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.
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 Conservative Trade Update - Today the Fed did nothing but said something the market didn’t like.
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?
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.
ZEGA’s December 2023 Performance Numbers Release