E. Monroe Crawford Jr on LinkedIn: 3d5d35ba-f17f-4410-86e1-d7c108b1ecd7.pdf (2025)

Buy & Sell Signals (FEXD) On The My Stocks Page: Stock Traders Daily has produced this trading report using a proprietary method. This methodology [...] Look at the Charts

Buy & Sell Signals (INFR) On The My Stocks Page: Stock Traders Daily has produced this trading report using a proprietary method. This methodology [...] Look at the Charts

In this week's Global Stock Update I address;- US data puts skids under markets but...- Rotation shows that all is well- Gold - well that didn't last long- Copper - what does the sudden sentiment shift mean?#asx #stockmarket

Your morning market news coming through! Equity futures indicate a lower open after the big run of late. Negative reactions to earnings news have contributed to selling activity. Both the 2-yr note yield and 10-yr note yield are down. You can read more in the Morning Brew.

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💹 US Market Recap for Week ended 18 Feb 2024📉 EquitiesSuccessive reports reinforced the narrative of continuing inflationary pressures as both Consumers Price Index and Wholesale prices rose more than expected.The S&P 500 posted a fractional decline, snapping a five-week string of positive results that had left the index at a record high. Despite the setback, the S&P 500 remained nearly 22% above a recent low in late October. The Dow finished the week essentially flat while the NASDAQ slipped more than 1%.🔴 At Graphite Financial Group, we offer execution services for purchase/and or sale of financial listed securities such as bonds, equities and structured products mainly on the USA and EU Markets.🤝 Let's connect. We're all ears and ready to assist. 📣 📞 +230 408 4098📧gfsteam@graphitefin.com📍 1st Floor, Graphite Financial Group, Iconebene Building, Ebene#GraphiteFinancialGroup#Investment#Finance#ManagementCompany#Trade#Savings #RiskTolerance#Stock#Bonds#Ai

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Buy & Sell Signals (IAI) On The My Stocks Page: Stock Traders Daily has produced this trading report using a proprietary method. This methodology [...] Look at the Charts

Trading Butterfly Option Positions: a Long/Short ApproachA butterfly option position is an option structure that requires a combination of calls and/or puts with three different strike prices of the same maturity.The paper proposed a novel trading scheme based on butterflies’ premium.- The study calculates the rolling correlation between the Cboe Volatility Index (VIX) and butterfly options prices across different strikes for each S&P 500 stock.- The butterfly option exhibiting the strongest positive correlation with the VIX is identified as the butterfly implied return (BIR), indicating the stock's expected return during a future market crash.- Implementing a long-short strategy based on BIR allows for hedging against market downturns while generating an annualized alpha ranging from 3.4% to 4.7%.I find that this paper offers an interesting perspective on volatility trading. Usually, in a relative-value volatility arbitrage strategy, implied volatilities are used to assess the rich/cheapness of options positions. Here the authors utilized directly the option positions premium to evaluate their relative values.Reference: Wu, Di and Yang, Lihai, Butterfly Implied Returns, SSRN#options #volatility #quantitativeresearch #tradingAbstractFor each S&P 500 stock, we calculate the rolling correlation between the Cboe Volatility Index (VIX) and the prices of butterfly options at different strikes. The butterfly that co-moves most positively with the VIX reveals the expectation of the stock’s return in a future market crash and is called the butterfly implied return (BIR). A long-short strategy based on BIR hedges the market downturn while earning an annualized alpha of 3.4% to 4.7%. Using the demand system approach, we find that hedge funds tilt their portfolios towards stocks with a high BIR, whereas households typically take the other side, as the strategy realizes negative returns at the bottom of a crash and hence strongly correlates with the pricing kernel of a representative household. The value-weighted average BIR is the butterfly implied return of the market (BIRM), which measures the severity of a future market crash. BIRM strongly affects both the theory-based equity risk premium (negatively) and the survey-based expectation of return (positively).

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Buy & Sell Signals (LOMA) Trading Signals: Stock Traders Daily has produced this trading report using a proprietary method. This methodology [...] Look at the Charts

5/6Market: Based on the previous post (4/29), the previous projection was correct as both indexes grew further during early last week (4/29) and started drop again (4/30 - 5/2). But with new economic data, the downward trend was interrupted on Friday (5/3). While Nasdaq broke the threshold of 16100, S&P 500 stayed below 5150.Graph: On the weekly level, last week’s volume increased from the week before. On the day level, the volume during the growth laster last week was small. On the 30-minute level, both DEA and DIF were higher than the week before last.Projection: With the current information, I expect stagnation during the upcoming week (5/6-5/10) for both indexes. During the fluctuation, I personal worry little about further downward movement unless Nasdaq breaks 15600 and S&P 500 breaks 5020.Not a student anymore, but always learning. I use my posts to keep my eyes on the market and ensure the systematic execution of my trading!#quantitativefinance#quantitativeinvesting#quantitativetrading#quantitativeanalysis#stockmarket#finance

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Buy & Sell Signals (KFRC) Investment Report: Stock Traders Daily has produced this trading report using a proprietary method. This methodology [...] Look at the Charts