{"id":1990051,"date":"2014-05-02T10:44:55","date_gmt":"2014-05-02T05:14:55","guid":{"rendered":"http:\/\/stockviz.biz\/index.php\/?p=1990051"},"modified":"2014-05-02T10:44:55","modified_gmt":"2014-05-02T05:14:55","slug":"monthly-recap-pairs-options","status":"publish","type":"post","link":"https:\/\/stockviz.biz\/index.php\/2014\/05\/02\/monthly-recap-pairs-options\/","title":{"rendered":"Monthly Recap: Of Pairs and Options"},"content":{"rendered":"

\"world<\/a><\/p>\n

Euphoria? What euphoria? The NIFTY ended the month -0.12%<\/strong><\/span> (-0.51%<\/strong><\/span> in USD terms)<\/p>\n

Equities<\/h3>\n
\n
\n\n\n\n\n\n\n\n\n\n
Major<\/th>\n<\/tr>\n<\/thead>\n
DAX(DEU)<\/a><\/td>\n+0.50%<\/span><\/td>\n<\/tr>\n
CAC(FRA)<\/a><\/td>\n+2.18%<\/span><\/td>\n<\/tr>\n
UKX(GBR)<\/a><\/td>\n+3.19%<\/span><\/td>\n<\/tr>\n
NKY(JPN)<\/a><\/td>\n-2.73%<\/span><\/td>\n<\/tr>\n
SPX(USA)<\/a><\/td>\n+0.62%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\n\n\n\n\n\n\n\n\n
MINTs<\/th>\n<\/tr>\n<\/thead>\n
JCI(IDN)<\/a><\/td>\n+1.75%<\/span><\/td>\n<\/tr>\n
INMEX(MEX)<\/a><\/td>\n+0.96%<\/span><\/td>\n<\/tr>\n
NGSEINDX(NGA)<\/a><\/td>\n-0.68%<\/span><\/td>\n<\/tr>\n
XU030(TUR)<\/a><\/td>\n+5.80%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\n\n\n\n\n\n\n\n\n\n
BRICS<\/th>\n<\/tr>\n<\/thead>\n
IBOV(BRA)<\/a><\/td>\n+2.85%<\/span><\/td>\n<\/tr>\n
SHCOMP(CHN)<\/a><\/td>\n-0.34%<\/span><\/td>\n<\/tr>\n
NIFTY(IND)<\/a><\/td>\n+0.36%<\/span><\/td>\n<\/tr>\n
INDEXCF(RUS)<\/a><\/td>\n-4.62%<\/span><\/td>\n<\/tr>\n
TOP40(ZAF)<\/a><\/td>\n+1.88%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n<\/div>\n
\n
\n
\n

Commodities<\/h3>\n
\n
\n\n\n\n\n\n\n\n\n\n\n
Energy<\/th>\n<\/tr>\n<\/thead>\n
Brent Crude Oil<\/td>\n+0.03%<\/span><\/td>\n<\/tr>\n
Ethanol<\/td>\n-37.72%<\/span><\/td>\n<\/tr>\n
Heating Oil<\/td>\n-0.68%<\/span><\/td>\n<\/tr>\n
Natural Gas<\/td>\n+8.10%<\/span><\/td>\n<\/tr>\n
RBOB Gasoline<\/td>\n+0.87%<\/span><\/td>\n<\/tr>\n
WTI Crude Oil<\/td>\n-2.04%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\n\n\n\n\n\n\n\n\n\n
Metals<\/th>\n<\/tr>\n<\/thead>\n
Copper<\/td>\n-0.66%<\/span><\/td>\n<\/tr>\n
Gold 100oz<\/td>\n+0.01%<\/span><\/td>\n<\/tr>\n
Palladium<\/td>\n+4.84%<\/span><\/td>\n<\/tr>\n
Platinum<\/td>\n+0.49%<\/span><\/td>\n<\/tr>\n
Silver 5000oz<\/td>\n-4.04%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n<\/div>\n<\/div>\n
\n

