GS Chart of the Day - where are the sell offs - part 2pdf
GS Chart of the Day - where are the sell offs - part 2pdf
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  1. GS Chart of the Day :: where are the sell offs? FICC and Equi�es | 6 September 2023 | 2:00PM UTC91 ... the number of trading sessions since at least a 1.5% sell off session in SPXThis length of time without a 1 day equity shock is rare ... has happened ~five times in last 15 years ... chart of the day belowour research team has discussed Sep + Oct as seasonally volatile months at the same time the gs index trading desk highlights the "low-ness" of equity protectionSPX 1 month 2% OTM put costs 60 bps ... SPX 2 month 2% OTM put costs 115bps (max loss premium paid)as a refresher we hosted a "back to school" podcast yesterday ... a quality 38 minutes from heads of research + rates trading + FX trading + Dom Wilson views (link)source :: gs ficc and equities // bloomberg // past performance is not indicative future returns
  2. source :: gs ficc and equities // bloomberg // past performance is not indicative future returns __________________________________________________Brian GarrettGoldman, Sachs & Co.200 West Street, 5thfloor. | New York, NY 10282Tel: (212) 357-5232 | brian.garrett@gs.comFax: (212) 428-3541
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