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June 15, 2005
Hamzei Analytics' HOTS: May 22 Issue
Here's a summary of the May 22nd Issue of the HOTS options newsletter from Hamzei Analytics; it's edited by Dennis Leontyev, a hedge fund manager and options trading expert. Note that the newsletter is made publicly available after a delay, so its useful only as an insight into option strategies.
- Bullish outlook in the intermediate term, for all equity indices
- Break-out of inverse head & shoulders pattern
- Bull Put Credit Spread strategy
- "Statistical arbitrage mean reverting trade utilizing options"
- Stocks are highly correlated on long-term basis, but BOW has under-performed KMB recently
- Expectations: BOW to outperform KMB (regardless of direction), hence buy BOW Calls, KMB Puts
Posted by galatime at June 15, 2005 10:20 AM