Category: Your Money

FRED Scan 10.08.2020

Number of Issues, with a Maturity Between 10 and 20 Days, Used in Calculating the A2/P2 Nonfinancial Commercial Paper Rates

Number of Issues, with a Maturity Between 10 and 20 Days, Used in Calculating the A2/P2 Nonfinancial Commercial Paper Rates

Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market, based in U.S. Dollars

Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market, based in U.S. Dollars

60-Day A2/P2 Nonfinancial Commercial Paper Interest Rate

60-Day A2/P2 Nonfinancial Commercial Paper Interest Rate

2-Year Treasury Constant Maturity Rate

2-Year Treasury Constant Maturity Rate

NASDAQ OMX Commodities Index Update 09.08.2020

52-week Highs



NASDAQ Commodity Metals Index TR (NQCIMETR)

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Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR)

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NASDAQ Commodity Silver Index TR (NQCISITR)

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NASDAQ Commodity Gold Index TR (NQCIGCTR)

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NASDAQ Commodity Precious Metals TR (NQCIPMTR)

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52-week Lows



NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR)

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100-day Returns


top 5
NASDAQ Commodity Silver Index TR (NQCISITR) 118.20
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 41.80
NASDAQ Commodity Gold Index TR (NQCIGCTR) 30.42
NASDAQ Commodity Metals Index TR (NQCIMETR) 25.63
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 18.74
bottom 5
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -6.54
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 18.74
NASDAQ Commodity Metals Index TR (NQCIMETR) 25.63
NASDAQ Commodity Gold Index TR (NQCIGCTR) 30.42
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 41.80

200-day Returns


top 5
NASDAQ Commodity Silver Index TR (NQCISITR) 54.69
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 35.78
NASDAQ Commodity Gold Index TR (NQCIGCTR) 33.27
NASDAQ Commodity Metals Index TR (NQCIMETR) 17.54
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 7.07
bottom 5
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -15.43
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 7.07
NASDAQ Commodity Metals Index TR (NQCIMETR) 17.54
NASDAQ Commodity Gold Index TR (NQCIGCTR) 33.27
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 35.78

50-day Acceleration


top 5
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) 83.90
NASDAQ Commodity Metals Index TR (NQCIMETR) 3.27
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 2.70
NASDAQ Commodity Gold Index TR (NQCIGCTR) 1.25
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 1.21
bottom 5
NASDAQ Commodity Silver Index TR (NQCISITR) 1.20
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 1.21
NASDAQ Commodity Gold Index TR (NQCIGCTR) 1.25
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 2.70
NASDAQ Commodity Metals Index TR (NQCIMETR) 3.27

100-day Acceleration


top 5
NASDAQ Commodity Gold Index TR (NQCIGCTR) 13.94
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) 0.69
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) -1.91
NASDAQ Commodity Metals Index TR (NQCIMETR) -3.98
NASDAQ Commodity Silver Index TR (NQCISITR) -4.06
bottom 5
NASDAQ Commodity Precious Metals TR (NQCIPMTR) -9.85
NASDAQ Commodity Silver Index TR (NQCISITR) -4.06
NASDAQ Commodity Metals Index TR (NQCIMETR) -3.98
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) -1.91
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) 0.69

Check out our international momentum dashboard here.

Theme Recap 08.08.2020

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 08.08.2020

Summary: Aug NIFTY 11500 calls added 22,35,900 contracts while 11100 calls shed 73,200. On the Put side of the equation, the 11000 strike added 25,96,950 while the 10000’s shed 4,31,775.

AUG NIFTY OI

AUG NIFTY OI chart

AUG BANKNIFTY OI

AUG BANKNIFTY OI chart

AUG NIFTY Volatility

AUG NIFTY Volatility chart

AUG BANKNIFTY Volatility

AUG 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