S&P 500 End of Year Prediction

2023年11月8日

Pretty basic prediction based on a few factors.

1. Vanna/Charm flows strength due to OpEx
   
2. Seasonality
   
3. Hedged Equity funds positioning
   
4. Large gaps lower from Nov1 short squeeze
   
5. T/A of an Inverted Head & Shoulders forming
   
6. Gamma Exposure of overall dealer positioning
   

This prediction assumes no "market events" occur between now and Jan 1st.