Commodity Futures: Some Developments from 2025
Commodity futures were not immune to the main themes that moved markets in 2025. As usual, geopolitics, supply/demand factors, and domestic and international economic conditions ...
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Blogs
SVB: Commodity Side Effects
March 29, 2023The recent spikes in implied volatility due to the fallout from SVB were not just confined to equity and fixed income. Less reported on and less appreciated, commodities were affected as well. Although their movements in price and implied volatility ...
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Woodseer Global Acquired by OptionMetrics
March 28, 2023We are thrilled to announce the acquisition of Woodseer Global by our client OptionMetrics. We have worked closely with OptionMetrics who have been a user of Woodseer’s dividend forecast data since 2019. Originally launched in 2017 Woodseer’s hybrid algorithm+analyst approach to forecasting dividend ...
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0DTE Options: Institutions Get Short
February 22, 20230DTE options are the latest novelty in derivative markets. These options are listed daily and expire at market close on the same day. Since their inception last year, the popularity of this product among investors has skyrocketed, peaking at over ...
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The War in Ukraine: Commodities Adapted
February 22, 2023Last week marked the one year anniversary of the start of the war in Ukraine, and the ultimate outcome is as unclear as it was a year ago. War is never predictable (as Mike Tyson put it, “Everybody has a ...
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SPY: ETF 90 Day Forecast Accuracy :)
February 6, 2023We recently reviewed our 90-day forecast accuracy for SPY and are pleased with the results. Woodseer uses a bottom-up approach to calculate ETF dividend forecast amounts – combining ETF composition data (from our partner Ultumus) with our single name forecasts for ...
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A Year in Volatility Across US and Europe
January 18, 2023From the War in Ukraine, to supply chain issues, rising energy prices and inflation, and Fed rate hikes, 2022 was an eventful year, to say the least. It was also characterized by heightened volatility in the US and Europe, as ...
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Mega Tech Crash Risk Outpaces Index
January 13, 2023One investing theme in 2022 was the failure of tail-risk hedges amid a grinding bear market. The performance of protective put strategies, an oft touted hedge to down markets, was suboptimal. As a baseline example, the CBOE 5% Put Protection ...
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Examining Anomalies: Part 2 – High Year-End Expectations: Should You Count on a Santa Claus Rally?
December 22, 2022Industry research has empirically proven different types of calendar anomalies. Most scholars have a difficult time rationalizing these phenomena, and many even dismiss them. In this series, we look to elaborate on these anomalies in the equity market and extend ...
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Pound Crash Risk and Upside in UK Equities
October 31, 2022The British Pound Sterling (GBP) has experienced historical levels of turmoil over the past month and traded at record lows compared to the dollar. The freefall in the GBP can be attributed to multiple macroeconomic shocks, including higher energy prices ...
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