Beursupdate: AEX op Wall Street

Door ABM Financial News op 8 december 2023 22:14 | Views: 9.772

Beursupdate: AEX op Wall Street
Beeld: NYSE

(ABM FN-Dow Jones) Op Wall Street zijn vrijdag zes van de acht AEX-genoteerde fondsen ten opzichte van het slot in Amsterdam lager gesloten. 

Aegon (+0,17%)
ArcelorMittal (-0,79%)
ASML (-0,42%)
ING Groep (+0,31%)
Philips (-0,39%)
RELX (-0,09%)
Royal Dutch Shell (-0,07%)
Unilever (-0,22%)

Euro/dollar: 1,0766

Op basis van de bovenstaande koersuitslagen zou de AEX index, die sloot op 781,85 punten, zijn geëindigd op 781,07 punten.

Bron: ABM Financial News

ABM Financial News is leverancier van beursnieuws, -video en -data, zowel voor real-time handelsplatformen en dealingrooms als voor online en offline media uitgaven. De informatie in dit artikel is niet bedoeld als professioneel beleggingsadvies of als aanbeveling tot het doen van bepaalde beleggingen.


2 Posts
Arctic trader
Dispersion trading can be profitable, but it’s nuanced and depends on the dynamics of implied and realized correlations in relation to overall market volatility. For instance, in normal conditions, indices like SX5E and S&P500 may have an implied correlation ranging from 50-70% and a realized correlation of 30-60%. This gap reflects the market’s anticipation that extremely low correlations are unlikely to persist, presenting potential risks for a long dispersion trade.
The strategy inherently assumes that implied correlation is expected to be above the average realized correlation
due to its short volga nature.
Arctic trader
Dispersion trading is a leading strategy for trading correlations in the market. As stated previously, typically, the expected correlation between stocks, or implied correlation, tends to be overvalued. This is often due to the market positioning of structured product sellers who have a vested interest in going long correlation. This overvaluation makes the implied volatility of indexes appear higher than it actually is when compared to the volatility of individual stocks.

Traders engaging in long dispersion trades aim to take advantage of this by shorting index volatility while simultaneously going long on the volatility of individual stocks. This strategy essentially bets against the prevailing implied correlation. Although dispersion trading is a common way to trade implied correlation, it’s important to note that the success of this strategy is also tied to overall volatility levels. One is essentially trading the index correlation,
2 Posts
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