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 the 10/10/19   WOW! And how critical R1 at 7450 proved to be……in fact the last

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by R1chard

Nb. Our comment from 10/10/19   Well you have no excuse whatsoever to claim surprise at the recent market gyrations,

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by R1chard

Nb. Our comment from 09/27/19   Firstly, we must say what a perfect expiry September was, despite it being a

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by R1chard

Nb. Our comment from the 09/30/19   It has been a long time since our last comment, but as long

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by R1chard

Nb. Our comment from the 09/16/19 (Not published)   Range:            7250  to  7350           Activity:          Average     Type:              Neutral    

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by R1chard

Nb. Our comment from 09/24/19 (Not published)   Range:            2870  to  2995 Activity:          Strong   Type:              On balance bearish  

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by R1chard

Nb. Our comment from 09/12/19 (Not published)   We don’t know for certain, but experience, and the facts, suggest that

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by R1chard

Nb. Our comment from the 09/03/19   Well you just won’t get a better example of the ratios in action

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by R1chard

Nb. Our comment from 09/03/19   Hope you are all enjoying the roller-coaster, which actually has now only got steeper

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by R1chard

Nb. Our comment from 08/23/19   It has been a while since we covered the SPX, so first and foremost

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