. Comment on 29/03/19 Again, we wish the

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by R1chard

Nb. Comment from 03/20/19 Did not publish Range:                  Activity:           Type:                Nb. Comment on 03/28/19 Well for the

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by R1chard

Nb. Our comment from 03/20/19 Not published Range:             Activity:           Type:                 Nb. Our comment on 03/27/19 The

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