MyDVICE

- LETTER & VIEWS by NEV R. AGN
Metals #2 – Energy #4

Metals #2 – Energy #4

That crazy gold-oil ratio!  A signal of the next oil bull run?  There is no guarantee of mean-reversion…so proceed with caution. 9 June 2020 Consider the charts further below – the Gold-Oil ratio up until March 2015.  Currently the ratio stands at just...
FX Post No. 1

FX Post No. 1

USDJPY chart from around 1994 to present – 13 June 2020 Disclaimer:  it has been a long time since I searched for current at the money implied volatility prices and 25 delta risk reversals.  If my numbers are wrong (I got them from a bank’s website) then...
Metals Post No. 1

Metals Post No. 1

Why I like Platinum 8 June 2020 Check out the spread charts below (Pt versus Pd and Pt versus Au). I cannot figure out why platinum is so out of favour versus palladium and gold.  But what is even more interesting is that luxury watches are still priced with the...
Oil Post No. 3 (b)

Oil Post No. 3 (b)

Update on Option Structure initiated on 2 June 2020 6 June 2020 OIL POST NUMBER 3(b) – – –  UPDATE ON:  Strategy (using ICE Brent Options): 1. Sell 1x September 30 Put (expiry:  28 July 2020); and 2. Buy 1x December 55 Call (expiry: 27 October 2020),...
Oil Post No. 3 (a)

Oil Post No. 3 (a)

THE “GAP” HAS STARTED ITS FIRST CLOSING ATTEMPT! Update on Option Structure initiated on 2 June 2020 5 June 2020 OIL POST NUMBER 3(a) – – –  UPDATE ON:  Strategy (using ICE Brent Options): 1. Sell 1x September 30 Put (expiry:  28 July...