HiPOS Trade Update: Short Term Volatility Spike
New HiPOS Conservative Trade - Yesterday ZEGA’s traders capitalized on the resulting short-term rise in volatility due to Tuesday’s downturn.
Is the Forward PE Useless?| S&P 500 Election Seasonality | Gen Z vs. Gen X Special
Derek and Jay ask whether forward PE ratios are predictive of future market direction? Then they review how the S&P 500 Index has performed during each presidential election going back to 1996.
Too Focused on Fed Rates?| META Earnings Implied Volatility | NAV Erosion Myth
Derek and Jay discuss the Fed and Powell press conference market reaction. Plus, they look at META and Apple option’s implied volatilities did or didn’t predict the post earnings moves. 1994-95 experience in Fed rates and bond yields compared to today.
HiPOS Weekly Update: The Market’s Pain is Your Gain
HiPOS Conservative Trade Update - Today the Fed did nothing but said something the market didn’t like.
Explaining Telsa Implied Volatility | Bitcoin Selloff Post Spot ETF | What History Tells Us About Election Year Returns
Derek and Jay are it at once again where they analyze Tesla’s implied volatility right before earnings vs what happened. Did the option’s market misprice premiums?
What Option Volatility Means for Markets | Is the Market Too Dovish on Interest Rate Expectations? | Does the Fed Need an Economics Lesson?
Jay and Derek discuss whether the Fed grasps how prices historically always rise. That prices never drop and inflation dropping doesn’t mean prices go down.