JHQDX Jan Roll was predicted well ahead of this idea, but I used some chartArt to emphasize it's predictive capabilities. Quants on fintwit still reject my claims. if Modelling 1-6 months out down to the strike and day wasn't enough. Or predicting the bottom with a price target. For April Roll my indicators are telling me the Call is a to heavy to...
Do you want to know what it is? *nod* The Flow is everywhere. It is all around us Even now in this very post You can see it when you look in your account Or when you turn on your Favorite stream You can feel it when you trade When you go to the casino When you pay your taxes It is the wool that has been pulled over your eyes to blind you from the...
I wrote this script to track 3 hedged equity funds. I've been following these funds for nearly 2 years now. This is the first time in 2022 that I have seen the funds positions line up in positive gamma. All of 2022 the hedged equity funds were aligned in negative gamma and sold off into expiration. Except when dealer Gamma exposures is positive or short...
I know everyone has been waiting on a bear rally and I'm seeing a bunch of signals pointing to this being the breakout for one. Both bulls and bears got shaken one way then the next last week. This weeks update on the market index hedges is forecasting a rally into the end of October. JHEQX Playbook. After reset JHEQX provided firm support at its zero gamma...