Volatility Review 19 February 2019 Equity Derivatives Strategy Bram Kaplan, CFA AC, Marko Kolanovic, PhD Positioning update, RTY and NDX structured product issuance & dynamics, trading commodity sectors Despite the remarkable V-shaped market recovery since December, equity positioning remains light across systematic and macro investors. CTAs, Volatility Targeting portfolios and Hedge Funds’ equity exposure is in the lowest decile,…
Gamma Shift Continuation & Commodity Plays In Focus: J.P. Morgan Quant Team
A financial market resource for the every-day investor and trader.
-
Your Time and Your Money During Downtrends
Seth Golden, , Research Reports, 0
Welcome back traders and investors! I thought it a better way to kick-off this weekend’s Research Report, given the...
-
Morgan Stanley: It’s Not A Bubble, It’s Not
Seth Golden, , Research Reports, 0
Correction has arrived, positioning and leverage should do the rest. A combination of peaking rate of change in M1/M2and...
-
Weekly State of the Market: Key Investor Concerns
Seth Golden, , Research Reports, 0
Question: “How do you perform well over time and never let the volatility deter you?” Answer: “Position long, hope...
-
Fitbit Retrenches: The Bottoming Phase For A Hardware Company
Seth Golden, , Research Reports, 0
“You want the truth; you can’t handle the truth”! I have been covering Fitbit (FIT) since January of 2016....
-
Morgan Stanley: Brief Technical Notes
Seth Golden, , Research Reports, 0
Critical Technical Support Holds This week’s note will be shorter than normal given the Tech playbook note we also...
-
Weekly State of the Market: Macro-Market Winds
Seth Golden, , Research Reports, 0
Yield curve is the most inverted in decades, yet many parts of the market are making new 52-week highs....
-
Weekly State of the Market: Seasonal Tide Is Turning Bullish
Seth Golden, , Research Reports, 0
“One-half of life is luck; the other half is discipline — and that’s the important half, for without discipline...
-
Recent Articles
Featured Products
- JPM Market Recap $0.00
- JPM Research Note $0.00
- JP Morgan Market Volatility Report $0.00