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 01/20/20 (Not published)   Nb. Our comment on 01/24/20   “So, 7550 remains “a massive

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by R1chard

Nb. Our comment from 01/14/20 (Not published)   Nb. Our comment on 01/23/20   Well if we thought the Jan

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by R1chard

Nb. Our comment from 01/14/19   The zone has indeed moved up again, and to exactly where we expected it

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by R1chard

Nb. Our comment from 01/07/19   We probably should have said in our last comment that the zone was looking

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by R1chard

Nb. Our comment from the 01/06/20   As we said last week, “7550 is a massive level now”, and on

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by R1chard

Nb. Our comment from 12/27/19   It is always tricky at this time of year, what with half days and

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by R1chard

Nb. Our comment from the 12/30/19   There are going to be quite a few nursing a sore wallet after

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by R1chard

Nb. Our comment from the 12/19/19 (Not Published)   Nb. Our comment on 12/30/19   There are going to be

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by R1chard

Nb. Our comment from 12/18/19 (Not published)   Nb. Our comment on 12/27/19   It is always tricky at this

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by R1chard

Nb. Our comment from the 12/12/19   The FTSE has definitely been stuck in our trading range since we last

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