Category: Your Money

Opening Bell 25.04.2018

Your world at 9am

world equity market heatmap

Equities

Major
DAX(DEU) -0.17%
CAC(FRA) +0.10%
UKX(GBR) +0.36%
NKY(JPN) -0.65%
SPX(USA) -1.34%
MINTs
JCI(IDN) -1.00%
INMEX(MEX) -0.86%
NGSEINDX(NGA) +0.10%
XU030(TUR) -0.84%
BRICS
IBOV(BRA) -0.16%
SHCOMP(CHN) -0.41%
NIFTY(IND) +0.28%
INDEXCF(RUS) -0.01%
TOP40(ZAF) -0.01%

Commodities

Energy
Natural Gas +0.00%
Heating Oil -0.05%
WTI Crude Oil -0.03%
RBOB Gasoline -0.17%
Brent Crude Oil +0.04%
Ethanol +0.00%
Metals
Copper +0.00%
Palladium -0.64%
Gold 100oz +0.00%
Platinum -0.37%
Silver 5000oz +0.00%

Currencies

USDEUR:+0.01% USDJPY:+0.10%

MINTs
USDIDR(IDN) +0.01%
USDMXN(MEX) +0.03%
USDNGN(NGA) +0.01%
USDTRY(TUR) +0.06%
BRICS
USDBRL(BRA) +0.58%
USDCNY(CHN) -0.04%
USDINR(IND) -0.14%
USDRUB(RUS) +0.15%
USDZAR(ZAF) +0.20%
Agricultural
Cattle +0.00%
Coffee (Robusta) +0.00%
Lean Hogs +0.00%
Soybean Meal +0.46%
Cocoa +0.00%
Cotton +1.11%
Feeder Cattle +0.00%
Wheat +0.48%
Coffee (Arabica) +0.00%
Lumber +0.00%
Sugar #11 +0.00%
Corn +0.26%
Orange Juice +0.00%
Soybeans +0.49%
White Sugar +0.00%

Out of 43 world ETFs listed in NYSE that we track, 17 are trading above their 10-day SMA and 22 are trading above their 50-day SMA.

Must Reads

Electric Buses Are Hurting the Oil Industry
Electric buses were seen as a joke at an industry conference in Belgium seven years ago when the Chinese manufacturer BYD Co. showed an early model.

When algorithms surprise us
Machine learning algorithms are not like other computer programs. In the usual sort of programming, a human programmer tells the computer exactly what to do.

Survival of the Mediocre Mediocre
I have a theory about why the notion of an arms race between human and machine intelligences is fundamentally ill-posed: the way to survive and thrive in an environment of AIs and robots is not to be smarter than them, but to be more mediocre than them.

Against metrics: how measuring performance by numbers backfires
More and more companies, government agencies, educational institutions and philanthropic organisations are today in the grip of a new phenomenon. I’ve termed it ‘metric fixation’.

Check out our Global Macro Dashboard for currency, commodity, bonds and credit charts.

Good luck!

Options Daily 25.04.2018

NIFTY Summary:

  1. May 9000 calls added 2,93,550 contracts.
  2. May 12000 calls shed 54,150.
  3. May 10600 puts added 3,75,600.
  4. May 9800 puts shed 13,200.

Our trend model indicates a SHORT on the NIFTY and SHORT on the BANKNIFTY.

Avg. True Range

NIFTY.50 NIFTY.BANK
3 79.71 310.14
5 81.58 310.93
10 89.73 321.39
20 100.01 336.82

NIFTY 50 NIFTY BANK
TrueRange 67.80 168.45
TrueHigh 10636.80 25123.45
TrueLow 10569.00 24955.00
Avg. True Range

NIFTY.50 NIFTY.BANK
3 79.71 310.14
5 81.58 310.93
10 89.73 321.39
20 100.01 336.82

NIFTY 50 NIFTY BANK
TrueRange 67.80 168.45
TrueHigh 10636.80 25123.45
TrueLow 10569.00 24955.00

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

APR NIFTY OI

APR NIFTY OI chart

APR BANKNIFTY OI

APR BANKNIFTY OI chart

MAY NIFTY OI

MAY NIFTY OI chart

MAY BANKNIFTY OI

MAY BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

APR NIFTY Volatility

APR NIFTY Volatility chart

APR BANKNIFTY Volatility

APR BANKNIFTY Volatility chart

MAY NIFTY Volatility

MAY NIFTY Volatility chart

MAY BANKNIFTY Volatility

MAY BANKNIFTY Volatility chart
Dotted lines indicated actual underlying volatility. Solid lines are IVs.

