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  • Market View – R Option Model

Market View – R Option Model

randholm
August 2, 2018 7:49 pm / Published in * Trade Alert, HSCE, HSI

Market View – R Option Model

As you can see from twitter link below, Until April 2018 ASHR returns were similar to SPX, HSI and HSCE which fitted inside of the cluster number 1. Today it is relevant to point out that this is not the case. I can picture 3 more clusters which the develop during the last months.

 

Cluster Number 2 is the SPX with a YTD return over 4%

Cluster 3 with HSI and HSCE in local currency and

Cluster Number 4 with a -20% YTD is the ASHR

This is an important risk parameter for our model because the VIX Index is not reflecting such correction in the Chinese Market Crash (WJS)

International Correlation in the #SPX and #HSI with #AHSR 3 Clusters FX System #Forex #Trading#TradeWar #AlgoSystem #TradingSystems https://t.co/wYFuSaq8uU pic.twitter.com/TFekL6BUBv

— RandBots (@randbots) August 2, 2018

As you read before, past performance is not indicative of future return. Thus it is important to meditate on the whys.

The market created different cluster and if you think that this is sustainable considering short, medium and long term investment horizon. The current Trade Tension and FX Devaluations created a new paradigm that maybe the market is not pricing in yet in US Equities.

When international markets are intertwined and with long-term correlation it is time to mediate about the changing environment the bond market and interest rates and the debt.

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