15 Minute Technical Today
Mis à jour
Big fan of FinTwit and 15 minute VIX.
Falling Wedge Reversal Pattern
StrizziJ Calls out the top this morning on Tue 15min.
Cem Karsan (Jam Croissant) explains in a tweet in January that these are Vanna Flows.
Vol down every day means buying indices overnight.
Vol up means selling overnight.
Vanna/Charm flows are hedged by banks & naive primary dealers on the open of US trading & into close.
He further points out that Algos & European traders front run these flows starting around 1am CST to sell on US Open.
Cem believe the excess risk adjusted returns are 100% a result of captive Vanna/Charm flows…
Cem also posted in a tweet on Monday about an upcoming window of weakness in Vanna/Charm flows.
Direction after July 13AM?
Likely a lot of CPI pain to come. Oil is a big issue at G7.
Burry is calling for a Bear rally before the big siesta.
Bears gotta eat before hibernation.
Falling Wedge Reversal Pattern
StrizziJ Calls out the top this morning on Tue 15min.
Cem Karsan (Jam Croissant) explains in a tweet in January that these are Vanna Flows.
Vol down every day means buying indices overnight.
Vol up means selling overnight.
Vanna/Charm flows are hedged by banks & naive primary dealers on the open of US trading & into close.
He further points out that Algos & European traders front run these flows starting around 1am CST to sell on US Open.
Cem believe the excess risk adjusted returns are 100% a result of captive Vanna/Charm flows…
Cem also posted in a tweet on Monday about an upcoming window of weakness in Vanna/Charm flows.
Direction after July 13AM?
Likely a lot of CPI pain to come. Oil is a big issue at G7.
Burry is calling for a Bear rally before the big siesta.
Bears gotta eat before hibernation.
Note
Depends if VIX Daily bounces or Fails Retest and targets 21 before Jul 13 window.
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