'Perfect' VKO trades knock the smile off vol
Dealer hedging of options which profit from ‘spot down, vol down’ may have amplified rare dynamic
Source: risk.net
Page 16 - Implied Volatility News Today : Breaking News, Live Updates & Top Stories | Vimarsana
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UK budget gives sterling options traders a wild ride
Reaction to tax cuts sparks most active week for GBP/USD options traders since Brexit negotiations
Source: risk.net
Deep calibration of the quadratic rough Heston model
Rough vol models are calibrated and fitted to SPX and Vix smiles
Source: risk.net
Logica Capital August 2022 Commentary
Logica Capital commentary for the month ended August 31, 2022. As the S&P 500 charged upward, poised to break through its 200-day moving average to the upside
Source: valuewalk.com
A child of inflation: BNPP's new macro trading unit
Currency and rates traders join forces at French bank as it plans to bring FX algos to US Treasury bonds
Source: risk.net