Category: Your Money

Theme Recap 20.04.2019

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 20.04.2019

Summary: Apr NIFTY 11800 calls added 12,38,850 contracts while 12000 calls shed 8,15,625. On the Put side of the equation, the 11800 strike added 13,84,800 while the 11200’s shed 4,49,475.

APR NIFTY OI

APR NIFTY OI chart

APR BANKNIFTY OI

APR BANKNIFTY OI chart

APR NIFTY Volatility

APR NIFTY Volatility chart

APR BANKNIFTY Volatility

APR 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

FRED Scan 19.04.2019

10-Year Treasury Constant Maturity Minus 3-Month Treasury Constant Maturity

10-Year Treasury Constant Maturity Minus 3-Month Treasury Constant Maturity

Total Value of Issues, with a Maturity Between 10 and 20 Days, Used in Calculating the AA Asset-Backed Commercial Paper Rates

Total Value of Issues, with a Maturity Between 10 and 20 Days, Used in Calculating the AA Asset-Backed Commercial Paper Rates

ICE BofAML US Corporate 10-15 Year Option-Adjusted Spread

ICE BofAML US Corporate 10-15 Year Option-Adjusted Spread

Effective Federal Funds Volume

Effective Federal Funds Volume

Opening Bell 18.04.2019

Your world at 9am

world equity market heatmap

Equities

Major
DAX(DEU) +0.43%
CAC(FRA) +0.62%
UKX(GBR) +0.02%
NKY(JPN) -0.47%
SPX(USA) -0.23%
MINTs
JCI(IDN) +0.78%
INMEX(MEX) +1.19%
NGSEINDX(NGA) +0.76%
XU030(TUR) +1.60%
BRICS
IBOV(BRA) -1.11%
SHCOMP(CHN) -0.06%
NIFTY(IND) +0.83%
INDEXCF(RUS) -0.01%
TOP40(ZAF) -0.05%

Commodities

Energy
Brent Crude Oil -0.24%
Ethanol -0.38%
Heating Oil -0.16%
Natural Gas -0.40%
WTI Crude Oil -0.13%
RBOB Gasoline -0.09%
Metals
Copper +0.00%
Gold 100oz -0.11%
Palladium -0.37%
Platinum -0.20%
Silver 5000oz +0.00%

Currencies

USDEUR:+0.02% USDJPY:-0.12%

MINTs
USDIDR(IDN) -0.39%
USDMXN(MEX) +0.16%
USDNGN(NGA) +0.21%
USDTRY(TUR) +0.36%
BRICS
USDBRL(BRA) +0.92%
USDCNY(CHN) +0.09%
USDINR(IND) +0.27%
USDRUB(RUS) +0.16%
USDZAR(ZAF) +0.10%
Agricultural
Cattle +0.00%
Lumber +0.00%
Feeder Cattle +0.00%
Soybeans +0.06%
Sugar #11 +0.00%
Cocoa +0.00%
Coffee (Arabica) +0.00%
Coffee (Robusta) +0.00%
Orange Juice +0.00%
Wheat +0.06%
Corn -0.07%
Cotton -0.12%
Lean Hogs +0.00%
Soybean Meal +0.03%
White Sugar +0.00%

Out of 43 world ETFs listed in NYSE that we track, 32 are trading above their 10-day SMA and 36 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!