Meta Strategy Derivatives Portfolio – Probability Map Update.
Today’s report sees strong possibilities for a change in market dynamic due to the roll off in gamma exposure. A common theme over the last weeks, studies show elevated risk over the short-term and good long-term prospects.
The best opportunities can be found in alternative assets and securities for the moment
As usual I map my current data-driven estimate of the probabilities for future returns of the S&P 500 over the short-, medium- and long-term.