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
相關出版品
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。