PinnedTurbocharging Derivatives — Variance, Convexity, and Everything in BetweenA deep dive down the foundations of variance, volatility, convexity, and additivity to understand how derivatives offer a hefty leverageOct 27, 2021A response icon7Oct 27, 2021A response icon7
A Tidal Wave — Beginners Guide to FX Volatility Cycles IVery much like ebb and tide financial market volatility oscillates between regimes of highs and lows.Mar 24, 2024A response icon3Mar 24, 2024A response icon3
(Almost) Everything You Wanted To Know About FX Volatility Smile (Part III) — Options Flows…The last part of our FX volatility trilogy is going to address the issue of gauging dealers’ positioning and its effect on the vol dynamicOct 7, 2022A response icon2Oct 7, 2022A response icon2
(Almost) Everything You Wanted To Know About FX Volatility Smile (Part II) —Exotic options, Vol…We continue our journey into the FX derivatives… Part II is all about diving deep into exotic options, volatility smile, and dynamicOct 4, 2022A response icon1Oct 4, 2022A response icon1
(Almost) Everything You Wanted To Know About FX Volatility Smile (Part I) — Intro to the FX MarketIn this trilogy we will dip our toes into the ocean that is the FX derivatives space and the volatility surface dynamic.Sep 29, 2022A response icon4Sep 29, 2022A response icon4
Back By Popular Demand — The Rise and Fall (and Rise Again) of the Uridashi Bonds“Our greatest glory is not in never falling, but in rising every time we fall” — ConfuciusJun 11, 2022Jun 11, 2022
Think Like a Market Maker — Understanding Implied VolatilityAny option trader who focuses on volatility trading will tell you that the price of volatility is the single-most-important factor in…Mar 5, 2022A response icon5Mar 5, 2022A response icon5
Trading Volatility Roughness — Rethinking Statistical ArbitrageMarket neutral strategies account for a significant part of quant-based strategies. Just think about your typical equity long-short/pair…Oct 15, 2021A response icon2Oct 15, 2021A response icon2
Volatility Smile and Delta Hedging (Part 2) — Down the rabbit hole of Smile Risk Hedging.So we continue our journey down the rabbit hole of volatility surface and vega risk exactly where we left off last time (if you want to…Aug 17, 2021A response icon1Aug 17, 2021A response icon1