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 04/30/19 Already it seems the zone here in the FTSE is having a major impact. On

Posted in Uncategorized

by R1chard

Nb. Comment from 05/06/19 (Not published online) It has been a very long time since we last commented on the

Posted in Uncategorized

by R1chard

Nb. Our comment from 04/29/19 Well it has certainly been bit of a quiet start to the May expiry, although

Posted in Uncategorized

by R1chard

Nb. Our comment from 04/26/19 (Not published online) Despite the fact we last published on the 15th here in the

Posted in Uncategorized

by R1chard

Nb. Our comment from 04/25/19 (Not published online) As this is our first coverage of the May expiry there is

Posted in Uncategorized

by R1chard

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

Posted in Uncategorized

by R1chard

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

Posted in Uncategorized

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

Posted in Uncategorized

by R1chard

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

Posted in Uncategorized

by R1chard

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

Posted in Uncategorized