TODAY at 11:00 a.m. we’ll host a blackbook discussion on how and why we study and analyze derivatives pricing and data in conjunction with last price and factor performance. Consensus positioning and the volatility factor are an important piece of our asset allocation and risk management process, and we’ll simplify the why and how in a data-driven discussion.
The hope is that even those who don’t navigate in the derivatives space will find the data contextualization useful for gauging overall market breadth and sentiment. As always, we welcome any questions or feedback either during or after the call. – We’re pushing for an interactive discussion. The deck will be broken into the following segments:
1) Why do we use these indicators? A combination of process, history and statistically driven evidence.
2) What is the output you can expect from us on a go-forward basis? More technical dive on what we’ve built to gauge market intel from derivatives data.
3) What are some calls or flags we’re making today? Pretty self-explanatory… What are some straightforward or even more idiosyncratic ways to look to play our macro calls?
CLICK HERE FOR EVENT DETAILS (INCLUDES VIDEO LINK, PRESENTATION LINK AND DIAL-IN DETAILS).
