Quantitative Partners

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Option Research and Technology Services ORATS

With over 30 years of experience in option position strategy, execution, and risk management, the professionals at ORATS provide equity option research and the technology to harness it. ORATS research offers underlying volatility measurements based on tick-by-tick data as well as implied volatility surface summarizations which are performed on an extensive option quote database. Products include:

ORATS proprietary technology uses patent pending algorithms to calculate statistical volatilities and implied volatility skew summarizations. In addition, the following tools are leveraged to uncover trading opportunities:

Options consulting services are also available to help funds with risk management and event and earnings volatility. Option strategies include: Long Straddles, Long Strangles, Short Straddles, Short Strangles, Bull Put Spreads, Bull Call Spreads, Bear Put Spreads, Bear Call Spreads, Collars, and Call Backspreads

The following are ORATS Action Alert files that can be downloaded and utilized for screens. Right mouse click and choose 'save target as'. Save the dat file into your c:\program files\orats\actionalert\data directory: DJ Stocks, ETF Listing, NASDAQ 100, Top 500 Optionable Stocks, S and P 500, S and P 600, Large Cap Type 1s, Small Cap Type 1s, Large Cap Type 4s, and Small Cap Type 4s

ORATS Website
ORATS Update 11/13/2006
ORATS Action Alert software download

Simon Economic Systems

Steve Simon's RADAR (Rotation Analysis Designed to Assess Risk) Alert has been developed around the theory that market psychology is a key force in the pricing mechanism of the market. The key to his work is the analysis of risk - RADAR monitors the risk cycle, which is based on the emotions that drive the market. Traditional valuation metrics state what should be and will be recognized while RADAR pinpoints what is being recognized. Portfolio Managers and Analysts should use RADAR as an extension to their own research to determine if and when the market agrees with their judgments. The RADAR scoring system is based on two factors: the Buy Side Demand Index and trend identification. The BSDI is the core indicator of the model and is used to identify when investors expectations are "stretched out" beyond normal limits. The second component, trend identification, is a forward-looking alpha model that ranks sectors, industries, and individual securities according to their future performance versus a bench mark. Together these indicators have great predictive ability to identify when:

By adding RADAR to the stock selection process, an existing valuation model becomes scaleable and, therefore, a more robust, accurate, and predictive tool. In turn analysts have more time to spend on material valuation issues and strategic forecasts.

Simon Economics Website
Simon Economics Weekly Update 07/27/2006

Terrace Research

Terrace Research was founded in 2016 by former Sell-Side analyst Ted Moreau. Ted has spent approximately 20 years analyzing technology markets and companies, initially within the technology industry and then as a sell-side analyst. Now he covers small-mid cap tech stocks, largely in communications equipment, fiber/industrial lasers, semiconductors, and semiconductor equipment. Themes that Terrace Research concentrates on include 5G, hyperscale data centers, and the Internet of Things.

CES Recap

Last week we attended the 2019 Consumer Electronics Show (CES) in Las Vegas. The majority of our time was spent meeting with companies rather than walking the show floor. So we don't have a great feel for the buzz on the show floor, but heard attendance was down relative to past years, which we suspect was due to Huawei's lack of presence this year. Given the U.S. / China trade negotiations and the current anti-Huawei sentiment hitting the tech industry, we find their absence very interesting. We would have thought Huawei would want to be more visible and reassuring to their technology partners, which aren't always U.S. centric.

5G was the most prominent topic at the show. 5G cellular networks are expected to increase data download speeds by 10x over current 4G networks with significantly reduced latency (the time it takes for data transfer to occur). Lower latency will be critical for the auto's industry to eventually transition to self-driving vehicles.

Here are several quick highlights from our meetings:

Financial Advisors Websites

The FRED Report

Good Morning Wall St.

Individual Investor Websites

Wall Street Rebel

Super Stock Investor

Gold and Energy Options Trader

Options Index Trader