HiPOS Trade Update: Opportunity to Roll Early
HiPOS Conservative Trade Roll - Friday’s increase in volatility and down move in markets created the conditions where it made sense to close out the old HiPOS trade and “roll” into a new one.
Bond Rates Staying Higher | Forward PE Multiples | Implied Volatility During Earnings | Nominal GDP vs 10 Year Yield
Derek Moore revisits the 1994-95 interest rate and market environment against the current backdrop regarding treasury yields and future S&P 500 Index returns. Plus, going through the case for higher for longer, whether that is good or bad for markets, and the adjustment the market would need to go through.
ZEGA’s January 2025 Performance Numbers Release
ZEGA’s January 2025 Performance Numbers Release
HiPOS Update: Churning and Positive Time Decay
New HiPOS Conservative Update - After Wednesday’s close, 11 trading days remain in this iteration of the HiPOS Conservative trade.
Downside Protection is for Suckers? | Big Earnings Week | Percent of Time in Recessions | Bacon Egg & Cheese Inflation Index | Implied Volatility & Earnings
Derek Moore previews Apple, Tesla, and Microsoft earnings by looking at the implied moves around earning by the options market. Plus, Bloomberg comes out with a new inflation gauge called The Bacon Egg & Cheese Sandwich index.
HiPOS Trade Update: Taking What Volatility Gives Us
New HiPOS Conservative Trade (Roll) - Monday the ZEGA team opportunistically closed out the existing HiPOS trade which had made almost all its profit and rolled into a new position that expires February 21st.