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 Richard

Now the real work starts for the SPX. Nb. Our comment from the 11/24/20   For those that read our

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by Richard

It is still all about 6350 for the FTSE. Nb. Our comment from the 11/23/20   Well the mighty Dec

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by Richard

Amazingly the SPX Dec expiry did start in their Y Ratio. Nb. Our comment from the 11/19/20 (Not published)  

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by Richard

FTSE is simply all about the auctions. Nb. Our comment from the 11/16/20 (Not published)   Nb. Our comment on

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by Richard

The story may change when the Dec expiry starts to weigh on the SPX Nb. Our comment from the 11/10/20

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by Richard

As the lengthy Nov expiry comes to a close up next the mighty Dec Nb. Our comment from the 11/09/20

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by Richard

Yup, as suspected, SPX Nov expiry a rerun of Oct’s Nb. Our comment from the 11/04/20   Well we sincerely

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by Richard

Like it was scalded the FTSE explodes out of R2 and right back into its zone.   Nb. Our comment

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by Richard

is Nov going to be a re-run of Oct for the SPX? Nb. Our comment from the 10/28/20   It

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by Richard

Big changes in the FTSE, but the bizarre opening level remains. Nb. Our comment from the 10/26/20 As the title

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