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  • Trade view / 15 March 2017 at 10:41 GMT
    Medium term
    /
    Sell

    S&P 500 ready for a setback? – #SaxoStrats

    Head of Equity Strategy / Saxo Bank
    Denmark
    We are selling the S&P 500 ahead of Wednesday's Fed meeting based on four arguments: excessive valuation, potential upside risk to the Fed's outlook, downward pressure on oil prices and expected softness in US economic data over the coming months.
    Read the Trade View
    15 March
    Peter Garnry Peter Garnry
    the puts mentioned in the trade idea are now offered at $4.36 down from $4.60 on the open. The puts with strike at $238 instead of $237...
    16 March
    mud481 mud481
    Hi, Peter, whats your opinon on Germany 30 ( ger30.1)?
    17 March
    AdamBarnard AdamBarnard
    Hi Peter, do I still do the same trade, with the $238 or $237's ?
  • Squawk / 24 February 2017 at 8:27 GMT
    Chief Economist & CIO / Saxo Bank
    Denmark
    Risky business?

    Peter Garnry has voiced concerns about valuation and our proprietary models continues to flash warning signal.

    This is Z-score risk - S&P vs. Saxo RISK model - we see major divergence presently - the correlation is normally v. high...

    This is clear warning signal
    Read the Squawk
    24 February
    Blange Blange
    Good day Steen, are you saying that is going to be soon a rollercoaster and suggesting us to cash in all our assets?
    24 February
    helicongrowth helicongrowth
    Schatz and German yields are flashing EU election worries, then we have Trump policy delays with v high equity valuations. It is time for a correction which...
  • Trade view / 17 February 2017 at 13:30 GMT
    Short term
    /
    Sell

    S&P 500 iron condor trade — #SaxoStrats

    Product Manager Futures and Options / Saxo Bank
    Denmark
    The S&P500 equity index has risen sharply this month and could be due for a short-term pullback or at least consolidation. Low levels of volatility on the index offers an opportunity for adopting an iron condor income strategy.
    Read the Trade View
  • Article / 20 December 2016 at 11:30 GMT

    Volatility Update: Going into the unknown — #SaxoStrats

    Product Manager Futures and Options / Saxo Bank
    Denmark
    Volatility Update: Going into the unknown — #SaxoStrats
    The CBOE VIX index has the lowest reading in the last five years, off 42% in the year to date. Low volatility could continue into 2017, so whatever your view of the market going forward, it may be worth considering using futures and options to diversify and protect your portfolio in a low-volatility environment.
    Read the article
    26 December
    martinluchon martinluchon
    Muchas gracias , un artículo muy didactico y para estudiar.
    29 December
    Georgio Stoev Georgio Stoev
    De nada Martin!
    29 December
    Georgio Stoev Georgio Stoev
    @Klauss, GCG7 starting to move:)
  • 15 November
    Market Predator Market Predator
    Interesting to see post Trump divergence between: Russel and Nasdaq (tech Stocks)
    15 November
    Georgio Stoev Georgio Stoev
    We are working on it
    17 November
    Market Predator Market Predator
    I got you, perfect :)
  • 02 November
    Feders Feders
    Georgio, at the moment the spread decreased its value to less than .60, if tomorrow or sometime during this week the spread regain value, is valid to...
    02 November
    Georgio Stoev Georgio Stoev
    You could leave it on till tomorrow if needed. You could also sell $216 against $218. But 0.30 on a dollar spread is what we are looking...
    02 November
    Feders Feders
    Thanks!
  • Trade view / 12 October 2016 at 22:14 GMT
    Short term

    UPDATE: Closing SPY calendar spread

    Product Manager Futures and Options / Saxo Bank
    Denmark
    We are going to close this calendar spread, with two weeks left to go. To close out you need to buy back the short leg, or you could let 12 OCT 216 call expire OTM, and sell back 26 OCT 216 call for $1 . This results in a profit of $0.83 cents on reduced cost basis in the calendar of only $0.17.
    Read the Trade View