Podcast: Olivier Daviaud on P&L attribution for options
JP Morgan quant discusses his alternative to Greeks decomposition
Source: risk.net
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Rethinking P&L attribution for options
A buy-side perspective on how to decompose the P&L of index options is presented
Source: risk.net
FX options traders rethink vol drivers amid macro uncertainty
Market-makers believe more and more events will influence options pricing as political risk bubbles up during 2024
Source: risk.net
Bitcoin Volatility Will Spike By End 2022, But Which Way?
Bitcoin (BTC) is stuck at its current levels, but the market might begin moving again before 2023 makes its entry with a chance for some profits.
Source: newsbtc.com
'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