Weeden Trading IQ

Weeden Trading IQ is our branded suite of timely and insightful trading commentaries designed to help our institutional clients navigate markets and the trading day ahead. Our experienced traders and analysts diligently employ a structured process when creating value added notes covering major markets, sectors, special situations, event driven and risk arb, capital markets and corporate actions, derivatives strategies, index and volume analytics, and market structure.

Patrick O’Donohue

Index & Event Driven Strategy

Chris Swann

Special Situations & Risk Arb Strategy

Weeden Trading IQ Products

Sector Reports

(Energy, Financials, Consumer, Health Care, Tech & Media, and Industrials) These reports consist of relevant overnight news stories in the various sectors, as well as analyst ratings changes and syndicate action. The objective is to transmit meaningful information in a succinct format, in order to provide a clear picture of the news that will be driving daily price action.

Morning Summary

The Morning Summary communicates the daily narrative in an easily digestible prose format. After reading this report, readers will understand the major news stories of the day.

IPO’s and Secondaries

Syndicate news is clearly an important component of the daily news flow as it can alter balances sheet dynamics, drive intra-sector money flows and alter ownership which can have index implications, etc. This report identifies all meaningful equity syndicate flow.

Event Driven Strategy

Event Driven Strategy notes are published in order to provide clarity related to complicated transactions, notably Exchanges, Dutch Auction Tenders, and Spin Offs, which are typically under-covered by traditional Wall Street Analysts. This analysis includes competitor valuation metrics and index change predictions, which often drives significant money flows.

U.S. Index Activity Summary

This report predicts the expected flows related to daily S&P and Russell Index constituent and share changes.

Morning Risk Arbitrage Summary

The Risk/Arb summary is dedicated to corporate actions, merger related company filings, merger reviews and all relevant, nuanced risk/arbitrage news.

Volume Update

This report offers a snapshot of notable relative volume metrics including: dark pool volume, ETF volume, REIT Volume, MLP Volume, S&P 1500 volume segmented by capitalization, and S&P 500 sector volume.

Weekly Volatility Note

Our Weekly Volatility Note is a forward looking snapshot of index and sector volatilities domestically and abroad.  Our analysis reviews U.S. equity volatility in the context of cross asset volatility and the potential volatility catalysts on the horizon. We also recommend specific and actionable hedging, volatility and directional trade ideas for asset managers.

Global Trading Summary

The Global Trading Summary is a daily note summarizing the market moving events and key headlines influencing overseas markets. This note is a great way to be up to speed on the action in global markets as the US trading day begins.

Sector Summary

The Sector Summary is an aggregation of the individual sector reports, an overnight summary of Asia and Europe, a general U.S. news summary, and meaningful corporate action and merger related news. Our hope is to communicate all meaningful overnight stories so that Weeden clients are in sync with the forthcoming daily trading action.

Morning Movers

The Morning Mover report is a snapshot of companies with the biggest morning percent moves and the associated stories.

Market Fact Book

Weeden’s Monthly Market FactBook is an aggregation of various market highlights and insights throughout the month. This includes proprietary analysis of multiple market data points including algorithmic strategy utilization changes, ATS and Non-ATS market share analysis, Market structure news updates and more.

Idea Brief

Idea briefs attempt to identify compelling stories resulting from: transformations, unique business profiles, excessive volatility yielding ownership changes, extreme pessimism, and non-economic selling all coupled with some degree of technical analysis.

Upcoming Weekly Calendar

This report provides a schedule of upcoming weekly economic data reports, companies reporting earnings as well as those at Wall Street Conferences and offers commentary and insight into the major news events of the week.

Daily Market Recap

The Daily Market Recap transmits daily percentage change data for all major indexes, commodities, FX and U.S. sectors, while reviewing the major events and stories of the day in all major markets.

MOC Imbalances

This note transmits the gross notional MOC Market Imbalance of Russell 3000 securities; it also illustrates sector specific dollar amounts and highlights securities with the largest share imbalances as well as those with the highest percent compared to the average daily volume.

Market & Derivatives Strategy

Michael Purves, Weeden’s Chief Global Strategist and Head of Derivatives Strategy, provides top down macro analysis to develop specific and actionable trade ideas. In his commentary he also provides views on currency, interest rates and commodities. Michael writes extensively on equity volatility and in particular the interrelationship of the cross asset factors. In addition to establishing longer term frameworks, we publish tactical trading commentary for ETFs and single stocks.

Disclaimer: These publications are prepared by Weeden & Co. LP’s (“Weeden”) trading department and is for informational purposes only. Weeden & Co. does not produce investment research, nor does it have a research department.  These publications are not intended to form the basis of any investment decision and should not be considered a recommendation by Weeden or its associates and/or affiliates.  The material herein is based on data from sources considered to be reliable, but is not guaranteed as to accuracy and does not purport to be complete.  It is not to be construed as a representation by us or as on offer or the solicitation of an offer to sell or buy any security.  Options involve risk and are not suitable for all investors.  Trading in options is considered speculative and it is possible to lose all, a portion of, or funds in excess of your initial investment.  Any calculations and valuations presented herein are intended as a basis for discussion.  Any opinions or estimates given may change.  Weeden undertakes no obligation to provide recipients with any additional information or any update to or correction of the information contained herein.  No liability is accepted by Weeden for any loss that may arise from any use of the information contained herein or derived here from.

From time to time, Weeden, its affiliates, and/or its individual officers and/or members of their families may have a position in the subject securities which may be consistent with or contrary to the recommendations contained herein; and may make purchases and/or sales of those securities in the open market or otherwise.  This publication is intended solely for Weeden’s institutional customers/broker-dealers.  Use by other than the intended recipients is prohibited.  This publication may not be reproduced or redistributed outside the recipient’s organization.

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