[6.26 hedging strategy sharing, the Fed's hawkish remarks are coming, and the US stock market seems to have stopped buying it. Can the big cake rise? ]
The hawkish speech of the Fed voting committee stated that there might be no interest rate cuts in 2024. This hawkish speech seems to be another wolf coming, and the friends are a little unconvinced, even the US stock market Nvidia rebounded, Microsoft and Google hit new highs.
Can the big cake rebound? From the data, it seems that there is some resistance. The historical volatility is up, and the implied volatility is down, which is a divergence trend.
Although short-term divergence cannot indicate any long-term trend, the lack of momentum for rebound sentiment is certain.
Look forward to the emergence of new sentiment. The release of PCE data this Friday may be a good opportunity.
In addition, our crypto OG Trump will also have an election debate on Friday. Look forward to his golden sentences to ignite market sentiment.
The concubine is still cold and deserted, and the news of ETF listing is kept secret. The main force will not let retail investors buy the bottom in advance. This is a game of endurance and patience.
This week's hedging strategy is to be prepared for continued declines and to take insurance.
In terms of insurance, I think that the price of Yitai will not fall below 2900, and the price of Dabing will not fall below 56500.
For the insurance of Yitai, it is recommended to do a ratio spread, buy 3300 puts and sell 2900 puts, the time is the end of September, and the position ratio is 1:2. As long as it does not fall below 2900 at expiration, the combination will have the highest return.
At the same time, continue to cover the Yitai options and do not give up the weekly minimum guarantee income.
In order not to miss the future increase, a forward call ratio spread is also made. Buy 3800 calls and sell 4500 calls, position ratio: 1:2. Or, buy 3500 calls and sell 4000 calls, position ratio 1:1. Both are possible. Expiration time is the end of September.
As long as it does not rise above 4500 at expiration, the ratio spread will have the highest return. If it rises to more than 3500 but not more than 4000 at expiration, the bull spread combination will have the highest return. According to the judgment of the future market, everyone can build their own favorite price range.
In terms of Pairs trade, the cottage rebounded violently, and the profit could not last long. With the breakthrough of the upper track, it is not too late to short. Don't rush to open a position at present, just observe.
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