Further Signals of More Accommodative Fiscal and Monetary Policies in China: After some RRR cuts in 1H18 and allowing more flexibility for financial institutions to handle non-compliant WMPs, the authorities will now use fiscal policy…
A bearish contrarian sentiment has just flashed on the S&P500, we go short for a target at 2700 with a stop at 2835. Then, option expiration oftens marks a reversal.
A very strong support has been reached on EEM and Copper. We want to fade trade wars correction as we did by a long CNH.
We initiated the following strangle on 30/05, to cope with more volatile markets July 7050 Call – 6950 Put and this what we got. We doubled the net premium invested while the strategy remained market…
OPEC has agreed to boost oil production, achieving a last- minute compromise that overcame Iran’s threats to veto any supply hike. The accord is a much-needed show of unity from the Organization of Petroleum Exporting…
we recommand buying call on the etf on Brazil. This move is very exagerated and offers a high risk-reward convexity bet on the upside (one of my favourite one) EWZ US 09/21/18 C39 Equity below 0.35…
S&P 500 implied vol is too low for all the coming events such as Fed, ECB, BOJ, etc... [Realized vol - implied vol] for the week of FOMC has been positive all year vs the previous…
follow-up on 08 June: The Esm8 has not fallen much despite the fact that right now there is no fear, and next week we get the Fed with a chance of raising interest rates and the…
Implied vol (3 month) is back to a rising trend line since dec 17. Implied vol below 14% is a steal after all the political risk. We like buying Italian names like MB IM with a…
Nasdaq is back near to the top of its annual range and implied vol at the low (strangle July 7050 call - 6960 put at 14% Ivol), versus a realized vol around 20% Look like a…