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GammaLab
Aug 9, 2022 3:28 PM

Gamma Update 

US SPX 500OANDA

Description

See chart above for prominent Gamma/CTA triggers ahead of CPIs late Tues (China) /early Wed (Germany & US).
Comments
BoyPlunger91
@GammaLab where do you find this information? How do you know what Nomura plan to do?
aox8zs
When?
TraderV123
We are at 4280 now, difficult situation imo. we have not had a meaningful pullback for a while. Next Key level I am reading about is 4310-4330. Technicians have revised wave counts and others are looking for a blow off top soon. Bear rallies don't normally retrace to ATHs. That is around 4800. I am hedged at 4108 but am very curious about the Sunday night Globex session and London open. If it is flat, we go higher to touch 4330 Monday imo. Anyone short will be rewarded soon imo. I am looking for 3620 and will go flat. May the trading Gods have mercy!! GLTA. I have no idea how UoM consumer sentiment beat expectations on Friday past. Is someone cooking the books?? Housing data is coming this week as well as FOMC minutes (not a rate decision).
aox8zs
DXY_to_0
Nomura is an investment bank. That line represents where they will shift their positions to “sell”. Assuming it’s 26% of an equity portfolio.
UnknownUnicorn7131705
What means "Nomura CTA sell trigger to get -26% short"?
DXY_to_0
@tintin85 Nomura is an investment bank. That line represents where they will shift their positions to “sell”. Assuming it’s 26% of an equity portfolio. Accidentally posted this as a comment too 🙃
UnknownUnicorn7131705
@DXY_to_0, Ok, thanks :)
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