Category: Your Money

NASDAQ OMX Commodities Index Update 24.05.2020

52-week Highs



NASDAQ Commodity Precious Metals TR (NQCIPMTR)

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52-week Lows



NASDAQ Commodity Aluminum Index TR (NQCIALTR)

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NASDAQ Commodity Grains Index TR (NQCIGRTR)

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NASDAQ Commodity Natural Gas Index TR (NQCINGTR)

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NASDAQ Commodity Soybean Meal Index TR (NQCISMTR)

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NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR)

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100-day Returns


top 5
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 10.77
NASDAQ Commodity Soybean Meal Index TR (NQCISMTR) -7.72
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -11.11
NASDAQ Commodity Grains Index TR (NQCIGRTR) -15.14
NASDAQ Commodity Aluminum Index TR (NQCIALTR) -20.32
bottom 5
NASDAQ Commodity Natural Gas Index TR (NQCINGTR) -29.84
NASDAQ Commodity Aluminum Index TR (NQCIALTR) -20.32
NASDAQ Commodity Grains Index TR (NQCIGRTR) -15.14
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -11.11
NASDAQ Commodity Soybean Meal Index TR (NQCISMTR) -7.72

200-day Returns


top 5
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 13.00
NASDAQ Commodity Soybean Meal Index TR (NQCISMTR) -8.07
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -9.05
NASDAQ Commodity Grains Index TR (NQCIGRTR) -11.82
NASDAQ Commodity Aluminum Index TR (NQCIALTR) -17.33
bottom 5
NASDAQ Commodity Natural Gas Index TR (NQCINGTR) -34.48
NASDAQ Commodity Aluminum Index TR (NQCIALTR) -17.33
NASDAQ Commodity Grains Index TR (NQCIGRTR) -11.82
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -9.05
NASDAQ Commodity Soybean Meal Index TR (NQCISMTR) -8.07

50-day Acceleration


top 5
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 8.79
NASDAQ Commodity Soybean Meal Index TR (NQCISMTR) 4.31
NASDAQ Commodity Aluminum Index TR (NQCIALTR) 1.79
NASDAQ Commodity Natural Gas Index TR (NQCINGTR) 0.99
NASDAQ Commodity Grains Index TR (NQCIGRTR) 0.64
bottom 5
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) 0.12
NASDAQ Commodity Grains Index TR (NQCIGRTR) 0.64
NASDAQ Commodity Natural Gas Index TR (NQCINGTR) 0.99
NASDAQ Commodity Aluminum Index TR (NQCIALTR) 1.79
NASDAQ Commodity Soybean Meal Index TR (NQCISMTR) 4.31

100-day Acceleration


top 5
NASDAQ Commodity Soybean Meal Index TR (NQCISMTR) 20.61
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 5.36
NASDAQ Commodity Natural Gas Index TR (NQCINGTR) 4.51
NASDAQ Commodity Grains Index TR (NQCIGRTR) -3.87
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -4.79
bottom 5
NASDAQ Commodity Aluminum Index TR (NQCIALTR) -5.42
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -4.79
NASDAQ Commodity Grains Index TR (NQCIGRTR) -3.87
NASDAQ Commodity Natural Gas Index TR (NQCINGTR) 4.51
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 5.36

Check out our international momentum dashboard here.

Theme Recap 23.05.2020

A quick look at the results of some of our most popular investment strategies over the last 200-days.

Static Momentum Themes

Static Momentum Themes 200-day performance

Dynamic Momentum Themes

Dynamic Momentum Themes 200-day performance

Value Themes

Value Themes 200-day performance

Machine Learning Themes

Machine Learning Themes 200-day performance

Neural Network Themes

Neural Network Themes 200-day performance

*BRK denotes returns after assuming a brokerage of 0.1% and an STT of 0.1%

A complete list of Themes and investment strategies can be found here.

Options Weekly 23.05.2020

Summary: May NIFTY 9300 calls added 12,30,225 contracts while 10500 calls shed 5,15,700. On the Put side of the equation, the 8800 strike added 14,83,950 while the 9100’s shed 5,95,725.

MAY NIFTY OI

MAY NIFTY OI chart

MAY BANKNIFTY OI

MAY BANKNIFTY OI 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

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot