This weeks update on hedged equity funds sees all the funds flip positive gamma.
Forecast for following week is:
Lower volatility = Smaller Distribution.
Positive Gamma Exposure across broader market = Smaller Distribution.
Slow melt up. Approx ~0.4% a day if GEX stays positive in the following week.
JHEQX
At the top of the call range. Nearly identical pattern tracked the entire previous quarter.
As a result of JHEQX being supportive, the vix recedes back to mean reverting.
Another vol compressing pattern formed. A Mirror to the previous one except without as much volume compression.
VIX still has room lower as fears of BTC contagion subside.
All hedged equity funds are now positive gamma.
JHQDX
JHQTX
Forecast for following week is:
Lower volatility = Smaller Distribution.
Positive Gamma Exposure across broader market = Smaller Distribution.
Slow melt up. Approx ~0.4% a day if GEX stays positive in the following week.
JHEQX
At the top of the call range. Nearly identical pattern tracked the entire previous quarter.
As a result of JHEQX being supportive, the vix recedes back to mean reverting.
Another vol compressing pattern formed. A Mirror to the previous one except without as much volume compression.
VIX still has room lower as fears of BTC contagion subside.
All hedged equity funds are now positive gamma.
JHQDX
JHQTX
관련 발행물
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.
관련 발행물
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.