IPOS Forecast


Bullish Case: Accelerated biotech/AI IPOs reinforce positive sentiment and potential returns, while medium-low implied volatility indicates controlled upward movement.


Bearish Case: High short-term implied volatility and mean-reverting price suggest excess uncertainty. Persistent market and political instability may drive prices down significantly.


Potential Outcomes:

1. Market rally due to IPO successes (45%).

2. Continued price mean reversion (35%).

3. Geo-political instability impacts markets (20%).


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July 20, 2024


Renaissance Capital Greenwich Funds - Renaissance International IPO Forecast

IPOS      Renaissance Capital Greenwich Funds - Renaissance International IPO











Correlated Assets

Assets that tend to move strongly with IPOS



LI Forecast + Options Trading Strategies   LI  Li Auto (0.41)


XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (0.35)


VFC Forecast + Options Trading Strategies   VFC  VF (0.16)


ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (0.04)



Uncorrelated Assets

Assets with little price relationship to IPOS



ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (0.04)


VFC Forecast + Options Trading Strategies   VFC  VF (0.16)


XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (0.35)


LI Forecast + Options Trading Strategies   LI  Li Auto (0.41)



Anticorrelated Assets

Assets that tend to move strongly against IPOS



LI Forecast + Options Trading Strategies   LI  Li Auto (0.41)


XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (0.35)


VFC Forecast + Options Trading Strategies   VFC  VF (0.16)


ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (0.04)





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