Currencies<\/h3>\n

USDEUR<\/a>:-0.61% <\/span> USDJPY<\/a>:-0.78% <\/span><\/p>\n

\n
\n\n\n\n\n\n\n\n\n
MINTs<\/th>\n<\/tr>\n<\/thead>\n
USDIDR(IDN)<\/a><\/td>\n+1.55%<\/span><\/td>\n<\/tr>\n
USDMXN(MEX)<\/a><\/td>\n-0.08%<\/span><\/td>\n<\/tr>\n
USDNGN(NGA)<\/a><\/td>\n-2.97%<\/span><\/td>\n<\/tr>\n
USDTRY(TUR)<\/a><\/td>\n-1.56%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\n\n\n\n\n\n\n\n\n\n
BRICS<\/th>\n<\/tr>\n<\/thead>\n
USDBRL(BRA)<\/a><\/td>\n-1.47%<\/span><\/td>\n<\/tr>\n
USDCNY(CHN)<\/a><\/td>\n+0.68%<\/span><\/td>\n<\/tr>\n
USDINR(IND)<\/a><\/td>\n+0.45%<\/span><\/td>\n<\/tr>\n
USDRUB(RUS)<\/a><\/td>\n+1.33%<\/span><\/td>\n<\/tr>\n
USDZAR(ZAF)<\/a><\/td>\n-0.28%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n
\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Agricultural<\/th>\n<\/tr>\n<\/thead>\n
Cattle<\/td>\n-4.56%<\/span><\/td>\n<\/tr>\n
Cocoa<\/td>\n-3.26%<\/span><\/td>\n<\/tr>\n
Coffee (Arabica)<\/td>\n+14.59%<\/span><\/td>\n<\/tr>\n
Coffee (Robusta)<\/td>\n+0.51%<\/span><\/td>\n<\/tr>\n
Corn<\/td>\n-0.05%<\/span><\/td>\n<\/tr>\n
Cotton<\/td>\n+1.23%<\/span><\/td>\n<\/tr>\n
Feeder Cattle<\/td>\n+3.64%<\/span><\/td>\n<\/tr>\n
Lean Hogs<\/td>\n-6.97%<\/span><\/td>\n<\/tr>\n
Lumber<\/td>\n+0.92%<\/span><\/td>\n<\/tr>\n
Orange Juice<\/td>\n-1.23%<\/span><\/td>\n<\/tr>\n
Soybean Meal<\/td>\n+1.17%<\/span><\/td>\n<\/tr>\n
Soybeans<\/td>\n+0.44%<\/span><\/td>\n<\/tr>\n
Sugar #11<\/td>\n-2.98%<\/span><\/td>\n<\/tr>\n
Wheat<\/td>\n+0.04%<\/span><\/td>\n<\/tr>\n
White Sugar<\/td>\n+0.89%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n<\/div>\n

Nifty Heatmap<\/h3>\n

\"CNX<\/a><\/p>\n

Index Performance<\/h3>\n

\"index<\/a><\/p>\n

Top winners and losers<\/h3>\n
\n
\n\n\n\n\n\n\n\n\n
ADANIENT<\/a><\/td>\n+13.55%<\/span><\/td>\n<\/tr>\n
RANBAXY<\/a><\/td>\n+29.75%<\/span><\/td>\n<\/tr>\n
UPL<\/a><\/td>\n+45.35%<\/span><\/td>\n<\/tr>\n
DLF<\/a><\/td>\n-20.57%<\/span><\/td>\n<\/tr>\n
JINDALSTEL<\/a><\/td>\n-12.72%<\/span><\/td>\n<\/tr>\n
SIEMENS<\/a><\/td>\n-10.12%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
Adani’s contribution to Modi’s campaign did not go unnoticed in the markets… DLF got dragged into all the mud-slinging between the BJP and Priyanka Gandhi’s husband.<\/div>\n<\/div>\n

