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

The FTSE starts the mighty March expiry in an interesting situation. Nb. Our comment on 19/02/24 Well, the last week

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by Richard

5000 doesn’t look so outlandish now for the SPX and the ratios this expiry are favourable Nb. Our comment for

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by Richard

After a perfect October expiry in the FTSE, let’s hope for more of the same in November. Nb. Our comment

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by Richard

After failing, yet again, at 7700 for the FTSE it has been all about its zone ever since. Nb. Our

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by Richard

The SPX’s test of Y2 at 4605 did not go well…for the bulls that is Nb. Our comment for 08/01/23

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by Richard

What a fight 7700 put up in the FTSE Nb. Our comment on 07/31/23 Well, it wasn’t so much a

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by Richard

The FTSE rebounded from R3 at 7250 to get back to its zone for the July expiry…but what now for

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by Richard

The FTSE having failed to reclaim its zone now needs R3 at 7250 to save it. Nb. Our comment on

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by Richard

The SPX closed right on Y2 at 4455 on Monday 3rd, so now we get to see how committed the

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by Richard

The FTSE traverses the entire R1 ratio bandwidth in a week. Nb. Our comment on 07/03/23 As we said last

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