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

Is Y2 Ratio fighting a losing battle with the SPX? Nb. Our comment from the 07/21/21   It has certainly

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by Richard

So many changes in the FTSE that it’s almost a new start. Nb. Our comment from the 07/19/21 We did

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by Richard

We would be more surprised if the SPX wasn’t this volatile. Nb. Our comment from the 07/19/21 (Not published)  

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by Richard

First look at Aug as freedom beckons for the FTSE. Nb. Our comment from the 07/12/21 (Not published) Nb. Our

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by Richard

Everything now on the move in the SPX, Yay. Nb. Our comment from the 07/07/21   If the first week

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by Richard

As the FTSE has just bounced between the two R1 ratios, could we get the perfect expiry? Nb. Our comment

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by Richard

The SPX is like an automatic car in neutral now. Nb. Our comment from the 06/29/21   It is a

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by Richard

Is the FTSE getting frustrated being zone-bound this entire expiry so far? Nb. Our comment from the 06/28/21 Prophetic words,

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by Richard

SPX bounce up from the expiry no surprise considering how much Y1 ratio about. Nb. Our comment from the 06/21/21

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by Richard

It’s all about the zone for the FTSE. Nb. Our comment from the 06/21/21 The most striking aspect in the

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