The_dumpster_diver

The_dumpster_diver

this is an outlined on a monthly standard deviation and weekly standard deviation. ive sold half the 281 calls bought yesterday for .5 for 1.5. bought 2 279.5 p for .42. the main driver of volatility globally is the german bund and will be affected by draghi's dovishness on wednesday

The_dumpster_diver

in previous posts. we outlined that bond volatility was seeping into equities. to me the biggest outlier in the bond space is the german bund.

The_dumpster_diver

this is a realized volatility moment similar to december's move, but this time dovish tones may work in opposite fashioned. the fomc has placed themselves on the sides, however interest rate differentials will play a pivotal role on the months ahead. many have noticed rates, and currencies fluctiating like trump-coin.. and the expansion of velocity in the 10 year...

The_dumpster_diver Updated 

holding .25 monthly standard deviation. plotted weekly .50 standard deviation expecting flattttttttness/chop

The_dumpster_diver

notable things CBs are begging for price inflation gloablly. opec is being supportive. things look healthy supply demand wise in oil.we're about to enter into driving season. 1 thing that i've been turning back and forth on is how similar the setup in venezuala reminds me of the iran-contra affair. not necessarily right now, but slowly developing into. venezuala...

The_dumpster_diver

the expansion in volatility within the bond space has blown through all expectations of the monthly expected range statistically it is mind boggling. this has seeped into the equity space, but when it calms back down (similar to after december move) expect a violent short covering rally in equities

The_dumpster_diver

it's been pretty tame. normal distribution. input data monthly candle open : 280.14 current IV 14.5 DTE 30 1 standard dev .75 stand dev .5 stand dev .25 dev march summary: this month we ended flat. neither bullish nor bearish. however we did achieve a major milestone (50 MA crossing over the 200 ma) on the daily chart. where we go from here. your guess is as good as mine

The_dumpster_diver

so in past posts ive discussed a way retail can play the curve steepener using tlt and hyg. its pretty apparant that the self inflicted "dis-inflation" is affecting all. this is kind of a robotic prespective of what the options market is seeing. input data: monthly open $85.55 IV-7.2 dte 30 1 standard dev +- .75 standard dev .50 standard dev .25standard dev 50/200=bullish

The_dumpster_diver

crucial week? sometimes you've got to say screw watching technicals the robots dont give a crap about technicals. the only thing they care about is cold hard statistics. we're still in a normal standard distribution. that being said here's the good bad and ugly based upon the monthly candle and current IV and 30 DTE. i used a standardized version of expected move...

The_dumpster_diver

I've talked and tormented over this several times. Grab your chest this may be the big one. Germany sounding the alarm bells. The Euro crisis exacerbating dollar bid due to interest rate differentials. The market is right the next action is likely a rate cut to cool the dollar. Global QE (debt) denominationed in dollars is creating a vicious cycle. Let us not...

The_dumpster_diver

wow. just wow. the anticipation made last month over african swine flu is looking good. this is also a trade war indicator...

The_dumpster_diver

As previously stated in past posts CAD and oil share an inverse correlation. Im expecting light data that the market will knock the CAD down a tad. The result will help be supportive to oil prices. I expect a measured bounce to the middle of the channel. Im positioned 10 USO calls for .06. so risk is $60 but my upside target is roughly 50-200%

The_dumpster_diver

looks like a bearish pennate but underlining momentum is showing bullish activity? who wins? idk. lol. my opinion is that it tests the pre-earnings trend due to some kind of news event

The_dumpster_diver

based on analysis of zb. tlt has had a good stride but its about to get hammered

The_dumpster_diver

pretty important

The_dumpster_diver

Expect a bullish bounce.

The_dumpster_diver

It's gonna be glorious. I'm stationed uvxy 36.5p for .18

The_dumpster_diver

contango roughly 5% between spot and M1. vvix looks ready to fall. skew still indicating normal distribution