This is beautiful. For me personally, I wasn't very sure how to interpret the vanna model, but now this is something I can apply to the trade plan. I appreciate all your work SG Team.
Curious if you have any insight into watching the various index Vanna models relative to one another for clues into positioning in one index vs another. In a market like this where rotation has been so critical to keeping things from crashing, I feel like your models could be a good tool to help identify which index(es) is/are positioned to lead vs lag. I think of the NDX strength that led us higher out of the recent banking mess. Would these models have presented any clues into what ended up transpiring? I'm asking as a member looking to put to use these models in a meaningful way.
@@spotgamma Sorry to bug you with another question, but if you find a spare moment, would you mind sharing your thoughts regarding the vanna charts for SPX vx SPY, NDX vs QQQ, etc.? Sometimes the vanna charts look very different between the two (like NDX vs QQQ right now) so I'm curious how you would weight what each chart is saying as far as impacting a trading decision. (not asking for advice, of course) Thank you!
This is beautiful. For me personally, I wasn't very sure how to interpret the vanna model, but now this is something I can apply to the trade plan. I appreciate all your work SG Team.
Glad it was helpful!
I love this!
Interesting, thank you. 🙏
Curious if you have any insight into watching the various index Vanna models relative to one another for clues into positioning in one index vs another. In a market like this where rotation has been so critical to keeping things from crashing, I feel like your models could be a good tool to help identify which index(es) is/are positioned to lead vs lag. I think of the NDX strength that led us higher out of the recent banking mess. Would these models have presented any clues into what ended up transpiring? I'm asking as a member looking to put to use these models in a meaningful way.
yes, i think you could consider some pairs trade based on "delta resistance" ie the lines curving higher for, say, SPY but curling down for QQQ.
@@spotgamma Sorry to bug you with another question, but if you find a spare moment, would you mind sharing your thoughts regarding the vanna charts for SPX vx SPY, NDX vs QQQ, etc.? Sometimes the vanna charts look very different between the two (like NDX vs QQQ right now) so I'm curious how you would weight what each chart is saying as far as impacting a trading decision. (not asking for advice, of course) Thank you!