Category: Your Money

Theme Recap 16.11.2019

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 16.11.2019

Summary: Nov NIFTY 12000 calls added 20,55,975 contracts while 11850 calls shed 1,21,875. On the Put side of the equation, the 11800 strike added 15,67,875 while the 11450’s shed 21,000.

NOV NIFTY OI

NOV NIFTY OI chart

NOV BANKNIFTY OI

NOV BANKNIFTY OI chart

NOV NIFTY Volatility

NOV NIFTY Volatility chart

NOV BANKNIFTY Volatility

NOV 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

Opening Bell 15.11.2019

Your world at 9am

world equity market heatmap

Equities

Major
DAX(DEU) -0.38%
CAC(FRA) -0.10%
UKX(GBR) -0.80%
NKY(JPN) +0.71%
SPX(USA) +0.08%
MINTs
JCI(IDN) +0.37%
INMEX(MEX) +0.18%
NGSEINDX(NGA) +1.84%
XU030(TUR) -1.19%
BRICS
IBOV(BRA) +0.47%
SHCOMP(CHN) +0.04%
NIFTY(IND) +0.27%
INDEXCF(RUS) -0.01%
TOP40(ZAF) -0.21%

Commodities

Energy
Ethanol +0.00%
RBOB Gasoline +0.40%
Heating Oil +0.42%
Brent Crude Oil +0.51%
Natural Gas -0.79%
WTI Crude Oil +0.56%
Metals
Palladium +0.15%
Silver 5000oz -0.25%
Copper +0.00%
Platinum +0.10%
Gold 100oz -0.18%

Currencies

USDEUR:-0.04% USDJPY:+0.18%

MINTs
USDIDR(IDN) -0.18%
USDMXN(MEX) -0.23%
USDNGN(NGA) +0.07%
USDTRY(TUR) +0.11%
BRICS
USDBRL(BRA) +0.30%
USDCNY(CHN) -0.19%
USDINR(IND) -0.16%
USDRUB(RUS) -0.06%
USDZAR(ZAF) -0.29%
Agricultural
Cocoa +0.00%
Lumber +0.00%
Cattle +0.10%
Coffee (Arabica) +0.00%
Coffee (Robusta) +0.00%
Cotton +0.19%
Orange Juice +0.00%
Soybeans +0.00%
Wheat -0.10%
Corn +0.00%
Feeder Cattle +0.07%
Lean Hogs +0.32%
Soybean Meal +0.23%
Sugar #11 +0.00%
White Sugar +0.00%

Out of 43 world ETFs listed in NYSE that we track, 13 are trading above their 10-day SMA and 33 are trading above their 50-day SMA.

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

Good luck!