ETFs<\/h3>\n
\n
\n\n\n\n\n\n\n\n\n
PSUBNKBEES<\/a><\/td>\n+10.14%<\/span><\/td>\n<\/tr>\n
GOLDBEES<\/a><\/td>\n+2.90%<\/span><\/td>\n<\/tr>\n
BANKBEES<\/a><\/td>\n+2.79%<\/span><\/td>\n<\/tr>\n
JUNIORBEES<\/a><\/td>\n+2.20%<\/span><\/td>\n<\/tr>\n
NIFTYBEES<\/a><\/td>\n+0.42%<\/span><\/td>\n<\/tr>\n
INFRABEES<\/a><\/td>\n-6.70%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
PSU Banks rallied, Infra took a breather.<\/div>\n<\/div>\n

Advancers and Decliners<\/h3>\n

\"advancers<\/a><\/p>\n

Investment Theme Performance<\/h3>\n
\n
\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Momentum 200<\/a><\/td>\n+7.29%<\/span><\/td>\n<\/tr>\n
Magic Formula Investing<\/a><\/td>\n+5.59%<\/span><\/td>\n<\/tr>\n
Balance-sheet Strength<\/a><\/td>\n+5.44%<\/span><\/td>\n<\/tr>\n
Financial Strength Value<\/a><\/td>\n+4.79%<\/span><\/td>\n<\/tr>\n
Long Term Equity*<\/a><\/td>\n+1.33%<\/span><\/td>\n<\/tr>\n
Consistent10*<\/a><\/td>\n+1.20%<\/span><\/td>\n<\/tr>\n
IT 3rd Benchers<\/a><\/td>\n+1.15%<\/span><\/td>\n<\/tr>\n
Market Fliers<\/a><\/td>\n+1.11%<\/span><\/td>\n<\/tr>\n
Velocity*<\/a><\/td>\n+1.00%<\/span><\/td>\n<\/tr>\n
Enterprise Yield<\/a><\/td>\n+0.73%<\/span><\/td>\n<\/tr>\n
Quality to Price<\/a><\/td>\n+0.31%<\/span><\/td>\n<\/tr>\n
Market Elephants<\/a><\/td>\n+0.12%<\/span><\/td>\n<\/tr>\n
Efficient Growth<\/a><\/td>\n-0.77%<\/span><\/td>\n<\/tr>\n
Growth with Moat<\/a><\/td>\n-2.54%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
This might be the last month that Velocity would be available. It has been superseded by Momentum 200. While Velocity looked at prices to gauge momentum, the new algorithm uses a probabilistic setup.<\/div>\n<\/div>\n

Sector Performance<\/h3>\n

\"sector<\/a><\/p>\n

Yield Curve<\/h3>\n

\"yield<\/a><\/p>\n

Interbank Lending<\/h3>\n

\"mibor.30days.2014-04-30\"<\/a><\/p>\n

This month<\/h3>\n

We introduced core trading concepts surrounding options and pair trading.<\/p>\n

Read:<\/strong>
\nOptions Trading Guide<\/a>
\nPair Trading Guide<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"

Euphoria? What euphoria? The NIFTY ended the month -0.12% (-0.51% in USD terms) Equities Major DAX(DEU) +0.50% CAC(FRA) +2.18% UKX(GBR) +3.19% NKY(JPN) -2.73% SPX(USA) +0.62% MINTs JCI(IDN) +1.75% INMEX(MEX) +0.96% NGSEINDX(NGA) -0.68% XU030(TUR) +5.80% BRICS IBOV(BRA) +2.85% SHCOMP(CHN) -0.34% NIFTY(IND) +0.36% INDEXCF(RUS) -4.62% TOP40(ZAF) +1.88% Commodities Energy Brent Crude Oil +0.03% Ethanol -37.72% Heating Oil … <\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[9],"tags":[1881],"class_list":["post-1990051","post","type-post","status-publish","format-standard","hentry","category-your-money","tag-monthly","entry"],"_links":{"self":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/1990051","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/comments?post=1990051"}],"version-history":[{"count":0,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/1990051\/revisions"}],"wp:attachment":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/media?parent=1990051"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/categories?post=1990051"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/tags?post=1990051"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}