triple witching: increase long gamma

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…

Buy Halliburton below 48 for a 54.5 target

Energy one of favorite sector in US and Halliburton one of our best mix of quant grades, technically making a rounding bottom at 61.8% fibo retracement , our target is 54.5 and we add it on…

Buy world cup names (adidas, ABinbev, Carlsberg, Yandex …)

What are the companies which should benefit from the World cup ? first, Adidas is best positioned within Sportswear. For this year's World Cup in Russia, Adidas is sponsoring 12 national teams (out of a total…

short Kone Oyj (Knebv fh)

Short > 44.3 , target 42.75 , stop 45.65 Today GS is upgrading from Sell to Buy with a €50 12m PT (was €38). Post strong performance from 2009-14, when China construction (KONE's main market, c.25%…

Sell call on Tesla

Our preferred sell on rally stock through short call reco. short TSLA US 06/08/18 C305 Equity at (spot ref 307.2) at 5.6

we like shorting put on renault here

  we recommend selling the following put RNL GR 06/15/18 P84 Equity The Trump Administration has floated the possibility of 25% tariffs on imported autos and auto parts and has formally launched a Section 232 national security investigation,…

adding long gamma trade in dax

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…

Adding convexity in Nasdaq100

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…

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