Hello traders,
I hope you all had a great weekend and some time away from the screens.
I was away for the weekend hence jotting these thoughts down in a car on my phone(don’t worry; I’m not driving)
Last week we shared Chinese Technology Bull case and it is off to an excellent start.
Our timely inclusion of China Basket and Drone Basket has outperformed the broader market YTD with lower vol and higher sharpe (in layman terms, went up in value without going down too much)
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Regarding US equities, we are at the brink of FOMC and this bull market has been unrelenting since April.
People(by people I mean Goldman/JPM) are now predicting that the FOMC ratecut would be a “sell the news” event.
Our proprietary models point a similar path and hence a 6500/6200 spx put spread for 10/10 has been initiated with 200bps NAV risk.
Post FOMC, given this overwhelming
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