Global Capital featured our letter in a recent publication that was distributed to attendees of the CBOE Risk Management Conference.
TABB Group expects that futures options activity will continue to grow strongly as financial market participants increasingly use these products as part of their investment and hedging strategies.
Futures options trading has expanded significantly in recent years as a number of forces have merged to create an enticing proposition for investors.
Implied volatility across 29 asset classes has reached a 12-year low. What does it mean for markets in the face of shifting tides at the Fed?
Discipline is the key one-word explanation for success in almost any field.
Simply canceling an options trade is far more dangerous in the options market than in stock or futures markets.
"While the edge is slightly tipped in the house's favor, there is significant volatility that comes with it."
"New York hedge fund creates value trading index options."
"The pricing of commodity and futures markets is no longer in keeping with historical patterns. Volatility futures and commodity futures have similar themes."
"Investor are always on the hunt for convex payoffs, wanting optionality for little or no cost. How much should investors pay for positive convexity and how much should they receive for negative convexity."
"A simple way to investigate the tail is to take the 115 or so years of US stock market data and build a histogram of 3-month returns rolling daily in 10-year windows. This video will show you this analysis in action."
"Dodd-Frank will likely put additional constraints on banks but it should be careful not to infringe on activities that are working well, particularly those in the equity derivatives markets"