Hedged Equity Forcast for JHEQX in March
ที่อัปเดต:
We made it through the weakest of the window periods during JHQTX without a break so things are looking better.
I updated the bearish forecast to now to fit the recent roll of JHQTX.
JHQTX rolled yesterday in what was a very similar occurrence in Aug expiry last year.
There is still an argument to be made here that we could tip down towards JHEQX negative gamma range if flows from OPEX don’t pick back up.
I updated the indicator idea for anyone that uses it.
Send me a DM if you want to use this and I will send you a private link.
All I ask is for your feedback and any suggestions or critique.
I don't mind if you object to my ideas or thoughts / experiments on here or twitter, just don't be like some twitter quants that don't even stick around long enough to retort.
I updated the bearish forecast to now to fit the recent roll of JHQTX.
JHQTX rolled yesterday in what was a very similar occurrence in Aug expiry last year.
There is still an argument to be made here that we could tip down towards JHEQX negative gamma range if flows from OPEX don’t pick back up.
I updated the indicator idea for anyone that uses it.
Send me a DM if you want to use this and I will send you a private link.
All I ask is for your feedback and any suggestions or critique.
I don't mind if you object to my ideas or thoughts / experiments on here or twitter, just don't be like some twitter quants that don't even stick around long enough to retort.
บันทึก
Here is JHQDX update is now into negative gamma which could provide short-squeeze fuel for JHEQX into the call expiry.
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