VIX Density Plot

VIX kernel density plot

5-day forecast based on ARMA(1,2)+GARCH(1,1) model:

VIX 12.07 12.26 12.33 12.40 12.47
σ 0.68 0.68 0.68 0.68 0.68

Marketwide OI

Securities under ban today: BALRAMCHIN, DHFL, GMRINFRA, WOCKPHARMA.
market wide position limit chart

Opening Bell 24.04.2018

Your world at 9am

world equity market heatmap

Equities

Major
DAX(DEU) +0.25%
CAC(FRA) +0.48%
UKX(GBR) +0.42%
NKY(JPN) +0.67%
SPX(USA) +0.01%
MINTs
JCI(IDN) -0.70%
INMEX(MEX) +0.29%
NGSEINDX(NGA) -0.12%
XU030(TUR) -1.12%
BRICS
IBOV(BRA) +0.06%
SHCOMP(CHN) +2.09%
NIFTY(IND) +0.20%
INDEXCF(RUS) -0.01%
TOP40(ZAF) +0.22%

Commodities

Energy
Brent Crude Oil +0.32%
Heating Oil +0.28%
Natural Gas +0.04%
Ethanol +0.00%
RBOB Gasoline +0.29%
WTI Crude Oil +0.47%
Metals
Gold 100oz +0.00%
Copper +0.00%
Palladium -0.15%
Silver 5000oz +0.00%
Platinum +0.22%

Currencies

USDEUR:+0.01% USDJPY:+0.09%

MINTs
USDIDR(IDN) -0.52%
USDMXN(MEX) +0.05%
USDNGN(NGA) +0.01%
USDTRY(TUR) -0.11%
BRICS
USDBRL(BRA) +1.14%
USDCNY(CHN) -0.03%
USDINR(IND) -0.14%
USDRUB(RUS) -0.04%
USDZAR(ZAF) -0.03%
Agricultural
Coffee (Arabica) +0.00%
Corn +0.00%
Cattle +0.00%
Coffee (Robusta) +0.00%
Feeder Cattle +0.00%
Lumber +0.00%
Orange Juice +0.00%
White Sugar +0.00%
Lean Hogs +0.00%
Soybean Meal -0.22%
Sugar #11 +0.00%
Cocoa +0.00%
Cotton +0.07%
Soybeans -0.07%
Wheat -0.11%

Out of 43 world ETFs listed in NYSE that we track, 23 are trading above their 10-day SMA and 23 are trading above their 50-day SMA.

Must Reads

The future of e-commerce in India increasingly looks like an all-American affair
India’s technology industry is bracing itself for the next era of e-commerce warfare, which looks set to be waged and bankrolled by two gigantic corporations located halfway across the world: Amazon and Walmart.

Why the future of Tesla may Depend on Knowing What Happened to Billy Durant
The entrepreneur who founded and grew the largest startup in the world to $10 billion in revenue and got fired is someone you have probably never heard of. The guy who replaced him invented the idea of the modern corporation.

MTNL is winding up finally; here’s why
Sources told FE that closing MTNL’s operations is feasible from all angles barring one — it has a huge staff strength of 27,919 which needs to be taken care of.


Check out our Global Macro Dashboard for currency, commodity, bonds and credit charts.

Good luck!

Options Daily 24.04.2018

NIFTY Summary:

  1. May 9000 calls added 5,08,125 contracts.
  2. May 10550 calls shed 1,350.
  3. May 9000 puts added 3,68,400.
  4. May 9700 puts shed 62,625.

Our trend model indicates a SHORT on the NIFTY and SHORT on the BANKNIFTY.

Avg. True Range

NIFTY.50 NIFTY.BANK
3 85.66 380.98
5 85.11 346.62
10 93.35 339.40
20 104.65 347.46

NIFTY 50 NIFTY BANK
TrueRange 123.40 618.05
TrueHigh 10638.35 25084.15
TrueLow 10514.95 24466.10
Avg. True Range

NIFTY.50 NIFTY.BANK
3 85.66 380.98
5 85.11 346.62
10 93.35 339.40
20 104.65 347.46

NIFTY 50 NIFTY BANK
TrueRange 123.40 618.05
TrueHigh 10638.35 25084.15
TrueLow 10514.95 24466.10

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

APR NIFTY OI

APR NIFTY OI chart

APR BANKNIFTY OI

APR BANKNIFTY OI chart

MAY NIFTY OI

MAY NIFTY OI chart

MAY BANKNIFTY OI

MAY BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

APR NIFTY Volatility

APR NIFTY Volatility chart

APR BANKNIFTY Volatility

APR BANKNIFTY Volatility chart

MAY NIFTY Volatility

MAY NIFTY Volatility chart

MAY BANKNIFTY Volatility

MAY BANKNIFTY Volatility chart
Dotted lines indicated actual underlying volatility. Solid lines are IVs.

VIX Density Plot

VIX kernel density plot

5-day forecast based on ARMA(1,2)+GARCH(1,1) model:

VIX 13.29 13.33 13.38 13.42 13.46
σ 0.60 0.63 0.65 0.67 0.68

Marketwide OI

Securities under ban today: BALRAMCHIN, DHFL, JETAIRWAYS, JPASSOCIAT, TV18BRDCST.
market wide position limit chart