15 Minute Technical Today

מעודכן
Big fan of FinTwit and 15 minute VIX.
תמונת-בזק
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.
תמונת-בזק

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.
תמונת-בזק

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.






הערה
Depends if VIX Daily bounces or Fails Retest and targets 21 before Jul 13 window.
תמונת-בזק
Beyond Technical AnalysischarmTechnical IndicatorsvannaVolatilitywindowofweakness

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