With the final phase of the Uncleared Margin Rules (UMR) roll-out now in sight, we invite you to join State Street and leading industry experts as they discuss the challenges Phase 6 firms face in 2022, the approach the market participants are taking to solutioning, and the urgency now required to ensure compliance; all…

WTF is “Gammageddon”? What do 0DTE options have to do with it? Should I be fearful? Should I be greedy? We’re getting into all of it in this episode where we dig into just what zero days to expiry (0DTE) options are, who’s trading these things, who’s on the other side, and why (and why not) any of it could matter to…

A Bank for International Settlements study says over $60 trillion of off-the-books currency swaps could be a profound, systematic risk. Rob Johnson joins Paul Jay on theAnalysis.news.

To estimate the value of an equity in a company is difficult. It depends not only on future cash flows including new investments and changes in capital structure and dividends payouts, but also changing discount rates.

To estimate the value of an equity in a company is difficult. It depends not only on future cash flows including new investments and changes in capital structure and dividends payouts, but also changing discount rates.

In this episode, Patrick Ceresna and Kevin Muir welcome Brent Kochuba from SpotGamma to talk S&P option expiry and gamma dynamics.

Many investors think that options are just a vehicle that affects the portfolios of sophisticated investors. But their impact on the market goes well beyond that. In this episode, Validea talks to SpotGamma founder Brent Kochuba about the influence that options have on the stock market, and what that means for everyday…

There are many brilliant investors around the world that believe there’s only one trade you need to get right, and that’s trading vol, or volatility. The most common way to do that is to trade the VIX and that’s exactly what so many do. Thankfully, to help us all understand exactly how that market works and, even more…

The Call Wall Strike is the strike with the largest net positive gamma in the underlying stock. Why does Call Wall Strike matter? This strike signifies where investors are targeting the top side of a bullish range. This level is considered a major magnet/pinning area for markets, and a major resistance point. When this…

While many investors are likely familiar with options, their impact on the stock market is much less understood. When an investor buys an option, it can kick off a series of flows into and out of the underlying stock or index that can have significant impact on the price of the instrument itself over time. And with options…

FTSE Russell, Singapore Exchange (SGX) and Goldman Sachs are pleased to invite you to join us at this webinar as global investors are seeking exposure to Asia’s growth engines across a complex continental geography.

Michael Harris is a former managed fututures specialist at Morgan Stanley Managed. He currently resides as Quest Partner’s President. Michael discusses quantitatively positioning for long skew via short-term trading strategies.

The headlines say it’s some new-fangled LDI concept which led these pensions into trouble. But our guest this week, Zed Francis of Convexitas, says not so fast… the LDI actually is fine – and it was the reach for yield and adding some longer duration via derivatives which likely caused most of the problems.

How do you create a new futures contract? You need an exchange. And you need something that changes in price, like a commodity market – or a financial index.

Turmoil in the UK bond market created a feedback loop that left investors like pension funds short on cash and rippled out into other markets. WSJ’s Chelsey Dulaney explains the type of investment at the heart of the crisis.

Ari Bergmann of Penso Advisors has more than thirty years of experience. In this podcast he discusses the limits of cheap convexity, residuals and structured notes, opportunities for a second leg down, complex options versus vanilla options, and the prudence of always rebalancing your portfolio.

In this episode, Kai Volatility founder Cem Karsan discusses the importance of option dealer flows and the impact of hedging on the market. Today, dealer positioning can have a much greater impact on markets than many believe.

The SEC 18f-4 Derivatives Rule mandates all SEC-registered companies – from 40 act funds (mutual funds) to exchange-traded (leveraged and inverse) and business development companies (BDC) – implement a derivatives framework by August 19, 2022.

In the wake of the Covid-19 economic and market shutdowns, the avalanche of stimulus – both monetary and fiscal – has successfully bridged the world economy from the depths of the shutdown to the vaccine and rapid growth recovery stage. As the impact of the virus wanes in many parts of the world, there are already ample…

Enrico Bruni, Tradeweb's Head of Europe and Asia Business, spoke with Wei-Shen Wong of WatersTechnology about Tradeweb’s ‘reverse onion’ approach to automating repo workflows.