Category: Your Money

NASDAQ OMX Commodities Index Update 15.09.2019

52-week Highs



NASDAQ Commodity Gold Index TR (NQCIGCTR)

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NASDAQ Commodity Precious Metals TR (NQCIPMTR)

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NASDAQ Commodity Nickel Index TR (NQCINITR)

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NASDAQ Commodity Silver Index TR (NQCISITR)

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NASDAQ Commodity Metals Index TR (NQCIMETR)

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NASDAQ Commodity Platinum Index TR (NQCIPLTR)

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NASDAQ Commodity Palladium Index TR (NQCIPATR)

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52-week Lows



NASDAQ Commodity Div Agriculture TR (NQCIDATR)

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NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR)

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NASDAQ Commodity Live Stock Index TR (NQCILSTR)

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NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR)

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NASDAQ Commodity Sugar Index TR (NQCISBTR)

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NASDAQ Commodity White Sugar Index TR (NQCISWTR)

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NASDAQ Commodity HG Copper Index TR (NQCIHGTR)

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NASDAQ Commodity Live Cattle Index TR (NQCILCTR)

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NASDAQ Commodity Softs Index TR (NQCISOTR)

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NASDAQ Commodity Agriculture Index TR (NQCIACTR)

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NASDAQ Commodity Copper Index TR (NQCICUTR)

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NASDAQ Commodity Corn Index TR (NQCICTR)

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NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR)

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NASDAQ Commodity Soybean Meal Index TR (NQCISMTR)

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100-day Returns


top 5
NASDAQ Commodity Nickel Index TR (NQCINITR) 44.36
NASDAQ Commodity Silver Index TR (NQCISITR) 17.68
NASDAQ Commodity Palladium Index TR (NQCIPATR) 17.53
NASDAQ Commodity Gold Index TR (NQCIGCTR) 17.25
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 16.94
bottom 5
NASDAQ Commodity Live Stock Index TR (NQCILSTR) -16.19
NASDAQ Commodity Live Cattle Index TR (NQCILCTR) -15.40
NASDAQ Commodity Sugar Index TR (NQCISBTR) -14.71
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) -10.47
NASDAQ Commodity White Sugar Index TR (NQCISWTR) -9.53

200-day Returns


top 5
NASDAQ Commodity Nickel Index TR (NQCINITR) 66.06
NASDAQ Commodity Palladium Index TR (NQCIPATR) 46.49
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 22.74
NASDAQ Commodity Silver Index TR (NQCISITR) 22.71
NASDAQ Commodity Gold Index TR (NQCIGCTR) 22.34
bottom 5
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) -24.28
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) -23.54
NASDAQ Commodity Sugar Index TR (NQCISBTR) -16.20
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -14.74
NASDAQ Commodity White Sugar Index TR (NQCISWTR) -13.06

50-day Acceleration


top 5
NASDAQ Commodity Silver Index TR (NQCISITR) 4.53
NASDAQ Commodity Sugar Index TR (NQCISBTR) 2.63
NASDAQ Commodity White Sugar Index TR (NQCISWTR) 1.04
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 0.71
NASDAQ Commodity Live Cattle Index TR (NQCILCTR) 0.62
bottom 5
NASDAQ Commodity Nickel Index TR (NQCINITR) -92.55
NASDAQ Commodity Metals Index TR (NQCIMETR) -15.99
NASDAQ Commodity Softs Index TR (NQCISOTR) -6.61
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) -4.35
NASDAQ Commodity Soybean Meal Index TR (NQCISMTR) -3.34

100-day Acceleration


top 5
NASDAQ Commodity Sugar Index TR (NQCISBTR) 8.46
NASDAQ Commodity Silver Index TR (NQCISITR) 4.14
NASDAQ Commodity Gold Index TR (NQCIGCTR) 3.97
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 3.42
NASDAQ Commodity Nickel Index TR (NQCINITR) 2.95
bottom 5
NASDAQ Commodity Live Stock Index TR (NQCILSTR) -3.14
NASDAQ Commodity Live Cattle Index TR (NQCILCTR) -2.10
NASDAQ Commodity Copper Index TR (NQCICUTR) -1.22
NASDAQ Commodity HG Copper Index TR (NQCIHGTR) -0.94
NASDAQ Commodity Corn Index TR (NQCICTR) 0.21

Check out our international momentum dashboard here.

Theme Recap 14.09.2019

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 14.09.2019

Summary: Sep NIFTY 11100 calls added 17,81,775 contracts while 11000 calls shed 3,13,050. On the Put side of the equation, the 11000 strike added 26,83,725 while the 10500’s shed 1,49,925.

SEP NIFTY OI

SEP NIFTY OI chart

SEP BANKNIFTY OI

SEP BANKNIFTY OI chart

SEP NIFTY Volatility

SEP NIFTY Volatility chart

SEP BANKNIFTY Volatility

SEP 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